scipy/scipy — pull request #136 by dlaxalde (2012-01-17 16:54:40+00:00)
Title: Enh: interface to constrained minimization algorithms for multivariate functions

This adds four methods to `optimize.minimize` for constrained minimization: *L-BFGS-B*, *TNC*, *COBYLA* and *SLSQP*.

Instead of defining a new function `minimize_con` as initially planned, I choosed to supplement `minimize` with these methods. It adds two parameters `bounds` and `constraints`. Each constraint is defined using a dictionary with fields `type`, `fun` and optionally `args` and `jac` (depending on the method).

All tests from optimize pass. In addition, these changes have been successfully tested against statsmodels' discrete and tsa modules version 0.3.1.