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Hello, I am using the cyipopt v1.4.1 a lot for my project.
During a project, I frequently face the status msg with the b"Unknown status". From my observation, it occurs a lot when the constraint becomes tight, but a feasible solution still exists (Cons < 0).
Could you please advise how to find the cause of this problem (or if a similar issue has been observed, which I cannot find in the issue history.)
Below, I provide how I construct the NLP problem using cyipopt
nlp = cyipopt.Problem(
n = n_optvar,
m = n_constraint,
problem_obj = problem,
lb = [-1] * n_optvar,
ub = [1] * n_optvar,
cl = [-1e20] * n_constraint,
cu = [-1e-6] * n_constraint
)
nlp.add_option('sb', 'yes')
nlp.add_option('print_level', 0)
nlp.add_option('tol', 1e-3)
nlp.add_option('max_wall_time', self.nlp_time_limit)
k_opt, info = nlp.solve(k_0.cpu().numpy())