scipy 1.16.2__cp311-cp311-win_arm64.whl

scipy/_lib/cobyqa/problem.py

@@ -0,0 +1,1296 @@
+from contextlib import suppress
+from inspect import signature
+import copy
+
+import numpy as np
+from scipy.optimize import (
+    Bounds,
+    LinearConstraint,
+    NonlinearConstraint,
+    OptimizeResult,
+)
+from scipy.optimize._constraints import PreparedConstraint
+
+
+from .settings import PRINT_OPTIONS, BARRIER
+from .utils import CallbackSuccess, get_arrays_tol
+from .utils import exact_1d_array
+
+
+class ObjectiveFunction:
+    """
+    Real-valued objective function.
+    """
+
+    def __init__(self, fun, verbose, debug, *args):
+        """
+        Initialize the objective function.
+
+        Parameters
+        ----------
+        fun : {callable, None}
+            Function to evaluate, or None.
+
+                ``fun(x, *args) -> float``
+
+            where ``x`` is an array with shape (n,) and `args` is a tuple.
+        verbose : bool
+            Whether to print the function evaluations.
+        debug : bool
+            Whether to make debugging tests during the execution.
+        *args : tuple
+            Additional arguments to be passed to the function.
+        """
+        if debug:
+            assert fun is None or callable(fun)
+            assert isinstance(verbose, bool)
+            assert isinstance(debug, bool)
+
+        self._fun = fun
+        self._verbose = verbose
+        self._args = args
+        self._n_eval = 0
+
+    def __call__(self, x):
+        """
+        Evaluate the objective function.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the objective function is evaluated.
+
+        Returns
+        -------
+        float
+            Function value at `x`.
+        """
+        x = np.array(x, dtype=float)
+        if self._fun is None:
+            f = 0.0
+        else:
+            f = float(np.squeeze(self._fun(x, *self._args)))
+            self._n_eval += 1
+            if self._verbose:
+                with np.printoptions(**PRINT_OPTIONS):
+                    print(f"{self.name}({x}) = {f}")
+        return f
+
+    @property
+    def n_eval(self):
+        """
+        Number of function evaluations.
+
+        Returns
+        -------
+        int
+            Number of function evaluations.
+        """
+        return self._n_eval
+
+    @property
+    def name(self):
+        """
+        Name of the objective function.
+
+        Returns
+        -------
+        str
+            Name of the objective function.
+        """
+        name = ""
+        if self._fun is not None:
+            try:
+                name = self._fun.__name__
+            except AttributeError:
+                name = "fun"
+        return name
+
+
+class BoundConstraints:
+    """
+    Bound constraints ``xl <= x <= xu``.
+    """
+
+    def __init__(self, bounds):
+        """
+        Initialize the bound constraints.
+
+        Parameters
+        ----------
+        bounds : scipy.optimize.Bounds
+            Bound constraints.
+        """
+        self._xl = np.array(bounds.lb, float)
+        self._xu = np.array(bounds.ub, float)
+
+        # Remove the ill-defined bounds.
+        self.xl[np.isnan(self.xl)] = -np.inf
+        self.xu[np.isnan(self.xu)] = np.inf
+
+        self.is_feasible = (
+            np.all(self.xl <= self.xu)
+            and np.all(self.xl < np.inf)
+            and np.all(self.xu > -np.inf)
+        )
+        self.m = np.count_nonzero(self.xl > -np.inf) + np.count_nonzero(
+            self.xu < np.inf
+        )
+        self.pcs = PreparedConstraint(bounds, np.ones(bounds.lb.size))
+
+    @property
+    def xl(self):
+        """
+        Lower bound.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Lower bound.
+        """
+        return self._xl
+
+    @property
+    def xu(self):
+        """
+        Upper bound.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Upper bound.
+        """
+        return self._xu
+
+    def maxcv(self, x):
+        """
+        Evaluate the maximum constraint violation.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the maximum constraint violation is evaluated.
+
+        Returns
+        -------
+        float
+            Maximum constraint violation at `x`.
+        """
+        x = np.asarray(x, dtype=float)
+        return self.violation(x)
+
+    def violation(self, x):
+        # shortcut for no bounds
+        if self.is_feasible:
+            return np.array([0])
+        else:
+            return self.pcs.violation(x)
+
+    def project(self, x):
+        """
+        Project a point onto the feasible set.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point to be projected.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Projection of `x` onto the feasible set.
+        """
+        return np.clip(x, self.xl, self.xu) if self.is_feasible else x
+
+
+class LinearConstraints:
+    """
+    Linear constraints ``a_ub @ x <= b_ub`` and ``a_eq @ x == b_eq``.
+    """
+
+    def __init__(self, constraints, n, debug):
+        """
+        Initialize the linear constraints.
