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bundles / scipy latest / scipy / optimize / _constraints / LinearConstraint

class

scipy.optimize._constraints:LinearConstraint

source: /scipy/optimize/_constraints.py :128

Signature

class   LinearConstraint ( A lb = -inf ub = inf keep_feasible = False )

Members

Summary

Linear constraint on the variables.

Extended Summary

The constraint has the general inequality form

lb <= A.dot(x) <= ub

Here the vector of independent variables x is passed as ndarray of shape (n,) and the matrix A has shape (m, n).

It is possible to use equal bounds to represent an equality constraint or infinite bounds to represent a one-sided constraint.

Parameters

A : {array_like, sparse array}, shape (m, n)

Matrix defining the constraint.

lb, ub : dense array_like, optional

Lower and upper limits on the constraint. Each array must have the shape (m,) or be a scalar, in the latter case a bound will be the same for all components of the constraint. Use np.inf with an appropriate sign to specify a one-sided constraint. Set components of lb and ub equal to represent an equality constraint. Note that you can mix constraints of different types: interval, one-sided or equality, by setting different components of lb and ub as necessary. Defaults to lb = -np.inf and ub = np.inf (no limits).

keep_feasible : dense array_like of bool, optional

Whether to keep the constraint components feasible throughout iterations. A single value sets this property for all components. Default is False. Has no effect for equality constraints.

Aliases

  • scipy.optimize.LinearConstraint