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pythonscipypyomo

Call scipy.optimize inside pyomo


Can I integrate scipy.optimize.minimize solver with method=SLSQP inside pyomo? Modeling in pyomo is much faster than in scipy but pyomo documentation does not seem to say explicitly if this is feasible.


Solution

  • At the moment (Dec 2017), there is no built-in support for passing a Pyomo model to scipy.optimize. That said, it would not be a very difficult task to write a reasonably general purpose object that could generate the necessary (value, Jacobian, Hessian) evaluation functions to pass to scipy.optimize.minimize().