+
+        Parameters
+        ----------
+        constraints : list of LinearConstraint
+            Linear constraints.
+        n : int
+            Number of variables.
+        debug : bool
+            Whether to make debugging tests during the execution.
+        """
+        if debug:
+            assert isinstance(constraints, list)
+            for constraint in constraints:
+                assert isinstance(constraint, LinearConstraint)
+            assert isinstance(debug, bool)
+
+        self._a_ub = np.empty((0, n))
+        self._b_ub = np.empty(0)
+        self._a_eq = np.empty((0, n))
+        self._b_eq = np.empty(0)
+        for constraint in constraints:
+            is_equality = np.abs(
+                constraint.ub - constraint.lb
+            ) <= get_arrays_tol(constraint.lb, constraint.ub)
+            if np.any(is_equality):
+                self._a_eq = np.vstack((self.a_eq, constraint.A[is_equality]))
+                self._b_eq = np.concatenate(
+                    (
+                        self.b_eq,
+                        0.5
+                        * (
+                            constraint.lb[is_equality]
+                            + constraint.ub[is_equality]
+                        ),
+                    )
+                )
+            if not np.all(is_equality):
+                self._a_ub = np.vstack(
+                    (
+                        self.a_ub,
+                        constraint.A[~is_equality],
+                        -constraint.A[~is_equality],
+                    )
+                )
+                self._b_ub = np.concatenate(
+                    (
+                        self.b_ub,
+                        constraint.ub[~is_equality],
+                        -constraint.lb[~is_equality],
+                    )
+                )
+
+        # Remove the ill-defined constraints.
+        self.a_ub[np.isnan(self.a_ub)] = 0.0
+        self.a_eq[np.isnan(self.a_eq)] = 0.0
+        undef_ub = np.isnan(self.b_ub) | np.isinf(self.b_ub)
+        undef_eq = np.isnan(self.b_eq)
+        self._a_ub = self.a_ub[~undef_ub, :]
+        self._b_ub = self.b_ub[~undef_ub]
+        self._a_eq = self.a_eq[~undef_eq, :]
+        self._b_eq = self.b_eq[~undef_eq]
+        self.pcs = [
+            PreparedConstraint(c, np.ones(n)) for c in constraints if c.A.size
+        ]
+
+    @property
+    def a_ub(self):
+        """
+        Left-hand side matrix of the linear inequality constraints.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m, n)
+            Left-hand side matrix of the linear inequality constraints.
+        """
+        return self._a_ub
+
+    @property
+    def b_ub(self):
+        """
+        Right-hand side vector of the linear inequality constraints.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m, n)
+            Right-hand side vector of the linear inequality constraints.
+        """
+        return self._b_ub
+
+    @property
+    def a_eq(self):
+        """
+        Left-hand side matrix of the linear equality constraints.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m, n)
+            Left-hand side matrix of the linear equality constraints.
+        """
+        return self._a_eq
+
+    @property
+    def b_eq(self):
+        """
+        Right-hand side vector of the linear equality constraints.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m, n)
+            Right-hand side vector of the linear equality constraints.
+        """
+        return self._b_eq
+
+    @property
+    def m_ub(self):
+        """
+        Number of linear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear inequality constraints.
+        """
+        return self.b_ub.size
+
+    @property
+    def m_eq(self):
+        """
+        Number of linear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear equality constraints.
+        """
+        return self.b_eq.size
+
+    def maxcv(self, x):
+        """
+        Evaluate the maximum constraint violation.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the maximum constraint violation is evaluated.
+
+        Returns
+        -------
+        float
+            Maximum constraint violation at `x`.
+        """
+        return np.max(self.violation(x), initial=0.0)
+
+    def violation(self, x):
+        if len(self.pcs):
+            return np.concatenate([pc.violation(x) for pc in self.pcs])
+        return np.array([])
+
+
+class NonlinearConstraints:
+    """
+    Nonlinear constraints ``c_ub(x) <= 0`` and ``c_eq(x) == b_eq``.
+    """
+
+    def __init__(self, constraints, verbose, debug):
+        """
+        Initialize the nonlinear constraints.
+
+        Parameters
+        ----------
+        constraints : list
+            Nonlinear constraints.
+        verbose : bool
+            Whether to print the function evaluations.
+        debug : bool
+            Whether to make debugging tests during the execution.
+        """
+        if debug:
+            assert isinstance(constraints, list)
+            for constraint in constraints:
+                assert isinstance(constraint, NonlinearConstraint)
+            assert isinstance(verbose, bool)
+            assert isinstance(debug, bool)
+
+        self._constraints = constraints
+        self.pcs = []
+        self._verbose = verbose
+
+        # map of indexes for equality and inequality constraints
+        self._map_ub = None
+        self._map_eq = None
+        self._m_ub = self._m_eq = None
+
+    def __call__(self, x):
+        """
+        Calculates the residual (slack) for the constraints.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the constraints are evaluated.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Nonlinear inequality constraint slack values.
