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See full documentation on http://solnp.readthedocs.io.

pysolnp - Nonlinear optimization with the augmented Lagrange method

Description

SOLNP solves the general nonlinear optimization problem on the form:

    minimize f(x)
      subject to
       g(x) = e_x
   l_h <= h(x) <= u_h
   l_x <   x   < u_X

where f(x), g(x) and h(x) are smooth functions.

Compatibility

Precompiled Wheels are available for CPython:

  • Windows: Python 3.6+
  • Linux: Python 3.6+
  • Mac OS: Python 3.6+

For other systems, or to have BLAS and LAPACK support, please build the wheels manually. Note: For best results, building it from source is recommended, as BLAS and LAPACK will make a difference.

Installation

Simply install the package through PyPi with: pip install pysolnp

When compiling from source code you will need CMake.
See the README for the C++ code for details.

Usage

Below is the Box example, for the complete example see /python_examples/example_box.py.

import pysolnp

def f_objective_function(x):
    return -1 * x[0] * x[1] * x[2]

def g_equality_constraint_function(x):
    return [4 * x[0] * x[1] + 2 * x[1] * x[2] + 2 * x[2] * x[0]]

x_starting_point = [1.1, 1.1, 9.0]
x_l = [1.0, 1.0, 1.0]
x_u = [10.0, 10.0, 10.0]
e_x = [100]

result = pysolnp.solve(
    obj_func=f_objective_function,
    par_start_value=x_starting_point,
    par_lower_limit=x_l,
    par_upper_limit=x_u,
    eq_func=g_equality_constraint_function,
    eq_values=e_x)

result.solve_value
result.optimum
result.callbacks
result.converged

Output:

>>> result.solve_value
-48.11252206814995
>>> result.optimum
[2.8867750707815447, 2.8867750713194273, 5.773407748939196]
>>> result.callbacks
118
>>> result.converged
True

Parameters

The basic signature is:

solve(obj_func: function, par_start_value: List, par_lower_limit: object = None, par_upper_limit: object = None, eq_func: object = None, eq_values: object = None, ineq_func: object = None, ineq_lower_bounds: object = None, ineq_upper_bounds: object = None, rho: float = 1.0, max_major_iter: int = 10, max_minor_iter: int = 10, delta: float = 1e-05, tolerance: float = 0.0001, debug: bool = False) -> pysolnp.Result

Inputs:

Parameter Type Default value* Description
obj_func Callable[List, float] - The objective function f(x) to minimize.
par_start_value List - The starting parameter x_0.
par_lower_limit List None The parameter lower limit x_l.
par_upper_limit List None The parameter upper limit x_u.
eq_func Callable[List, float] None The equality constraint function h(x).
eq_values List None The equality constraint values e_x.
ineq_func Callable[List, float] None The inequality constraint function g(x).
ineq_lower_bounds List None The inequality constraint lower limit g_l.
ineq_upper_bounds List None The inequality constraint upper limit g_l.
rho float 1.0 Penalty weighting scalar for infeasability in the augmented objective function.**
max_major_iter int 400 Maximum number of outer iterations.
max_minor_iter int 800 Maximum number of inner iterations.
delta float 1e-07 Step-size for forward differentiation.
tolerance float 1e-08 Relative tolerance on optimality.
debug bool False If set to true some debug output will be printed.

*Defaults for configuration parameters are based on the defaults for Rsolnp.
**Higher values means the solution will bring the solution into the feasible region with higher weight. Very high values might lead to numerical ill conditioning or slow down convergence.

Output: The function returns the pysolnp.Result with the below properties.

Property Type Description
solve_value float The value of the objective function at optimum f(x*).
optimum List[float] A list of parameters for the optimum x*.
callbacks int Number of callbacks done to find this optimum.
converged boolean Indicates if the algorithm converged or not.
hessian_matrix List[List[float]] The final Hessian Matrix used by pysolnp.

Use-cases and Applications

Authors

License

This project is licensed under the Boost License - see the license file for details.

