[SciPy-user] lagrange multipliers in python

Joachim Dahl dahl.joachim at gmail.com
Fri Jun 15 02:31:07 EDT 2007


What kind of function are you minimizing?

CVXOPT handles convex functions with convex inequality constraints and
linear equality constraints.

If your function is non-convex,  couldn't you eliminate your linear equality
constraints and try Newton's method for the unconstrained problem?
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