scipy minimize with constraints

Question

I know that this question should be handled in the manual of scipy.optimize, but I don\'t understand it well enough. Maybe you can help

I have a function (this is ju

Answer 1

This constraint

t[0] + t[1] = 1

would be an equality (type='eq') constraint, where you make a function that must equal zero:

def con(t):
    return t[0] + t[1] - 1

Then you make a dict of your constraint (list of dicts if more than one):

cons = {'type':'eq', 'fun': con}

I've never tried it, but I believe that to keep t real, you could use:

con_real(t):
    return np.sum(np.iscomplex(t))

And make your cons include both constraints:

cons = [{'type':'eq', 'fun': con},
        {'type':'eq', 'fun': con_real}]

Then you feed cons into minimize as:

scipy.optimize.minimize(func, x0, constraints=cons)