I am trying to do a nonlinear optimization with six parameters using the ADNLModles package. For example:
And I printed out every parameter in the optimization routine, and I found that sometimes the searching area was outside the constraints, and the optimization crashed.
I was wondering if that’s a bug in the package or if there is another optimization package I could use for nonlinear constraints. I would appreciate any advice on making this function work.
Ipopt is responsible here, it doesn’t guarantee non-bounds constraints are satisfied in intermediate steps. See https://stackoverflow.com/a/39125549
This question was asked kn the past, you can check for more information.
One thing to try is the Percival.jl solver. It is also compliant with adnlpmodels.