Evaluation of constraints in the "trust-constr" minimize algorithm.
Aug. 24, 2023
2:35 a.m.
Hello List, I am reading the source of the "trust-constr" minimize algorithm and I am confused about what fun_and_constr() does on line 147 of equality_constrained_sqp.py i.e. https://github.com/scipy/scipy/blob/main/scipy/optimize/_trustregion_constr/.... From what I understand of the theory, I expected the fun_and_constr() to simply evaluate the function and the constraints but it doesn't do that. Rather the function does a lot more -- Hessians and Jacobian computation and returns some sort of difference. What is the reason for this? Regards, - Olumide
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Olumide