ENH: expose 'eps' option for finite difference step size #228
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mdhaber
commented
Sep 25, 2023
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| assert res.fun <= ref.fun # Ipopt legitimately does better than slsqp here | ||
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| # If we give SLSQP a good guess, it agrees with Ipopt | ||
| ref2 = minimize(fun=obj, x0=res.x, method='slsqp', | ||
| bounds=bnds, constraints=nlcs) | ||
| assert ref2.success | ||
| assert_allclose(ref2.fun, res.fun) |
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Note: this change is unrelated to the rest of the PR, but since I needed to re-run CI, I decided to do it here rather than opening another PR.
While developing gh-207, I noticed two things about minimize_ipopt that were concerning. One is addressed by gh-229; this addresses the other. I wasn't sure before, but I see now that Ipopt really does find a better solution to this problem than SLSQP. This extension confirms that the solution found by Ipopt is legitimate because SLSQP agrees when the solution is provided as a guess.
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Thanks! |
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closes gh-115, which requested that
eps, the finite difference step size, be exposed as an option.