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Wrapping cobyla from PRIMA.jl seems to handle constraints incorrectly #854

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JADekker opened this issue Nov 12, 2024 · 2 comments
Open

Wrapping cobyla from PRIMA.jl seems to handle constraints incorrectly #854

JADekker opened this issue Nov 12, 2024 · 2 comments
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@JADekker
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JADekker commented Nov 12, 2024 •
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Describe the bug 🐞

When I'm calling cobyla through Optimization.jl (i.e. using COBYLA()), the constraints seem to be handled incorrectly: for comparison, using IPNewton() gives a totally different, better, solution. Calling cobyla directly in PRIMA.jl (i.e. using cobyla()), the constraints (when properly modified) do provide the expected results.

Expected behavior

Results from calling solve with COBYLA() or IPNewton() should provide the same results.

Minimal Reproducible Example 👇

using Random, Optimization, OptimizationMOI, OptimizationNLopt, OptimizationOptimJL, OptimizationPRIMA, DifferentiationInterface, Ipopt, PRIMA
Random.seed!(42)

function RunTest()
    rosenbrock(x, p) = (p[1] - x[1])^2   p[2] * (x[2] - x[1]^2)^2
    x0 = [0.5, 0.5]
    _p = [1.0, 100.0]
    
    f(x) = [x[1]^2   x[2]^2, x[1] * x[2]]
    cons(res, x, p) = (res .= f(x))
    
    optprob = OptimizationFunction(rosenbrock, SecondOrder(AutoForwardDiff(), AutoForwardDiff()), cons = cons)
    #prob = OptimizationProblem(optprob, x0, _p, lb = [0., 0.], ub = [1., 1.], lcons = [-Inf, -Inf], ucons = [2., 2.0])
    prob = OptimizationProblem(optprob, x0, _p, lb = [0., 0.], ub = [1., 1.], lcons = [-Inf, -Inf], ucons = [0.8, 2.0])

    opt_vec = [COBYLA(), IPNewton(), ]
    opt_names = ["COBYLA", "IPNewton"]

    for (opt, opt_name) in zip(opt_vec, opt_names)
        sol = solve(prob, opt)
        print("====\n$opt_name\n$(sol)")
    end

    x, info = cobyla(x -> rosenbrock(x, _p), x0; nonlinear_ineq = x -> f(x) .- [0.8, 2.])
    print("====\nusing cobyla directly: $x\n$info\n")
end

RunTest()

Error & Stacktrace ⚠️

====
COBYLA
retcode: Success
u: [1.58113883008419e-6, 4.743416490252569e-6]
Final objective value:     0.9999968399748375
====
IPNewton
retcode: Success
u: [0.7247018404470709, 0.5242206047577944]
Final objective value:     0.07588358475785831
====
using cobyla directly: [0.7247016181219436, 0.5242209192620982]
PRIMA.Info(0.07588358340753011, 365, PRIMA.SMALL_TR_RADIUS, 7.500562615447848e-9, Float64[], [7.500562615447848e-9, -1.6200962515573847])

Environment (please complete the following information):

