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JuliaNLSolvers / Optim.jl

Optimization functions for Julia
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IPNewton() and Constrained Nonlinear Optimization #813

Open alh99 opened 4 years ago

alh99 commented 4 years ago

Hi,

I was wondering if IPNewton() could be used in conjunction with equality constraints. The tutorial was quite nice, but noted that this had not yet been implemented.

Something else I noticed in using IPNewton() for a multivariable optimization problem (with second order Hessian information) was that the returned solution didn't satisfy the inequality constraints that I imposed on the problem (although the initial point did). It seems like the algorithm shouldn't return "success" when the solution doesn't satisfy the original inequality constraints.

pkofod commented 4 years ago

Thanks for the comments. Certainly, that part of the code can still use a lot of improvements. The last part is news to me, and I would love if you could provide a small example if at all possible.

timholy commented 4 years ago

if IPNewton() could be used in conjunction with equality constraints

Does it work if you set the lower and upper bounds to the same value?