Acknowledgments

  • Yinyu Ye - Publisher and mastermind behind the original SOLNP algorithm, Original Sources
  • Alexios Ghalanos and Stefan Theussl - The people behind RSOLNP, Github repository
  • Davis King - The mastermind behind Dlib, check out his blog! Blog

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for Krister from gravatar.com Krister

Credits

Author: Krister Sune Jakobsson

License

Boost Software License

Requires

Python >=3.8

Provides Extra

dev

Classifiers

Metadata

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Latest release

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for Krister from gravatar.com Krister

Credits

Author: Krister Sune Jakobsson

License

Boost Software License

Requires

Python >=3.8

Provides Extra

dev

Classifiers

Release files for pysolnp 2025.10.17

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Source distribution for pysolnp 2025.10.17
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Built distributions (wheels)

Table of built distributions (wheels) for pysolnp 2025.10.17
File
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pysolnp-2025.10.17-cp314-cp314t-win32.whl 208.5 kB Without provenance CPython 3.14 CPython 3.14 free-threading Windows x86-32 Details
pysolnp-2025.10.17-cp314-cp314t-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.14 CPython 3.14 free-threading Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp314-cp314t-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.14 CPython 3.14 free-threading Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp314-cp314t-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 283.2 kB Without provenance CPython 3.14 CPython 3.14 free-threading Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp314-cp314t-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 255.6 kB Without provenance CPython 3.14 CPython 3.14 free-threading Linux glibc 2.17+ ARM64 Details
pysolnp-2025.10.17-cp314-cp314t-macosx_11_0_arm64.whl 198.6 kB Without provenance CPython 3.14 CPython 3.14 free-threading macOS 11.0+ ARM64 Details
pysolnp-2025.10.17-cp314-cp314t-macosx_10_13_x86_64.whl 239.2 kB Without provenance CPython 3.14 CPython 3.14 free-threading macOS 10.13+ x86-64 Details
pysolnp-2025.10.17-cp314-cp314-win_amd64.whl 222.1 kB Without provenance CPython 3.14 CPython 3.14 Windows x86-64 Details
pysolnp-2025.10.17-cp314-cp314-win32.whl 194.9 kB Without provenance CPython 3.14 CPython 3.14 Windows x86-32 Details
pysolnp-2025.10.17-cp314-cp314-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.14 CPython 3.14 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp314-cp314-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.14 CPython 3.14 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp314-cp314-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 277.3 kB Without provenance CPython 3.14 CPython 3.14 Linux glibc 2.17+ x86-64 Details
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pysolnp-2025.10.17-cp314-cp314-macosx_11_0_arm64.whl 188.0 kB Without provenance CPython 3.14 CPython 3.14 macOS 11.0+ ARM64 Details
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pysolnp-2025.10.17-cp313-cp313-win_amd64.whl 211.1 kB Without provenance CPython 3.13 CPython 3.13 Windows x86-64 Details
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pysolnp-2025.10.17-cp313-cp313-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.13 CPython 3.13 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp313-cp313-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.13 CPython 3.13 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp313-cp313-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 271.5 kB Without provenance CPython 3.13 CPython 3.13 Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp313-cp313-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 242.7 kB Without provenance CPython 3.13 CPython 3.13 Linux glibc 2.17+ ARM64 Details
pysolnp-2025.10.17-cp313-cp313-macosx_11_0_arm64.whl 181.5 kB Without provenance CPython 3.13 CPython 3.13 macOS 11.0+ ARM64 Details
pysolnp-2025.10.17-cp313-cp313-macosx_10_13_x86_64.whl 222.5 kB Without provenance CPython 3.13 CPython 3.13 macOS 10.13+ x86-64 Details
pysolnp-2025.10.17-cp312-cp312-win_amd64.whl 205.2 kB Without provenance CPython 3.12 CPython 3.12 Windows x86-64 Details
pysolnp-2025.10.17-cp312-cp312-win32.whl 179.5 kB Without provenance CPython 3.12 CPython 3.12 Windows x86-32 Details
pysolnp-2025.10.17-cp312-cp312-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.12 CPython 3.12 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp312-cp312-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.12 CPython 3.12 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp312-cp312-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 265.6 kB Without provenance CPython 3.12 CPython 3.12 Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp312-cp312-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 236.8 kB Without provenance CPython 3.12 CPython 3.12 Linux glibc 2.17+ ARM64 Details
pysolnp-2025.10.17-cp312-cp312-macosx_11_0_arm64.whl 175.7 kB Without provenance CPython 3.12 CPython 3.12 macOS 11.0+ ARM64 Details
