Nested SLSQP bug fix. #9317
Merged
Nested SLSQP bug fix. #9317
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
See issue scipy#9316. The Fortran SLSQP implementation made use of local variables with the SAVE attribute. The state of these variables were not correctly restored if nested calls to SLSQP were made. The problem was fixed by passing all these variables in as parameters to SLSQP, instead of relying on the SAVE attribute. In this way, the correct state for different SLSQP optimizations that are running simulataneously or nested can be stored.
|
Thanks, looks ok to me. |
|
I had issues using SLSQP concurrently on multiple threads (not reentrantly within one thread) with scipy 1.1.0. Upgrading to 1.2.1 seems to have fixed this, probably because of this commit. Thanks! |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
First time contributor here. I came across a problem with nested optimization using the SLSQP method in scipy.optimize (Issue #9316) I added a test demonstrating the problem and managed to fix the problem by storing additional information about the internal state of the SLSQP optimization process in _minimize_slsqp(). Seems to be working fine on my side.