optimagic is a Python package for numerical optimization. It is a unified interface to optimizers from SciPy, NlOpt and other packages. optimagic's minimize function works just like SciPy's, so you don't have to adjust your code. You simply get more optimizers for free. On top you get diagnostic tools, parallel numerical derivatives and more.
Current situation
It isn't possible to implement the following three constraints (bounds):
One can introduce a third parameter and make use of a
ProbabilityConstraint
, but this seems a bit hacky.Desired Situation
Some packages/optimizers allow for this set of constraints, e.g.
SLSQP
byscipy
orDifferentialEvolutionSolver
bymystic
Proposed implementation