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2011-10-12 11:11:44 +0100 commented answer sage.numerical.optimize.minimize_constrained versus fmincon

It seems that someone is already using this, although I have to read more closely to see how it's done: http://www.sagenb.org/home/pub/1224/

2011-10-12 11:08:40 +0100 commented answer sage.numerical.optimize.minimize_constrained versus fmincon

I don't see the SLSQP algorithm in that file. Is there a place where I could request that there be a Sage wrapper added for this function?

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2011-10-12 11:06:28 +0100 commented answer sage.numerical.optimize.minimize_constrained versus fmincon

It seems that `scipy.optimize.fmin_slsqp` is a good candidate.

2011-10-11 22:43:36 +0100 received badge  Student (source)
2011-10-11 13:08:11 +0100 asked a question sage.numerical.optimize.minimize_constrained versus fmincon

Matlab has this function: http://www.mathworks.com/help/toolbox...

And as far as I can tell, Sage's closest equivalent is this: http://www.sagemath.org/doc/reference...

I use the inequality feature of fmincon. I think that the cons lambdas can achieve the same thing, although: will the performance worsen? Since fmincon can run an interior-point method with knowledge of the boundary, will the convergence be better there than with minimize_constrained? Is there some implementation of an interior-point method that I'm not seeing in Sage?

Thanks.