Cannot set lower and upper bound for SimulatedAnnealing OptimizationProblem #171
Description
This is the sampel code:
using GalacticOptim, Optim
function tmp(x,p)
return (x[1]-2)^2
end
prob = OptimizationProblem(tmp,[4.],lb=[3],ub=[6])
res = solve(prob,SimulatedAnnealing())the result is correct 1.9982228757130818. However, I set a lower bound =3, so would expect it to step here. How do I get the lower bound to work?
Similarily, for:
using GalacticOptim, Optim
function tmp(x,p)
return -(x[1]-2)^2
end
prob = OptimizationProblem(tmp,[4.],lb=[3],ub=[6])
res = solve(prob,SimulatedAnnealing())I would expect to just hit the upper bound, but I get the answer 400.7172021819915.
Am I missing something obvious here?