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.
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()
.