Iterating constraints with scipy.minimize
I am trying to minimize a function with 3 variables x[0], x[1] and x[2]. A, B, C, and D are dataframes with dimensions 72×33. The optimization works as intended when I don’t use constraints, however I also care for the constrainted case. For the constrainted case, I want A.iloc[t,i]+(x[0]*B.iloc[t,i]+x[1]*C.iloc[t,i]+x[2]*D.iloc[t,i])/33 to be equal to or greater… Read More Iterating constraints with scipy.minimize