  • Output of using Pkg; Pkg.status()
Status `~/Documents/ConOptStop_Julia_v0.1/Project.toml`
  [6e4b80f9] BenchmarkTools v1.5.0
  [a134a8b2] BlackBoxOptim v0.6.3
  [a0c0ee7d] DifferentiationInterface v0.6.22
  [9d7617aa] DirectSearch v0.1.0
⌃ [31c24e10] Distributions v0.25.112
  [5fcdbb90] DynamicSumTypes v3.7.5
  [7da242da] Enzyme v0.13.14
  [9aa1b823] FastClosures v0.3.2
⌃ [587475ba] Flux v0.14.22
⌃ [e9467ef8] GLMakie v0.10.14
  [b6b21f68] Ipopt v1.6.7
  [c3a54625] JET v0.9.12
  [4076af6c] JuMP v1.23.4
  [76087f3c] NLopt v1.1.1
⌃ [429524aa] Optim v1.9.4
  [7f7a1694] Optimization v4.0.5
  [fd9f6733] OptimizationMOI v0.5.1
  [4e6fcdb7] OptimizationNLopt v0.3.1
  [36348300] OptimizationOptimJL v0.4.1
  [72f8369c] OptimizationPRIMA v0.3.0
  [0a7d04aa] PRIMA v0.2.2
  [295af30f] Revise v3.6.2
  [82193955] SCIP v0.12.0
  [276daf66] SpecialFunctions v2.4.0
  [37e2e46d] LinearAlgebra v1.11.0
  [9abbd945] Profile v1.11.0
  [9a3f8284] Random v1.11.0
  [9e88b42a] Serialization v1.11.0
  • Output of using Pkg; Pkg.status(; mode = PKGMODE_MANIFEST)
Status `~/Documents/ConOptStop_Julia_v0.1/Manifest.toml`
  [47edcb42] ADTypes v1.9.0
  [621f4979] AbstractFFTs v1.5.0
  [1520ce14] AbstractTrees v0.4.5
  [7d9f7c33] Accessors v0.1.38
⌃ [79e6a3ab] Adapt v4.1.0
  [35492f91] AdaptivePredicates v1.2.0
  [66dad0bd] AliasTables v1.1.3
  [27a7e980] Animations v0.4.1
  [dce04be8] ArgCheck v2.3.0
  [ec485272] ArnoldiMethod v0.4.0
⌃ [4fba245c] ArrayInterface v7.16.0
  [4c555306] ArrayLayouts v1.10.4
  [a9b6321e] Atomix v0.1.0
  [67c07d97] Automa v1.1.0
  [13072b0f] AxisAlgorithms v1.1.0
  [39de3d68] AxisArrays v0.4.7
  [198e06fe] BangBang v0.4.3
  [9718e550] Baselet v0.1.1
  [6e4b80f9] BenchmarkTools v1.5.0
  [e2ed5e7c] Bijections v0.1.9
  [62783981] BitTwiddlingConvenienceFunctions v0.1.6
  [a134a8b2] BlackBoxOptim v0.6.3
  [8e7c35d0] BlockArrays v1.1.1
  [70df07ce] BracketingNonlinearSolve v1.1.0
  [fa961155] CEnum v0.5.0
  [2a0fbf3d] CPUSummary v0.2.6
  [a9c8d775] CPUTime v1.0.0
  [00ebfdb7] CSTParser v3.4.3
  [7057c7e9] Cassette v0.3.14
⌃ [082447d4] ChainRules v1.71.0
  [d360d2e6] ChainRulesCore v1.25.0
  [fb6a15b2] CloseOpenIntervals v0.1.13
  [da1fd8a2] CodeTracking v1.3.6
  [523fee87] CodecBzip2 v0.8.4
  [944b1d66] CodecZlib v0.7.6
  [a2cac450] ColorBrewer v0.4.0
⌃ [35d6a980] ColorSchemes v3.27.0
⌅ [3da002f7] ColorTypes v0.11.5
⌅ [c3611d14] ColorVectorSpace v0.10.0
⌅ [5ae59095] Colors v0.12.11
  [861a8166] Combinatorics v1.0.2
  [a80b9123] CommonMark v0.8.15
  [38540f10] CommonSolve v0.2.4
  [bbf7d656] CommonSubexpressions v0.3.1
  [f70d9fcc] CommonWorldInvalidations v1.0.0
