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Convert all NLopt calls to use Optimization.jl wrapper #58

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jlperla opened this issue Aug 16, 2021 · 1 comment
Open
2 tasks

Convert all NLopt calls to use Optimization.jl wrapper #58

jlperla opened this issue Aug 16, 2021 · 1 comment

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@jlperla
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jlperla commented Aug 16, 2021

#56 first.

At this point, it would require adding in new features to the GalacticOptim to support equality constraints.

There should be two places:

  • amss.md
  • opt_tax_recur.md

Both use the min_objective and we can keep it that way for now, but ideally we would add support for max_objective if it is more natural in this example.

@jlperla jlperla added this to the sciml+1.9 release milestone Dec 22, 2022
@jlperla jlperla changed the title Convert all NLopt calls to use GalacticOptim (after it supports constrained optimization) Convert all NLopt calls to use Optimization.jl wrapper Dec 22, 2022
@jlperla
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jlperla commented Nov 20, 2024

While equality constraints are not supported in the Optimization.jl wrapper, we map be able to port these with inequalities. The reason is that the algorithms used in AMSS don't directly support equality, and internally convert to inequalities---so it should be without loss. Need to see if other equality constrained optimizers are used.

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