Python utilities for working with active subspaces.
WARNING: Development is very active right now, so the interfaces are far from stable. It should settle down by mid-March, when the Active Subspaces book comes out.
Right now I'm using Enthought's Python Distribution and Canopy for development. You'll need numpy and scipy for these tools.
You also need a linear program and quadratic program solver. I'm using Gurobi; you can see the gurobi_wrapper.py that solves the problems I need. To get Gurobi's Python interface working with Enthought/Canopy, take a look at this thread: https://groups.google.com/forum/#!searchin/gurobi/canopy/gurobi/ArCkf4a40uU/R9U1XFuMJEkJ
Questions? Contact Paul Constantine at Colorado School of Mines. Google me for contact info.