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Improve handling of NaNs

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@ragonneau ragonneau released this 12 Mar 07:43
· 41 commits to main since this release

This release improves the handling of the NaNs in the objective and constraint function evaluations.

  1. The objective function values and maximum constraint violations in the history and the filter are now those without extreme barriers.
  2. If the returned objective function value or the maximum constraint violation is NaN, the optimization procedure is now considered unsuccessful. It is important to note that this is only possible if the method does not find any point with well-defined objective and constraint function values. If any point with well-defined objective and constraint function values is encountered during the optimization procedure, then the returned values in fun and maxcv are not NaN.