  [34da2185] Compat v4.16.0
  [b152e2b5] CompositeTypes v0.1.4
  [a33af91c] CompositionsBase v0.1.2
  [2569d6c7] ConcreteStructs v0.2.3
  [88cd18e8] ConsoleProgressMonitor v0.1.2
  [187b0558] ConstructionBase v1.5.8
  [6add18c4] ContextVariablesX v0.1.3
  [d38c429a] Contour v0.6.3
  [adafc99b] CpuId v0.3.1
  [a8cc5b0e] Crayons v4.1.1
  [9a962f9c] DataAPI v1.16.0
  [864edb3b] DataStructures v0.18.20
  [e2d170a0] DataValueInterfaces v1.0.0
  [244e2a9f] DefineSingletons v0.1.2
  [927a84f5] DelaunayTriangulation v1.6.1
  [8bb1440f] DelimitedFiles v1.9.1
  [2b5f629d] DiffEqBase v6.158.3
  [459566f4] DiffEqCallbacks v4.1.0
  [77a26b50] DiffEqNoiseProcess v5.23.0
  [163ba53b] DiffResults v1.1.0
  [b552c78f] DiffRules v1.15.1
  [a0c0ee7d] DifferentiationInterface v0.6.22
  [9d7617aa] DirectSearch v0.1.0
  [8d63f2c5] DispatchDoctor v0.4.17
⌃ [31c24e10] Distributions v0.25.112
  [ffbed154] DocStringExtensions v0.9.3
  [5b8099bc] DomainSets v0.7.14
  [7c1d4256] DynamicPolynomials v0.6.0
  [06fc5a27] DynamicQuantities v1.3.0
  [5fcdbb90] DynamicSumTypes v3.7.5
  [4e289a0a] EnumX v1.0.4
  [7da242da] Enzyme v0.13.14
  [f151be2c] EnzymeCore v0.8.5
  [429591f6] ExactPredicates v2.2.8
  [e2ba6199] ExprTools v0.1.10
⌅ [6b7a57c9] Expronicon v0.8.5
  [411431e0] Extents v0.1.4
  [7a1cc6ca] FFTW v1.8.0
  [cc61a311] FLoops v0.2.2
  [b9860ae5] FLoopsBase v0.1.1
  [7034ab61] FastBroadcast v0.3.5
  [9aa1b823] FastClosures v0.3.2
  [29a986be] FastLapackInterface v2.0.4
  [5789e2e9] FileIO v1.16.4
  [8fc22ac5] FilePaths v0.8.3
  [48062228] FilePathsBase v0.9.22
  [1a297f60] FillArrays v1.13.0
  [64ca27bc] FindFirstFunctions v1.4.1
  [6a86dc24] FiniteDiff v2.26.0
  [53c48c17] FixedPointNumbers v0.8.5
⌃ [587475ba] Flux v0.14.22
  [1fa38f19] Format v1.3.7
⌃ [f6369f11] ForwardDiff v0.10.36
  [b38be410] FreeType v4.1.1
⌃ [663a7486] FreeTypeAbstraction v0.10.3
  [f62d2435] FunctionProperties v0.1.2
  [069b7b12] FunctionWrappers v1.1.3
  [77dc65aa] FunctionWrappersWrappers v0.1.3
⌅ [d9f16b24] Functors v0.4.12
  [f7f18e0c] GLFW v3.4.3
⌃ [e9467ef8] GLMakie v0.10.14
⌅ [0c68f7d7] GPUArrays v10.3.1
⌅ [46192b85] GPUArraysCore v0.1.6
  [61eb1bfa] GPUCompiler v1.0.1
  [68eda718] GeoFormatTypes v0.4.2
⌃ [cf35fbd7] GeoInterface v1.3.7
  [5c1252a2] GeometryBasics v0.4.11
  [c27321d9] Glob v1.3.1
  [86223c79] Graphs v1.12.0
  [3955a311] GridLayoutBase v0.11.0
  [42e2da0e] Grisu v1.0.2
  [3e5b6fbb] HostCPUFeatures v0.1.17
⌃ [34004b35] HypergeometricFunctions v0.3.24
  [7869d1d1] IRTools v0.4.14
  [615f187c] IfElse v0.1.1
⌃ [2803e5a7] ImageAxes v0.6.11
  [c817782e] ImageBase v0.1.7
