Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Pass on linear constraints to optimizers that can handle them #541

Open
ChristianZimpelmann opened this issue Oct 24, 2024 · 0 comments
Open

Comments

@ChristianZimpelmann
Copy link
Member

Current situation

It isn't possible to implement the following three constraints (bounds):

  • $$0 \leq para_1$$
  • $$0 \leq para_2$$
  • $$para_1 + para_2 \leq 1$$

One can introduce a third parameter and make use of a ProbabilityConstraint, but this seems a bit hacky.

Desired Situation

Some packages/optimizers allow for this set of constraints, e.g. SLSQP by scipy or DifferentialEvolutionSolver by mystic

Proposed implementation

  • pass on linear constraints to optimizers that can handle them
  • Alternative: improve on reparameterization within optimagic (not sure whether this is possible)
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Projects
None yet
Development

No branches or pull requests

1 participant