NLOPT (Non-linear optimisation library) clearly mentions that non-linear constraints may not be satisfied at an intermediate step of optimisation, but if one uses maxeval() function as stopping criteria (mentioned in NLOPT library), then at the very last step of optimiazation, are non linear constraints satisfied?

  • $\begingroup$ Probably? Can't you test and see? $\endgroup$ – Richard Jan 1 at 9:10
  • $\begingroup$ No. Since you stop the iteration before convergence of the algorithm, you cannot expect the final iterate to have any properties beyond those shared by all iterations. $\endgroup$ – Christian Clason Jan 4 at 14:37

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