pysolnp-2025.10.17-cp312-cp312-macosx_10_13_x86_64.whl 216.7 kB Without provenance CPython 3.12 CPython 3.12 macOS 10.13+ x86-64 Details
pysolnp-2025.10.17-cp311-cp311-win_amd64.whl 198.3 kB Without provenance CPython 3.11 CPython 3.11 Windows x86-64 Details
pysolnp-2025.10.17-cp311-cp311-win32.whl 172.7 kB Without provenance CPython 3.11 CPython 3.11 Windows x86-32 Details
pysolnp-2025.10.17-cp311-cp311-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.11 CPython 3.11 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp311-cp311-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.11 CPython 3.11 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp311-cp311-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 259.7 kB Without provenance CPython 3.11 CPython 3.11 Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp311-cp311-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 232.0 kB Without provenance CPython 3.11 CPython 3.11 Linux glibc 2.17+ ARM64 Details
pysolnp-2025.10.17-cp311-cp311-macosx_11_0_arm64.whl 170.6 kB Without provenance CPython 3.11 CPython 3.11 macOS 11.0+ ARM64 Details
pysolnp-2025.10.17-cp311-cp311-macosx_10_9_x86_64.whl 210.6 kB Without provenance CPython 3.11 CPython 3.11 macOS 10.9+ x86-64 Details
pysolnp-2025.10.17-cp310-cp310-win_amd64.whl 191.5 kB Without provenance CPython 3.10 CPython 3.10 Windows x86-64 Details
pysolnp-2025.10.17-cp310-cp310-win32.whl 168.1 kB Without provenance CPython 3.10 CPython 3.10 Windows x86-32 Details
pysolnp-2025.10.17-cp310-cp310-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.10 CPython 3.10 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp310-cp310-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.10 CPython 3.10 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp310-cp310-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 254.1 kB Without provenance CPython 3.10 CPython 3.10 Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp310-cp310-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 226.8 kB Without provenance CPython 3.10 CPython 3.10 Linux glibc 2.17+ ARM64 Details
pysolnp-2025.10.17-cp310-cp310-macosx_11_0_arm64.whl 165.2 kB Without provenance CPython 3.10 CPython 3.10 macOS 11.0+ ARM64 Details
pysolnp-2025.10.17-cp310-cp310-macosx_10_9_x86_64.whl 205.2 kB Without provenance CPython 3.10 CPython 3.10 macOS 10.9+ x86-64 Details
pysolnp-2025.10.17-cp39-cp39-win_amd64.whl 187.5 kB Without provenance CPython 3.9 CPython 3.9 Windows x86-64 Details
pysolnp-2025.10.17-cp39-cp39-win32.whl 164.1 kB Without provenance CPython 3.9 CPython 3.9 Windows x86-32 Details
pysolnp-2025.10.17-cp39-cp39-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.9 CPython 3.9 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp39-cp39-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.9 CPython 3.9 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp39-cp39-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 250.5 kB Without provenance CPython 3.9 CPython 3.9 Linux glibc 2.17+ x86-64 Details
pysolnp-2025.10.17-cp39-cp39-manylinux2014_aarch64.manylinux_2_17_aarch64.whl 222.9 kB Without provenance CPython 3.9 CPython 3.9 Linux glibc 2.17+ ARM64 Details
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pysolnp-2025.10.17-cp39-cp39-macosx_10_9_x86_64.whl 201.3 kB Without provenance CPython 3.9 CPython 3.9 macOS 10.9+ x86-64 Details
pysolnp-2025.10.17-cp38-cp38-win_amd64.whl 183.2 kB Without provenance CPython 3.8 CPython 3.8 Windows x86-64 Details
pysolnp-2025.10.17-cp38-cp38-win32.whl 160.1 kB Without provenance CPython 3.8 CPython 3.8 Windows x86-32 Details
pysolnp-2025.10.17-cp38-cp38-musllinux_1_2_x86_64.whl 1.3 MB Without provenance CPython 3.8 CPython 3.8 Linux musl 1.2+ x86-64 Details
pysolnp-2025.10.17-cp38-cp38-musllinux_1_2_aarch64.whl 1.2 MB Without provenance CPython 3.8 CPython 3.8 Linux musl 1.2+ ARM64 Details
pysolnp-2025.10.17-cp38-cp38-manylinux2014_x86_64.manylinux_2_17_x86_64.whl 245.6 kB Without provenance CPython 3.8 CPython 3.8 Linux glibc 2.17+ x86-64 Details
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pysolnp-2025.10.17-cp38-cp38-macosx_11_0_arm64.whl 197.0 kB Without provenance CPython 3.8 CPython 3.8 macOS 11.0+ ARM64 Details
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Release history Release notifications | RSS feed

This release

2025.10.17 This release

65 release files No provenance

2022.3.13

36 release files No provenance

2021.4.30

33 release files No provenance

Yanked

2021.4.26

33 release files No provenance

Yanked reason: Returns incorrect optimum

Yanked

2021.4.25

33 release files No provenance

Yanked reason: Returns incorrect optimum

Yanked

2021.3.8

32 release files No provenance

Yanked reason: Returns incorrect optimum

Yanked

2021.3.7

3 release files No provenance

Yanked reason: Release created by mistake, use 2021.3.8

Yanked

2021.1.27

11 release files No provenance

Yanked reason: Release 2021.1.27 will not install correctly on many platforms

2020.4.11

28 release files No provenance

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