CODEWITHSUNDEEP
pythonmathematical-optimization
lsheng
lsheng

Reputation: 3739

SLSQP - Inequality constraints incompatible

Im doing an optimization using SLSQP however it always returns "Inequality constraints incompatible".

I think my criterion are fine:

g1 = a_lower - a # a is of length 10
g2 = b_lower - b # b is of length 10

The initial values dont satisfy all conditions tho.

I'm using pyOpt. I'm totally confused by this error message.

Could anyone help?

Upvotes: 0

Views: 12429

Answers (1)

heyiamt
heyiamt

Reputation: 211

The constrained optimization algorithms in the scipy.optimize module are assumed to satisfy ">=0". Assuming that your a_lower and b_lower values are the lower limits of a and b, I think the constraints g1 and g2 should be

g1 = a - a_lower g2 = b - b_lower

My apologies if I'm completely misreading your dilemma.

Upvotes: 8

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