BUG: optimize.minimize: set trust-constr success=False when constraints are not satisfied
#21407
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…aints are not satisfied Reference issue Fixes scipy#18882. What does this implement/fix? Previously trust-constr returned success=True (i.e. status equal to 1 or 2) even when the constraints were not satisfied. Now trust-constr returns success=False and status=4 with message="Constraints are not satisfied." A test is implemented in test_minimized_constrained.py to check success=False when constr_violation>gtol. Additional information This fix is based in part on the PR created by @ellieLitwack at scipy#18890 (comment), but approaches the solution to the bug in a way that does not require a modification to the stop criteria. The feedback from @andyfaff to this previous PR was also considered in the creation of this new fix.
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This looks pretty good to me, apologies for the long wait for a review. @andyfaff perhaps you would be able to follow up on your previous comments from the linked PR?
trust-constr success=False when constraints are not satisfied
trust-constr success=False when constraints are not satisfiedtrust-constr success=False when constraints are not satisfied
| @@ -18,7 +18,8 @@ | |||
| 0: "The maximum number of function evaluations is exceeded.", | |||
| 1: "`gtol` termination condition is satisfied.", | |||
| 2: "`xtol` termination condition is satisfied.", | |||
| 3: "`callback` function requested termination." | |||
| 3: "`callback` function requested termination.", | |||
| 4: "Constraints are not satisfied." | |||
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I think the status message can be improved here, currently it doesn't give enough information as to why the status was set to 4.
How about Constraint violation exceeds 'gtol'
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I think you are right. Your status message is more clear. I'll go ahead and update it.
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Quick question. Should I rebase before attempting another commit? This is my first PR and am not familiar with the process to update an existing commit.
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Feel free to just commit the change on top of your current branch - a reviewer can always 'squash' commits down before merge.
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Thanks, I just added a new commit with the updated status message.
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Thank you for your contribution @CarrascoCesar |
Reference issue
Fixes #18882.
What does this implement/fix?
Previously trust-constr returned success=True (i.e. status equal to 1 or 2) even when the constraints were not satisfied. Now trust-constr returns success=False and status=4 with message="Constraints are not satisfied." A test is implemented in test_minimized_constrained.py to check success=False when constr_violation>gtol.
Additional information
This fix is based in part on the PR created by @ellieLitwack at #18890 (comment), but approaches the solution to the bug in a way that does not require a modification to the stop criteria. The feedback from @andyfaff to this previous PR was also considered in the creation of this new fix.