⌃ [a09fc81d] ImageCore v0.10.2
⌃ [82e4d734] ImageIO v0.6.8
⌃ [bc367c6b] ImageMetadata v0.9.9
  [9b13fd28] IndirectArrays v1.0.0
  [d25df0c9] Inflate v0.1.5
  [22cec73e] InitialValues v0.3.1
  [18e54dd8] IntegerMathUtils v0.1.2
  [a98d9a8b] Interpolations v0.15.1
⌃ [d1acc4aa] IntervalArithmetic v0.22.18
  [8197267c] IntervalSets v0.7.10
  [3587e190] InverseFunctions v0.1.17
  [b6b21f68] Ipopt v1.6.7
  [92d709cd] IrrationalConstants v0.2.2
  [f1662d9f] Isoband v0.1.1
  [c8e1da08] IterTools v1.10.0
  [82899510] IteratorInterfaceExtensions v1.0.0
  [c3a54625] JET v0.9.12
⌅ [033835bb] JLD2 v0.4.53
  [692b3bcd] JLLWrappers v1.6.1
  [682c06a0] JSON v0.21.4
  [b835a17e] JpegTurbo v0.1.5
  [4076af6c] JuMP v1.23.4
  [98e50ef6] JuliaFormatter v1.0.62
  [aa1ae85d] JuliaInterpreter v0.9.36
  [b14d175d] JuliaVariables v0.2.4
  [ccbc3e58] JumpProcesses v9.14.0
  [ef3ab10e] KLU v0.6.0
⌃ [63c18a36] KernelAbstractions v0.9.28
  [5ab0869b] KernelDensity v0.6.9
  [ba0b0d4f] Krylov v0.9.8
  [5be7bae1] LBFGSB v0.4.1
  [929cbde3] LLVM v9.1.3
  [b964fa9f] LaTeXStrings v1.4.0
  [23fbe1c1] Latexify v0.16.5
  [10f19ff3] LayoutPointers v0.1.17
  [5078a376] LazyArrays v2.2.1
  [fc18253b] LazyJSON v0.2.2
  [8cdb02fc] LazyModules v0.3.1
  [1d6d02ad] LeftChildRightSiblingTrees v0.2.0
  [87fe0de2] LineSearch v0.1.4
  [d3d80556] LineSearches v7.3.0
  [7ed4a6bd] LinearSolve v2.36.2
  [2ab3a3ac] LogExpFunctions v0.3.28
  [e6f89c97] LoggingExtras v1.1.0
  [bdcacae8] LoopVectorization v0.12.171
  [6f1432cf] LoweredCodeUtils v3.0.5
⌃ [7e8f7934] MLDataDevices v1.4.1
  [d8e11817] MLStyle v0.4.17
  [f1d291b0] MLUtils v0.4.4
  [1914dd2f] MacroTools v0.5.13
⌅ [ee78f7c6] Makie v0.21.14
⌅ [20f20a25] MakieCore v0.8.9
  [d125e4d3] ManualMemory v0.1.8
  [dbb5928d] MappedArrays v0.4.2
  [b8f27783] MathOptInterface v1.34.0
⌃ [0a4f8689] MathTeXEngine v0.6.1
  [bb5d69b7] MaybeInplace v0.1.4
⌃ [7269a6da] MeshIO v0.4.12
  [128add7d] MicroCollections v0.2.0
  [e1d29d7a] Missings v1.2.0
  [961ee093] ModelingToolkit v9.50.0
  [66fc600b] ModernGL v1.1.7
  [e94cdb99] MosaicViews v0.3.4
  [46d2c3a1] MuladdMacro v0.2.4
  [102ac46a] MultivariatePolynomials v0.5.7
  [d8a4904e] MutableArithmetics v1.5.2
  [d41bc354] NLSolversBase v7.8.3
  [76087f3c] NLopt v1.1.1
  [872c559c] NNlib v0.9.24
  [77ba4419] NaNMath v1.0.2
  [71a1bf82] NameResolution v0.1.5
  [f09324ee] Netpbm v1.1.1
  [8913a72c] NonlinearSolve v4.1.0
  [be0214bd] NonlinearSolveBase v1.3.1
  [5959db7a] NonlinearSolveFirstOrder v1.0.0
  [9a2c21bd] NonlinearSolveQuasiNewton v1.0.0
  [26075421] NonlinearSolveSpectralMethods v1.0.0