+        `numpy.ndarray`, shape (m_nonlinear_eq,)
+            Nonlinear equality constraint slack values.
+        """
+        if not len(self._constraints):
+            self._m_eq = self._m_ub = 0
+            return np.array([]), np.array([])
+
+        x = np.array(x, dtype=float)
+        # first time around the constraints haven't been prepared
+        if not len(self.pcs):
+            self._map_ub = []
+            self._map_eq = []
+            self._m_eq = 0
+            self._m_ub = 0
+
+            for constraint in self._constraints:
+                if not callable(constraint.jac):
+                    # having a callable constraint function prevents
+                    # constraint.fun from being evaluated when preparing
+                    # constraint
+                    c = copy.copy(constraint)
+                    c.jac = lambda x0: x0
+                    c.hess = lambda x0, v: 0.0
+                    pc = PreparedConstraint(c, x)
+                else:
+                    pc = PreparedConstraint(constraint, x)
+                # we're going to be using the same x value again immediately
+                # after this initialisation
+                pc.fun.f_updated = True
+
+                self.pcs.append(pc)
+                idx = np.arange(pc.fun.m)
+
+                # figure out equality and inequality maps
+                lb, ub = pc.bounds[0], pc.bounds[1]
+                arr_tol = get_arrays_tol(lb, ub)
+                is_equality = np.abs(ub - lb) <= arr_tol
+                self._map_eq.append(idx[is_equality])
+                self._map_ub.append(idx[~is_equality])
+
+                # these values will be corrected to their proper values later
+                self._m_eq += np.count_nonzero(is_equality)
+                self._m_ub += np.count_nonzero(~is_equality)
+
+        c_ub = []
+        c_eq = []
+        for i, pc in enumerate(self.pcs):
+            val = pc.fun.fun(x)
+            if self._verbose:
+                with np.printoptions(**PRINT_OPTIONS):
+                    with suppress(AttributeError):
+                        fun_name = self._constraints[i].fun.__name__
+                        print(f"{fun_name}({x}) = {val}")
+
+            # separate violations into c_eq and c_ub
+            eq_idx = self._map_eq[i]
+            ub_idx = self._map_ub[i]
+
+            ub_val = val[ub_idx]
+            if len(ub_idx):
+                xl = pc.bounds[0][ub_idx]
+                xu = pc.bounds[1][ub_idx]
+
+                # calculate slack within lower bound
+                finite_xl = xl > -np.inf
+                _v = xl[finite_xl] - ub_val[finite_xl]
+                c_ub.append(_v)
+
+                # calculate slack within lower bound
+                finite_xu = xu < np.inf
+                _v = ub_val[finite_xu] - xu[finite_xu]
+                c_ub.append(_v)
+
+            # equality constraints taken from midpoint between lb and ub
+            eq_val = val[eq_idx]
+            if len(eq_idx):
+                midpoint = 0.5 * (pc.bounds[1][eq_idx] + pc.bounds[0][eq_idx])
+                eq_val -= midpoint
+            c_eq.append(eq_val)
+
+        if self._m_eq:
+            c_eq = np.concatenate(c_eq)
+        else:
+            c_eq = np.array([])
+
+        if self._m_ub:
+            c_ub = np.concatenate(c_ub)
+        else:
+            c_ub = np.array([])
+
+        self._m_ub = c_ub.size
+        self._m_eq = c_eq.size
+
+        return c_ub, c_eq
+
+    @property
+    def m_ub(self):
+        """
+        Number of nonlinear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear inequality constraints.
+
+        Raises
+        ------
+        ValueError
+            If the number of nonlinear inequality constraints is unknown.
+        """
+        if self._m_ub is None:
+            raise ValueError(
+                "The number of nonlinear inequality constraints is unknown."
+            )
+        else:
+            return self._m_ub
+
+    @property
+    def m_eq(self):
+        """
+        Number of nonlinear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear equality constraints.
+
+        Raises
+        ------
+        ValueError
+            If the number of nonlinear equality constraints is unknown.
+        """
+        if self._m_eq is None:
+            raise ValueError(
+                "The number of nonlinear equality constraints is unknown."
+            )
+        else:
+            return self._m_eq
+
+    @property
+    def n_eval(self):
+        """
+        Number of function evaluations.
+
+        Returns
+        -------
+        int
+            Number of function evaluations.
+        """
+        if len(self.pcs):
+            return self.pcs[0].fun.nfev
+        else:
+            return 0
+
+    def maxcv(self, x, cub_val=None, ceq_val=None):
+        """
+        Evaluate the maximum constraint violation.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the maximum constraint violation is evaluated.
