[SciPy-user] lagrange multipliers in python

[Christian K]

fdu.xiaojf at gmail.com wrote:
> Christian K wrote:
> 
>  >>
>  >> I have found COBYLA(http://www.jeannot.org/~js/code/index.en.html#COBYLA),
>  >> and it has a Python interface, which make it very easy to use.
>  >
>  > You seem not to be aware that cobyla is part of scipy:
>  > scipy.optimize.fmin_cobyla
>  >
>  > Christian
>  >
> Oh, my God!
> 
> I have studied fmin_l_bfgs_b, fmin_tnc, and fmin_cobyla before, but I
> don't quit understand the "cons" parameter for fmin_cobyla after I have
> found COBYLA and have seen the example shipped with it.

I used fmin_cobyla once to find the envelope to some noisy signal. Thus I had as
many inequality constraints as data points. See the attached file. This is not
what you want of course, but it gives you an idea of how to use cobyla.

Christian
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