  [4d1e1d77] Nullables v1.0.0
  [d8793406] ObjectFile v0.4.2
  [510215fc] Observables v0.5.5
  [6fe1bfb0] OffsetArrays v1.14.1
  [0b1bfda6] OneHotArrays v0.2.5
⌃ [52e1d378] OpenEXR v0.3.2
⌃ [429524aa] Optim v1.9.4
⌅ [3bd65402] Optimisers v0.3.3
  [7f7a1694] Optimization v4.0.5
  [bca83a33] OptimizationBase v2.4.0
  [fd9f6733] OptimizationMOI v0.5.1
  [4e6fcdb7] OptimizationNLopt v0.3.1
  [36348300] OptimizationOptimJL v0.4.1
  [72f8369c] OptimizationPRIMA v0.3.0
  [bac558e1] OrderedCollections v1.6.3
  [90014a1f] PDMats v0.11.31
  [f57f5aa1] PNGFiles v0.4.3
  [0a7d04aa] PRIMA v0.2.2
  [19eb6ba3] Packing v0.5.0
  [5432bcbf] PaddedViews v0.5.12
  [d96e819e] Parameters v0.12.3
  [69de0a69] Parsers v2.8.1
  [eebad327] PkgVersion v0.3.3
⌃ [995b91a9] PlotUtils v1.4.2
  [e409e4f3] PoissonRandom v0.4.4
  [f517fe37] Polyester v0.7.16
  [1d0040c9] PolyesterWeave v0.2.2
  [647866c9] PolygonOps v0.1.2
  [85a6dd25] PositiveFactorizations v0.2.4
  [d236fae5] PreallocationTools v0.4.24
  [aea7be01] PrecompileTools v1.2.1
  [21216c6a] Preferences v1.4.3
  [8162dcfd] PrettyPrint v0.2.0
  [27ebfcd6] Primes v0.5.6
  [33c8b6b6] ProgressLogging v0.1.4
  [92933f4c] ProgressMeter v1.10.2
⌅ [f8a19df8] PropertyDicts v0.1.2
  [43287f4e] PtrArrays v1.2.1
⌃ [4b34888f] QOI v1.0.0
  [1fd47b50] QuadGK v2.11.1
  [74087812] Random123 v1.7.0
  [e6cf234a] RandomNumbers v1.6.0
  [b3c3ace0] RangeArrays v0.3.2
  [c84ed2f1] Ratios v0.4.5
  [c1ae055f] RealDot v0.1.0
  [3cdcf5f2] RecipesBase v1.3.4
  [731186ca] RecursiveArrayTools v3.27.3
  [f2c3362d] RecursiveFactorization v0.2.23
  [189a3867] Reexport v1.2.2
  [05181044] RelocatableFolders v1.0.1
  [ae029012] Requires v1.3.0
  [ae5879a3] ResettableStacks v1.1.1
  [295af30f] Revise v3.6.2
  [79098fc4] Rmath v0.8.0
  [5eaf0fd0] RoundingEmulator v0.2.1
  [7e49a35a] RuntimeGeneratedFunctions v0.5.13
  [82193955] SCIP v0.12.0
⌃ [fdea26ae] SIMD v3.6.0
  [94e857df] SIMDTypes v0.1.0
  [476501e8] SLEEFPirates v0.6.43
  [0bca4576] SciMLBase v2.60.0
  [19f34311] SciMLJacobianOperators v0.1.1
  [c0aeaf25] SciMLOperators v0.3.12
  [53ae85a6] SciMLStructures v1.5.0
  [6c6a2e73] Scratch v1.2.1
  [efcf1570] Setfield v1.1.1
  [65257c39] ShaderAbstractions v0.4.1
  [605ecd9f] ShowCases v0.1.0
  [992d4aef] Showoff v1.0.3
  [73760f76] SignedDistanceFields v0.4.0
  [727e6d20] SimpleNonlinearSolve v2.0.0
  [699a6c99] SimpleTraits v0.9.4
  [45858cf5] Sixel v0.1.3
  [a2af1166] SortingAlgorithms v1.2.1
  [9f842d2f] SparseConnectivityTracer v0.6.8
  [dc90abb0] SparseInverseSubset v0.1.2
  [0a514795] SparseMatrixColorings v0.4.10
  [e56a9233] Sparspak v0.3.9
