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MAINT: clip SLSQP step within bounds #13009
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It would be preferable if SLSQP Fortran code didn't exceed the bounds at all. |
@lukasheinrich, @kratsg can you try out this proposed fix for #11403 and see how it goes on your issues? |
One possibility is that we issue no warning and just clip by default. |
Last commit also applies bounds to the numerical differentiation of the jacobian, as mentioned in @davidpasquale comments in #12949. |
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Just some minor DRY / explicit suggestions here, again +1 to merge without them if necessary
@larsoner I made the suggested changes and rebased. Everything you reviewed is now in the first commit, the changes I made are in the second. |
Travis is just unhappy about some linting errors that I guess we can safely ignore. Thanks @andyfaff ! |
Any new on this issue?
all issues I read in the matter are from older versions of scipy, I am using scipy=1.7.3 and numpy=1.21.2. How can I maintain the minimization steps within the bounds? And any idea in why is this happening? |
Addresses a subset of the issues in #11403, see here for why this PR is necessary.