1 files changed, 24 insertions, 0 deletions

diff --git a/math/py-nlopt/files/example.py b/math/py-nlopt/files/example.py
new file mode 100644
index 000000000000..bcde61ba78f8
--- /dev/null
+++ b/math/py-nlopt/files/example.py
@@ -0,0 +1,24 @@
+import nlopt
+from numpy import *
+def myfunc(x, grad):
+    if grad.size > 0:
+        grad[0] = 0.0
+        grad[1] = 0.5 / sqrt(x[1])
+    return sqrt(x[1])
+def myconstraint(x, grad, a, b):
+    if grad.size > 0:
+        grad[0] = 3 * a * (a*x[0] + b)**2
+        grad[1] = -1.0
+    return (a*x[0] + b)**3 - x[1]
+opt = nlopt.opt(nlopt.LD_MMA, 2)
+opt.set_lower_bounds([-float('inf'), 0])
+opt.set_min_objective(myfunc)
+opt.add_inequality_constraint(lambda x,grad: myconstraint(x,grad,2,0), 1e-8)
+opt.add_inequality_constraint(lambda x,grad: myconstraint(x,grad,-1,1), 1e-8)
+opt.set_xtol_rel(1e-4)
+x = opt.optimize([1.234, 5.678])
+minf = opt.last_optimum_value()
+print("optimum at ", x[0], x[1])
+print("minimum value = ", minf)
+print("result code = ", opt.last_optimize_result())
+