[SciPy-User] Soecifying Inequality constraints as a penalty term to the objective function for fmin, l_bfgs, cobyla etc.,
jagan prabhu
jagan_cbe2003 at yahoo.co.in
Wed Dec 2 12:46:41 EST 2009
Hi all,
I like to specify my inequality constraints as penalty term to my objective function for the case of fmin or l_bfgs or for any optimization methods in scipy.
For example: please see the attached *.py file
Problem may be simple, but i need to write a penalty term for my inequality constraints to the objective function and solve the problem.
Constraints are x>=y and u>=v
How to write a penalty term for my constraints and include that it my objective function and solve the optimization using any Scipy optimization method?
Please help me.
Regards,
Jagan
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