Expert Answer:
s:
An open-source alternative to MATLAB's fmincon
function is scipy.optimize.minimize
in the scipy
library of Python. It provides a range of optimization algorithms, including the sequential least squares programming (SLSQP) algorithm, which can handle non-linear constraints and objectives.
Here's an example usage of minimize
for minimizing a multi-variable objective function subject to constraints:
import numpy as np
from scipy.optimize import minimize
def objective(x):
return x[0]*x[3]*(x[0]+x[1]+x[2])+x[2]
def constraint1(x):
return x[0]*x[1]*x[2]*x[3]-25.0
def constraint2(x):
sum_sq = 40
for i in range(4):
sum_sq = sum_sq - x[i]**2
return sum_sq
x0 = [1,5,5,1]
b = (1.0,5.0)
bnds = (b, b, b, b)
con1 = {'type':'ineq','fun':constraint1}
con2 = {'type':'eq','fun':constraint2}
cons = [con1,con2]
sol = minimize(objective,x0,method='SLSQP',bounds=bnds,constraints=cons)
print(sol.x)
Note that minimize
may not be as efficient as fmincon
for large-scale optimization problems, but it provides a good starting point for small to medium-sized problems. Additionally, scipy
offers a wide range of other optimization and numerical methods that may be useful in various scenarios.