  [d4ead438] SpatialIndexing v0.1.6
  [276daf66] SpecialFunctions v2.4.0
  [171d559e] SplittablesBase v0.1.15
  [860ef19b] StableRNGs v1.0.2
  [cae243ae] StackViews v0.1.1
  [aedffcd0] Static v1.1.1
  [0d7ed370] StaticArrayInterface v1.8.0
  [90137ffa] StaticArrays v1.9.8
  [1e83bf80] StaticArraysCore v1.4.3
  [10745b16] Statistics v1.11.1
  [82ae8749] StatsAPI v1.7.0
  [2913bbd2] StatsBase v0.34.3
  [4c63d2b9] StatsFuns v1.3.2
  [7792a7ef] StrideArraysCore v0.5.7
  [09ab397b] StructArrays v0.6.18
  [53d494c1] StructIO v0.3.1
  [2efcf032] SymbolicIndexingInterface v0.3.34
  [19f23fe9] SymbolicLimits v0.2.2
  [d1185830] SymbolicUtils v3.7.2
  [0c5d862f] Symbolics v6.18.3
  [3783bdb8] TableTraits v1.0.1
  [bd369af6] Tables v1.12.0
  [62fd8b95] TensorCore v0.1.1
  [8ea1fca8] TermInterface v2.0.0
  [5d786b92] TerminalLoggers v0.1.7
  [1c621080] TestItems v1.0.0
  [8290d209] ThreadingUtilities v0.5.2
⌅ [731e570b] TiffImages v0.10.2
  [a759f4b9] TimerOutputs v0.5.25
  [0796e94c] Tokenize v0.5.29
  [3bb67fe8] TranscodingStreams v0.11.3
  [28d57a85] Transducers v0.4.84
  [d5829a12] TriangularSolve v0.2.1
  [410a4b4d] Tricks v0.1.9
  [981d1d27] TriplotBase v0.1.0
  [781d530d] TruncatedStacktraces v1.4.0
  [c3b1956e] TypeUtils v1.4.0
  [5c2747f8] URIs v1.5.1
  [3a884ed6] UnPack v1.0.2
  [1cfade01] UnicodeFun v0.4.1
  [1986cc42] Unitful v1.21.0
  [a7c27f48] Unityper v0.1.6
  [cbff2730] Unmarshal v0.4.4
  [013be700] UnsafeAtomics v0.2.1
  [d80eeb9a] UnsafeAtomicsLLVM v0.2.1
  [3d5dd08c] VectorizationBase v0.21.71
  [efce3f68] WoodburyMatrices v1.0.0
⌃ [e88e6eb3] Zygote v0.6.72
  [700de1a5] ZygoteRules v0.2.5
  [ae81ac8f] ASL_jll v0.1.3 0
  [6e34b625] Bzip2_jll v1.0.8 2
  [4e9b3aee] CRlibm_jll v1.0.1 0
  [83423d85] Cairo_jll v1.18.2 1
  [ee1fde0b] Dbus_jll v1.14.10 0
  [5ae413db] EarCut_jll v2.2.4 0
  [7cc45869] Enzyme_jll v0.0.163 0
  [2702e6a9] EpollShim_jll v0.0.20230411 0
  [2e619515] Expat_jll v2.6.2 0
  [b22a6f82] FFMPEG_jll v6.1.2 0
  [f5851436] FFTW_jll v3.3.10 1
  [a3f928ae] Fontconfig_jll v2.13.96 0
  [d7e528f0] FreeType2_jll v2.13.2 0
  [559328eb] FriBidi_jll v1.0.14 0
  [0656b61e] GLFW_jll v3.4.0 1
  [78b55507] Gettext_jll v0.21.0 0
  [7746bdde] Glib_jll v2.80.5 0
  [3b182d85] Graphite2_jll v1.3.14 0
  [2e76f6c2] HarfBuzz_jll v8.3.1 0
  [e33a78d0] Hwloc_jll v2.11.2 1
  [905a6f67] Imath_jll v3.1.11 0
  [1d5cc7b8] IntelOpenMP_jll v2024.2.1 0
⌅ [9cc047cb] Ipopt_jll v300.1400.1400 0
  [aacddb02] JpegTurbo_jll v3.0.4 0
  [c1c5ebd0] LAME_jll v3.100.2 0
  [dad2f222] LLVMExtra_jll v0.0.34 0
  [1d63c593] LLVMOpenMP_jll v18.1.7 0
  [dd4b983a] LZO_jll v2.10.2 1
