[SciPy-User] fmin_slsqp constraint violation with 0 exit code

[Mike Timonin]

Hi!

I am getting rather weird results from fmin_slsqp and would be grateful for
any help in debugging it.

Basically, I run the following piece of code

            sol = fmin_slsqp(objfunc,x0, fprime=fprime, f_eqcons=f_eqcons,
f_ieqcons=f_ineqcons_w, fprime_eqcons = fprime_eqcons,fprime_ieqcons =
fprime_ineqcons_w, iprint=0,full_output=1,acc=1e-7,iter=600)
            print sol
            if sol[3] == 0:
                print f_eqcons(sol[0]),f_ineqcons_w(sol[0])


and ocassionally get results such as

(array([   1.        ,   27.22012122,   31.52718928,   41.00537142,
40.6788792 , -142.11913408,    4.68757296]), -1.0000000020906914, 206, 0,
'Optimization terminated successfully.')
[-0.] [  -0.          -25.22012122  -29.52718928  -39.00537142
-38.6788792   144.11913408   -2.68757296   27.22012122   31.52718928
41.00537142   40.6788792  -142.11913408    4.68757296]


According to the documentation, f_ineqcons_w(sol[0]) output should be all
non-negative. However, as can be seen, it contains negative values.

How can this be investigated further? Am I hitting some known bug here?

Thanks!

Mikhail Timonin
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