I have a similar issue as described in scipy/scipy#2891 for the python port of cobyla2: the minimization can terminate without actually satisfying the constraints.

I've uploaded an example to pastebin: http://pastebin.com/B7Z0Y95h

In my case, reducing rhobeg (solution in scipy/scipy#2891 ) won't help. With rhobeg=1 the constraints are violated by 0.091. With rhobeg=0.001 the constraints are violated by 0.254. With rhobeg=0.00001 the constraints are violated by 0.267 ... (with simultaneous increase from 710 to 27153 iterations).

In my opinion this is a bug.

Thanks
Stefan