I'm trying to perform a constrained least-squares estimation using Scipy such that all of the coefficients are in the range (0,1) and sum to 1 (this functionality is implemented in Matlab's LSQLIN function).

Does anybody have tips for setting up this calculation using Python/Scipy. I believe I should be using scipy.optimize.fmin_slsqp(), but am not entirely sure what parameters I should be passing to it.[1]

Many thanks for the help, Nick

[1] The one example in the documentation for fmin_slsqp is a bit difficult for me to parse without the referenced text -- and I'm new to using Scipy.