""" Optimization with constraints ================================ An example showing how to do optimization with general constraints using SLSQP and cobyla. """ import numpy as np import pylab as pl from scipy import optimize x, y = np.mgrid[-2.03:4.2:.04, -1.6:3.2:.04] x = x.T y = y.T pl.figure(1, figsize=(3, 2.5)) pl.clf() pl.axes([0, 0, 1, 1]) contours = pl.contour(np.sqrt((x - 3)**2 + (y - 2)**2), extent=[-2.03, 4.2, -1.6, 3.2], cmap=pl.cm.gnuplot) pl.clabel(contours, inline=1, fmt='%1.1f', fontsize=14) pl.plot([-1.5, 0, 1.5, 0, -1.5], [ 0, 1.5, 0, -1.5, 0], 'k', linewidth=2) pl.fill_between([ -1.5, 0, 1.5], [ 0, -1.5, 0], [ 0, 1.5, 0], color='.8') pl.axvline(0, color='k') pl.axhline(0, color='k') pl.text(-.9, 2.8, '$x_2$', size=20) pl.text(3.6, -.6, '$x_1$', size=20) pl.axis('tight') pl.axis('off') # And now plot the optimization path accumulator = list() def f(x): # Store the list of function calls accumulator.append(x) return np.sqrt((x[0] - 3)**2 + (x[1] - 2)**2) def constraint(x): return np.atleast_1d(1.5 - np.sum(np.abs(x))) optimize.fmin_slsqp(f, np.array([0, 0]), ieqcons=[constraint, ]) accumulated = np.array(accumulator) pl.plot(accumulated[:, 0], accumulated[:, 1]) pl.show()