Scipy.optimize: how to restrict argument values

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The minimize function has a bounds parameter which can be used to restrict the bounds for each variable when using the L-BFGS-B, TNC, COBYLA or SLSQP methods.

For example,

import scipy.optimize as optimize

fun = lambda x: (x[0] - 1)**2 + (x[1] - 2.5)**2
res = optimize.minimize(fun, (2, 0), method='TNC', tol=1e-10)
print(res.x)
# [ 1.          2.49999999]

bnds = ((0.25, 0.75), (0, 2.0))
res = optimize.minimize(fun, (2, 0), method='TNC', bounds=bnds, tol=1e-10)
print(res.x)
# [ 0.75  2.  ]

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