Hi, I have a set of constraints like:
z_i * (z_i -1) <= 0 z_i * (1- _z_i) <=0 also i have their derivatives as : 2*z_i -1 and 1-2*z_i I give the tolerance of the constraints to be 10^(-10). what I am trying to do above is mimic z_i as binary variables taking only 0 or 1. I am using the LD_SLSQP algorithm and I start with guess values of z_i to be either 0 or 1. I observe (in the debugger) during the iteration steps: z_i are taking values like 0.0017 or 0.9998 etc. my question is how are these values possible ? numbers like 0.0017 are clearly violating the tolerance bounds of 10^(-10) so why are they under consideration at all during iteration? It would be kind of someone to comment. Best
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