[SciPy-User] linear objective, non-linear constraint

[Pauli Virtanen]

Wed, 18 Nov 2015 09:24:21 -0500, Gustavo Goretkin kirjoitti:
> I'm trying to use optimize.minimize interface and the SLSQP solver
> (which I believe is the only solver that supports non-linear and
> equality constraints), but I get
> 
>   status: 6
>  success: False
>     njev: 1 nfev: 1
>      fun: -0.0
>        x: array([ 5.,  5.,  1.,  0.,  0.,  6.,  6.,  4.,  4.,  6.,
> 4.,  4.,  6.])
>  message: 'Singular matrix C in LSQ subproblem'

One thing potentially worth trying is to give upper and lower bounds for 
all of the variables.

The SLSQP solver as it currently is simulates unconstrained variables by 
using some large numeric values for the upper/lower bounds --- these 
might cause numerical problems for the constraints.