  [81d17ec3] L_BFGS_B_jll v3.0.1 0
⌅ [e9f186c6] Libffi_jll v3.2.2 1
⌃ [d4300ac3] Libgcrypt_jll v1.8.11 0
  [7e76a0d4] Libglvnd_jll v1.6.0 0
  [7add5ba3] Libgpg_error_jll v1.50.0 0
⌃ [94ce4f54] Libiconv_jll v1.17.0 0
  [4b2f31a3] Libmount_jll v2.40.1 0
  [38a345b3] Libuuid_jll v2.40.1 0
  [d00139f3] METIS_jll v5.1.2 0
  [856f044c] MKL_jll v2024.2.0 0
⌅ [d7ed1dd3] MUMPS_seq_jll v500.600.201 0
  [079eb43e] NLopt_jll v2.8.0 0
  [68e3532b] Ncurses_jll v6.5.0 1
  [e7412a2a] Ogg_jll v1.3.5 1
  [656ef2d0] OpenBLAS32_jll v0.3.28 3
  [18a262bb] OpenEXR_jll v3.2.4 0
  [458c3c95] OpenSSL_jll v3.0.15 1
  [efe28fd5] OpenSpecFun_jll v0.5.5 0
  [91d4177d] Opus_jll v1.3.3 0
  [eead6e0c] PRIMA_jll v0.7.1 0
  [36c8627f] Pango_jll v1.54.1 0
  [30392449] Pixman_jll v0.43.4 0
  [05236dd9] Readline_jll v8.2.1 1
  [f50d1b31] Rmath_jll v0.5.1 0
  [fc9abe76] SCIP_PaPILO_jll v900.0.0 0
  [e5ac4fe4] SCIP_jll v900.0.0 1
⌅ [319450e9] SPRAL_jll v2024.1.18 0
  [a2964d1f] Wayland_jll v1.21.0 1
  [2381bf8a] Wayland_protocols_jll v1.31.0 0
⌃ [02c8fc9c] XML2_jll v2.13.3 0
  [aed1982a] XSLT_jll v1.1.41 0
  [4f6342f7] Xorg_libX11_jll v1.8.6 0
  [0c0b7dd1] Xorg_libXau_jll v1.0.11 0
  [935fb764] Xorg_libXcursor_jll v1.2.0 4
  [a3789734] Xorg_libXdmcp_jll v1.1.4 0
  [1082639a] Xorg_libXext_jll v1.3.6 0
  [d091e8ba] Xorg_libXfixes_jll v5.0.3 4
  [a51aa0fd] Xorg_libXi_jll v1.7.10 4
  [d1454406] Xorg_libXinerama_jll v1.1.4 4
  [ec84b674] Xorg_libXrandr_jll v1.5.2 4
  [ea2f1a96] Xorg_libXrender_jll v0.9.11 0
  [14d82f49] Xorg_libpthread_stubs_jll v0.1.1 0
  [c7cfdc94] Xorg_libxcb_jll v1.17.0 0
  [cc61e674] Xorg_libxkbfile_jll v1.1.2 0
  [35661453] Xorg_xkbcomp_jll v1.4.6 0
  [33bec58e] Xorg_xkeyboard_config_jll v2.39.0 0
  [c5fb5394] Xorg_xtrans_jll v1.5.0 0
  [508c9074] bliss_jll v0.77.0 1
  [28df3c45] boost_jll v1.79.0 0
  [9a68df92] isoband_jll v0.2.3 0
  [a4ae2306] libaom_jll v3.9.0 0
  [0ac62f75] libass_jll v0.15.2 0
  [1183f4f0] libdecor_jll v0.2.2 0
  [f638f0a6] libfdk_aac_jll v2.0.3 0
  [b53b4c65] libpng_jll v1.6.44 0
  [075b6546] libsixel_jll v1.10.3 1
  [f27f6e37] libvorbis_jll v1.3.7 2
  [1317d2d5] oneTBB_jll v2021.12.0 0
  [1270edf5] x264_jll v10164.0.0 0
⌅ [dfaa095f] x265_jll v3.6.0 0
  [d8fb68d0] xkbcommon_jll v1.4.1 1
  [0dad84c5] ArgTools v1.1.2
  [56f22d72] Artifacts v1.11.0
  [2a0f44e3] Base64 v1.11.0
  [8bf52ea8] CRC32c v1.11.0
  [ade2ca70] Dates v1.11.0
  [8ba89e20] Distributed v1.11.0
  [f43a241f] Downloads v1.6.0
  [7b1f6079] FileWatching v1.11.0
  [9fa8497b] Future v1.11.0
  [b77e0a4c] InteractiveUtils v1.11.0
  [4af54fe1] LazyArtifacts v1.11.0
  [b27032c2] LibCURL v0.6.4
