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optimizationjuliajulia-jump

Set KNITRO honorbnds option through JuMP, Julia

I am trying to use KNITRO thought JuMP. And I also like to set the option honorbnds = 2, which implies that the bounds are enforced only for the initial points. But how should I specify the bounds for the parameters? It seems that the bounds though JuMP's set_lower_bounds/set_upper_bounds function are enforced for all proposed solutions but not just the initial values.

Solution

  • honorbnds only applies to the initial point. Variable bounds are enforced in the final solution. If you don't want the bounds enforced, don't add them.