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Bounded Adam solver (at least box constraints) #886

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TorkelE opened this issue Mar 18, 2025 · 0 comments
Open

Bounded Adam solver (at least box constraints) #886

TorkelE opened this issue Mar 18, 2025 · 0 comments

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@TorkelE
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TorkelE commented Mar 18, 2025

Might already exist, but this would be really useful to have.

So Adam generally is non-constrained, however, it can be made constrained by modifying the loss function. But it would be nice to have a version of the solver which does this directly. Two reasons:

  • Can potentially add a nicer way of dealing with the constraints than the user can code).
  • Can deal with OptimizationProblems that have lbandub` defined.

This second one is important, as right now I cannot solve the same problem with BBO_adaptive_de_rand_1_bin_radiuslimited and Adam. It would be nice to use two solvers like this without having to juggle two different (but almost identical) Optimizationproblems.

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