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Thanks for the work.
scipy's L-BFGS-B supports constraints: https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html#optimize-minimize-lbfgsb
scipy'
Do you plan to add such support?
The text was updated successfully, but these errors were encountered:
Short answer: no.
minimize_parallel() is only implemented for the method "L-BFGS-B", which supports bounds, but not constraints, see https://docs.scipy.org/doc/scipy/reference/generated/scipy.optimize.fmin_l_bfgs_b.html#scipy.optimize.fmin_l_bfgs_b. Other optimization algorithms that support constraints may require a different parallelization approach. This is not currently planned as part of the project.
minimize_parallel()
bounds
constraints
Of course, I will evaluate PRs that offer parallel implementations of optimizers other than L-BFGS-B. Contributions are welcome.
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Thanks for the work.
scipy'
s L-BFGS-B supports constraints: https://docs.scipy.org/doc/scipy/reference/optimize.minimize-lbfgsb.html#optimize-minimize-lbfgsbDo you plan to add such support?
The text was updated successfully, but these errors were encountered: