Iterations Can Violate Constraints
Intermediate Iterations can Violate Constraints
Be careful when writing your objective and constraint functions. Intermediate iterations can lead to points that are infeasible (do not satisfy constraints). If you write objective or constraint functions that assume feasibility, these functions can error or give unexpected results.
For example, if you take a square root or logarithm of x,
and x < 0, the result is not real. You can
try to avoid this error by setting
0 as a lower
bound on x. Nevertheless, an intermediate iteration
can violate this bound.
Algorithms That Satisfy Bound Constraints
Some solver algorithms satisfy bound constraints at every iteration:
If you set a lower bound equal to an upper bound, iterations can violate these constraints.
Solvers and Algorithms That Can Violate Bound Constraints
The following solvers and algorithms can violate bound constraints at intermediate iterations: