Laszlo Zsolt Nagy wrote: > Hello, > > I would like to use a numerical solver for a specific problem. My > problem looks like this: > > 1. I have numeric constants, named A,B,C etc. > 2. I have numeric variables, named x,y,z etc. > 3. I have functions, like f1(x), f2(x), f3(x,y), f4(y) etc. > 4. I have constraints like f1(x) < A f3(x,y) < B etc. > > Fortunately, all of the variables can be limited to a closed finite > interval. (E.g. 0 <= x <= 100) > There is a specific function, called P(x,y,z) that needs to be optimized > (need to find its maximum/minimum).
In [7]: scipy.optimize.fmin_cobyla? Type: function Base Class: <type 'function'> String Form: <function fmin_cobyla at 0x4fff3b0> Namespace: Interactive File: /Library/Frameworks/Python.framework/Versions/2.4/lib/python2.4/site-packages/scipy- 0.4.7.1607-py2.4-macosx-10.4-ppc.egg/scipy/optimize/cobyla.py Definition: scipy.optimize.fmin_cobyla(func, x0, cons, args=(), consargs=None, rhobeg=1.0, rhoen d=0.0001, iprint=1, maxfun=1000) Docstring: Minimize a function using the Contrained Optimization BY Linear Approximation (COBYLA) method Arguments: func -- function to minimize. Called as func(x, *args) x0 -- initial guess to minimum cons -- a sequence of functions that all must be >=0 (a single function if only 1 constraint) args -- extra arguments to pass to function consargs -- extra arguments to pass to constraints (default of None means use same extra arguments as those passed to func). Use () for no extra arguments. rhobeg -- reasonable initial changes to the variables rhoend -- final accuracy in the optimization (not precisely guaranteed) iprint -- controls the frequency of output: 0 (no output),1,2,3 maxfun -- maximum number of function evaluations. Returns: x -- the minimum -- Robert Kern [EMAIL PROTECTED] "In the fields of hell where the grass grows high Are the graves of dreams allowed to die." -- Richard Harter -- http://mail.python.org/mailman/listinfo/python-list