optimagic-dev / optimagic

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.
https://optimagic.readthedocs.io/
MIT License
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Make constraints compatible with multistart #542

Open ChristianZimpelmann opened 1 month ago

ChristianZimpelmann commented 1 month ago

What would you like to enhance and why? Is it related to an issue/problem?

Multistart is compatible with bounds, but not with linear constraints.

NotImplementedError: multistart optimizations are not yet compatible with transforming constraints.

Describe the solution you'd like

Allow for multistart even under constraints. Potentially, as first step only for user-provided samples.