The SLSQP algorithm is designed to solve nonlinear programming (NLP) problems. PySLSQP is a Python package that wrraps the original SLSQP algorithm implemented in Fortran by Dieter Kraft. While the ...
I've noticed that the SLSQP algorithm will sometimes return all NaNs for the parameters. Do you know if this is documented/expected behavior? This usually happens when I put a small penalty on the ...