  [76f85450] LibGit2 v1.11.0
  [8f399da3] Libdl v1.11.0
  [37e2e46d] LinearAlgebra v1.11.0
  [56ddb016] Logging v1.11.0
  [d6f4376e] Markdown v1.11.0
  [a63ad114] Mmap v1.11.0
  [ca575930] NetworkOptions v1.2.0
  [44cfe95a] Pkg v1.11.0
  [de0858da] Printf v1.11.0
  [9abbd945] Profile v1.11.0
  [3fa0cd96] REPL v1.11.0
  [9a3f8284] Random v1.11.0
  [ea8e919c] SHA v0.7.0
  [9e88b42a] Serialization v1.11.0
  [1a1011a3] SharedArrays v1.11.0
  [6462fe0b] Sockets v1.11.0
  [2f01184e] SparseArrays v1.11.0
  [f489334b] StyledStrings v1.11.0
  [4607b0f0] SuiteSparse
  [fa267f1f] TOML v1.0.3
  [a4e569a6] Tar v1.10.0
  [8dfed614] Test v1.11.0
  [cf7118a7] UUIDs v1.11.0
  [4ec0a83e] Unicode v1.11.0
  [e66e0078] CompilerSupportLibraries_jll v1.1.1 0
  [781609d7] GMP_jll v6.3.0 0
  [deac9b47] LibCURL_jll v8.6.0 0
  [e37daf67] LibGit2_jll v1.7.2 0
  [29816b5a] LibSSH2_jll v1.11.0 1
  [c8ffd9c3] MbedTLS_jll v2.28.6 0
  [14a3606d] MozillaCACerts_jll v2023.12.12
  [4536629a] OpenBLAS_jll v0.3.27 1
  [05823500] OpenLibm_jll v0.8.1 2
  [efcefdf7] PCRE2_jll v10.42.0 1
  [bea87d4a] SuiteSparse_jll v7.7.0 0
  [83775a58] Zlib_jll v1.2.13 1
  [8e850b90] libblastrampoline_jll v5.11.0 0
  [8e850ede] nghttp2_jll v1.59.0 0
  [3f19e933] p7zip_jll v17.4.0 2
  • Output of versioninfo()
Julia Version 1.11.1
Commit 8f5b7ca12ad (2024-10-16 10:53 UTC)
Build Info:
  Official https://julialang.org/ release
Platform Info:
  OS: macOS (arm64-apple-darwin22.4.0)
  CPU: 8 × Apple M2
  WORD_SIZE: 64
  LLVM: libLLVM-16.0.6 (ORCJIT, apple-m2)
Threads: 4 default, 0 interactive, 2 GC (on 4 virtual cores)
Environment:
  JULIA_EDITOR = code
  JULIA_NUM_THREADS = 4

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@JADekker JADekker added the bug Something isn't working label Nov 12, 2024
@ChrisRackauckas
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XRef: https://discourse.julialang.org/t/understanding-why-cobyla-doesnt-find-optimum-here/122542/4

@JADekker isn't this not the same? It would need lcons negative inf?

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JADekker commented Nov 12, 2024 •
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@ChrisRackauckas You are right; however, the conditions should be equivalent here vis-a-vis the domain restrictions (both variables are non-negative, so both constraint functions cannot become negative either; any non-positive lower bound thus suffices. I've changed the above code nonetheless to make the distinction more clear: lcons is now negative Inf; the problem persists.

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