fmin_cobyla changes?



On 10/14/10, Raymond Toy <toy.raymond at gmail.com> wrote:

> fmin_cobyla(f, vars, initx[, ineq, eq, rhobeg, rhoend, iprint, maxfun])
>
> That is, the constraints parameter is now longer required and becomes
> the ineq keyword parameter, and add the eq keyword parameter.

It would be clearer to have a single list of constraints,
and to have the constraint stated as such (either an inequality
or equality).

At present if you look at a call to fmin_cobyla you have to mentally
reconstruct the inequalities and equalities from an undistinguished
list of expressions. Why not just have the user enter the equality
or inequality expressions and, in the Maxima front end to the
translated Fortran code, inspect the expressions to set up the
call to the Fortran-derived stuff.

e.g. constraints = [x^2 + y^2 > 1, x + y = 1]

Also, I'm a little confused about the documentation.
It says "Equality constraints g(X)=0 can often be implemented
by a pair of inequality constraints g(X)>=0 and -g(X)>= 0."
So it works sometimes but not always? (What is an example for
which it doesn't work?) Anyway, can we leave that out since
the Maxima front end is going to rewrite the inequalities, so the
user need not?

Thanks for working on this stuff. Looks good.

Robert Dodier