[SciPy-dev] SLSQP Constrained Optimizer Status

[dmitrey]

Hi Rob,
1. You should replace
( len(eqcons) +
                len(ieqcons), len(x0) )
by ( len(eqcons), len(x0) ) and ( len(ieqcons), len(x0) )
in slsqp docstring:

fprime_eqcons : callable f(x,*args)
                A function of the form f(x, *args) that returns the m by n
                array of equality constraint normals.  If not provided,
                the normals will be approximated. The array returned by
                fprime_cons should be sized as ( len(eqcons) +
                len(ieqcons), len(x0) ). 
fprime_ieqcons : callable f(x,*args)
                A function of the form f(x, *args) that returns the m by n
                array of inequality constraint normals.  If not provided,
                the normals will be approximated. The array returned by
                fprime_cons should be sized as ( len(eqcons) +
                len(ieqcons), len(x0) ). 

2. I have written connection to OO but it still fails to solve any from 
my primitive tests: I constantly get stop case "Singular matrix C in LSQ 
subproblem"
So I have tried to call slsqp w/o OO interface, directly.
See the file below, I think it would be nice would you make the example 
working; then I'll continue slsqp check.
Currently it fails in line 206
meq = len(f_eqcons(x))
where f_eqcons(x) = array(133.40163659577431)
Note also that I have pass 2 eq cons but this somehow has only 1 value 
(I have noticed you replaced f_eqcons by something in line 159, maybe 
it's the matter?)

Regards, D.

from numpy import *
from scipy.optimize.slsqp import fmin_slsqp
N = 10
M = 5
ff = lambda x: (abs(x-M) ** 1.5).sum()
x0 = cos(arange(N))

c = lambda x: [2* x[0] **4-32, x[1]**2+x[2]**2 - 8]

h1 = lambda x: 1e1*(x[-1]-1)**4
h2 = lambda x: (x[-2]-1.5)**4

#TODO: pass bounds to fmin_slsqp when all other will work ok
##bounds = [(-6,6)]*10
##bounds[3] = (5.5, 6)
##bounds[4] = (6, 4.5)

diffInt = 1e-8

x = fmin_slsqp( ff, x0 , f_eqcons=lambda x: asfarray(h1(x), h2(x)), 
f_ieqcons=c,
                bounds = [], fprime = None, fprime_eqcons=None,
                fprime_ieqcons=None, args = (), iter = 100, acc = 1.0E-6,
                iprint = -1, full_output = 0, epsilon = diffInt)