Strongly enforce SLSQP Bounds

mdolab · Sep 14, 2024 · 874e821 · 874e821
1 parent bc021e4
commit 874e821
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Showing 2 changed files with 15 additions and 3 deletions.
diff --git a/pyoptsparse/pySLSQP/pySLSQP.py b/pyoptsparse/pySLSQP/pySLSQP.py
@@ -166,7 +166,7 @@ def __call__(
             # SLSQP - Objective/Constraint Values Function
             # =================================================================
             def slfunc(m, me, la, n, f, g, x):
-                fobj, fcon, fail = self._masterFunc(x, ["fobj", "fcon"])
+                fobj, fcon, fail = self._masterFunc(np.clip(x, blx, bux), ["fobj", "fcon"])
                 f = fobj
                 g[0:m] = -fcon
                 slsqp.pyflush(self.getOption("IOUT"))
@@ -176,7 +176,7 @@ def slfunc(m, me, la, n, f, g, x):
             # SLSQP - Objective/Constraint Gradients Function
             # =================================================================
             def slgrad(m, me, la, n, f, g, df, dg, x):
-                gobj, gcon, fail = self._masterFunc(x, ["gobj", "gcon"])
+                gobj, gcon, fail = self._masterFunc(np.clip(x, blx, bux), ["gobj", "gcon"])
                 df[0:n] = gobj.copy()
                 dg[0:m, 0:n] = -gcon.copy()
                 slsqp.pyflush(self.getOption("IOUT"))

diff --git a/pyoptsparse/pySLSQP/source/lsq.f b/pyoptsparse/pySLSQP/source/lsq.f
@@ -177,8 +177,20 @@ SUBROUTINE LSQ(M,MEQ,N,NL,LA,L,G,A,B,XL,XU,X,Y,W,JW,MODE)
           CALL DCOPY (N3, W(IW+M+N), 1, Y(M+N3+1), 1)
 
       ENDIF
+      call bound(n, x, xl, xu)
 
 C   END OF SUBROUTINE LSQ
 
       END
-
+
+      subroutine bound(n, x, xl, xu)
+      integer n, i
+      double precision x(n), xl(n), xu(n)
+      do i = 1, n
+         if(x(i) < xl(i))then
+            x(i) = xl(i)
+         else if(x(i) > xu(i))then
+            x(i) = xu(i)
+         end if
+      end do
+      end subroutine bound