Is it possible (or wise) to change the Upperbounds and Lowerbound constraints from within the function dynamically? I only need one variable to move about 10%. I have a problem that has hard limits (upperbounds and lowerbounds) that change dynamically as the system optimizes. I am finding that if my function leaves an applicable space it will crash. Normally I would use inequality constraints to constrain the dynamic space but as I said I cannot have a guess that goes outside the boundary conditions. I also do not want to use a penalty function or something of that nature because the convergence is sometimes wrong or it will lock itself into a hole. I normally only use COBYLA.
Thanks, Colin McGonagill
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