On Jul 13, 2011, at 11:56 AM, Jelmer Ypma wrote:
How do you even impose these constraints in BOBYQA? BOBYQA only
supports
simple bound constraints.
The R implementation doesn't check whether an algorithm implements
inequality constraints (there is a check for equality constraints).
However, if print_level = 2 is supplied as an option, you can see that
the constraint functions are never evaluated.
Is there a list of algorithms that support inequality constraints?
Then I can add a check to the R implementation.
Jelmer
The algorithms that support inequality constraints are listed at the
top of each section on the NLopt Algorithms page (search for
"constraints" in the page).
However, the right way to do this is to simply check the return value
when you call nlopt_add_inequality_constraint etcetera -- it will
return NLOPT_INVALID_ARGS if the algorithm does not support such
constraints.
Steven
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