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I am trying to solve the optimization problem with 4 variables. I have to give constraint in the scipy.optimize, the constraint is x[1] < x[2] < x[3] < x[4]. Is there any methodology to solve this problem in scipy.optimise

Manju l
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  • `<` and `>` are not possible in optimization, only `≤` and `≥` (related to the mathematical concept of compactness). Sometimes, we can fudge: `x[1] < x[2] <=> x[1] ≤ x[2] - 0.0001`. – Erwin Kalvelagen May 30 '22 at 18:57

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You can do a variable transformation, for example,

y[1]=x[1]

y[2] = x[2]-x[1]

y[3] = x[3]-x[2]

y[4] = x[4]-x[3]

Then you can use constraints like y[2] > 0, y[3] > 0, etc.

The Photon
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