[SciPy-user] constrained optimization

[Emanuele Olivetti]

John Hunter wrote:
> I need to do a N dimensional constrained optimization over a weight w
> vector with the constraints:
>
>   * w[i] >=0
>
>   * w.sum() == 1.0
>
> ....
>
> Is there a better approach?
>
>   

I guess OpenOpt should handle easily this kind of constraint.

Emanuele