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Inequality constraint tolerance not satisfied but successful status returned

Open filippopalomba opened this issue 3 years ago • 1 comments

I'm trying to solve an optimization problem with an equality and an inequality constraint. The command nloptr() finds an optimum, however when I try to evaluate the constraints of the problem at the proposed optimum, I finf that the inequality constraint is not satisfied, meaning that the residual is higher than the allowed tolerance for inequality constraints. Here's a github link to a repository where you can find an R workspace and an .R file that replicate the issue.

https://github.com/filippopalomba/nloptr-issue

filippopalomba avatar Jan 16 '22 20:01 filippopalomba

Is it possibly related to this issue (https://github.com/stevengj/nlopt/issues/57) where it returns the last evaluated point rather than the optimum point?

samuelkim314 avatar Apr 12 '22 04:04 samuelkim314