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mechmotum / cyipopt

Cython interface for the interior point optimzer IPOPT
Eclipse Public License 2.0
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ENH: support `keep_feasible=True` like `scipy.optimize.minimize` with `method='trust-constr'`? #231

Closed mdhaber closed 11 months ago

mdhaber commented 11 months ago

cyipopt.minimize_ipopt now supports the definition of constraints with Bounds, LinearConstraint, and NonlinearConstraint objects like scipy.optimize.minimize. Unlike scipy.optimize.minimize with method='trust-constr', however, the keep_feasible option:

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of these constraints is ignored. Does Ipopt have any way to ensure that (inequality) constraints are never violated (as long as the guess is feasible)? If not, this issue can be closed, IMO. If so, however, this is an enhancement request for minimize_ipopt to respect keep_feasible.

Robbybp commented 11 months ago

I don't believe Ipopt has a way to ensure that inequality constraints are never violated

mdhaber commented 11 months ago

I couldn't find one either, so closing.