ALM converging but not satisfying constraints about optimization-engine HOT 3 CLOSED

@smokinmirror I noticed that this line does not perform the projection correctly. It only projects the first coordinate of y. I suppose alm_set_c has the wrong dimension.

from optimization-engine.

@smokinmirror I found the culprint: in the auto-generated optimiser, in src/lib.rs, the set C is defined using

const SET_C_XMIN :Option<&[f64]> = Some(&[std::f64::NEG_INFINITY,]);
const SET_C_XMAX :Option<&[f64]> = Some(&[0.0,]);

The dimension of these vectors should be 2, not 1.

from optimization-engine.

@smokinmirror you just need to change your definition of set_c to

set_c = og.constraints.Rectangle([-np.infty, -np.infty], [0, 0])

and the problem will be solved. I mean... not solved, since this is an infeasible problem.

from optimization-engine.