+        cub_val : array_like, shape (m_nonlinear_ub,), optional
+            Values of the nonlinear inequality constraints. If not provided,
+            the nonlinear inequality constraints are evaluated at `x`.
+        ceq_val : array_like, shape (m_nonlinear_eq,), optional
+            Values of the nonlinear equality constraints. If not provided,
+            the nonlinear equality constraints are evaluated at `x`.
+
+        Returns
+        -------
+        float
+            Maximum constraint violation at `x`.
+        """
+        return np.max(
+            self.violation(x, cub_val=cub_val, ceq_val=ceq_val), initial=0.0
+        )
+
+    def violation(self, x, cub_val=None, ceq_val=None):
+        return np.concatenate([pc.violation(x) for pc in self.pcs])
+
+
+class Problem:
+    """
+    Optimization problem.
+    """
+
+    def __init__(
+        self,
+        obj,
+        x0,
+        bounds,
+        linear,
+        nonlinear,
+        callback,
+        feasibility_tol,
+        scale,
+        store_history,
+        history_size,
+        filter_size,
+        debug,
+    ):
+        """
+        Initialize the nonlinear problem.
+
+        The problem is preprocessed to remove all the variables that are fixed
+        by the bound constraints.
+
+        Parameters
+        ----------
+        obj : ObjectiveFunction
+            Objective function.
+        x0 : array_like, shape (n,)
+            Initial guess.
+        bounds : BoundConstraints
+            Bound constraints.
+        linear : LinearConstraints
+            Linear constraints.
+        nonlinear : NonlinearConstraints
+            Nonlinear constraints.
+        callback : {callable, None}
+            Callback function.
+        feasibility_tol : float
+            Tolerance on the constraint violation.
+        scale : bool
+            Whether to scale the problem according to the bounds.
+        store_history : bool
+            Whether to store the function evaluations.
+        history_size : int
+            Maximum number of function evaluations to store.
+        filter_size : int
+            Maximum number of points in the filter.
+        debug : bool
+            Whether to make debugging tests during the execution.
+        """
+        if debug:
+            assert isinstance(obj, ObjectiveFunction)
+            assert isinstance(bounds, BoundConstraints)
+            assert isinstance(linear, LinearConstraints)
+            assert isinstance(nonlinear, NonlinearConstraints)
+            assert isinstance(feasibility_tol, float)
+            assert isinstance(scale, bool)
+            assert isinstance(store_history, bool)
+            assert isinstance(history_size, int)
+            if store_history:
+                assert history_size > 0
+            assert isinstance(filter_size, int)
+            assert filter_size > 0
+            assert isinstance(debug, bool)
+
+        self._obj = obj
+        self._linear = linear
+        self._nonlinear = nonlinear
+        if callback is not None:
+            if not callable(callback):
+                raise TypeError("The callback must be a callable function.")
+        self._callback = callback
+
+        # Check the consistency of the problem.
+        x0 = exact_1d_array(x0, "The initial guess must be a vector.")
+        n = x0.size
+        if bounds.xl.size != n:
+            raise ValueError(f"The bounds must have {n} elements.")
+        if linear.a_ub.shape[1] != n:
+            raise ValueError(
+                f"The left-hand side matrices of the linear constraints must "
+                f"have {n} columns."
+            )
+
+        # Check which variables are fixed.
+        tol = get_arrays_tol(bounds.xl, bounds.xu)
+        self._fixed_idx = (bounds.xl <= bounds.xu) & (
+            np.abs(bounds.xl - bounds.xu) < tol
+        )
+        self._fixed_val = 0.5 * (
+            bounds.xl[self._fixed_idx] + bounds.xu[self._fixed_idx]
+        )
+        self._fixed_val = np.clip(
+            self._fixed_val,
+            bounds.xl[self._fixed_idx],
+            bounds.xu[self._fixed_idx],
+        )
+
+        # Set the bound constraints.
+        self._orig_bounds = bounds
+        self._bounds = BoundConstraints(
+            Bounds(bounds.xl[~self._fixed_idx], bounds.xu[~self._fixed_idx])
+        )
+
+        # Set the initial guess.
+        self._x0 = self._bounds.project(x0[~self._fixed_idx])
+
+        # Set the linear constraints.
+        b_eq = linear.b_eq - linear.a_eq[:, self._fixed_idx] @ self._fixed_val
+        self._linear = LinearConstraints(
+            [
+                LinearConstraint(
+                    linear.a_ub[:, ~self._fixed_idx],
+                    -np.inf,
+                    linear.b_ub
+                    - linear.a_ub[:, self._fixed_idx] @ self._fixed_val,
+                ),
+                LinearConstraint(linear.a_eq[:, ~self._fixed_idx], b_eq, b_eq),
+            ],
+            self.n,
+            debug,
+        )
+
+        # Scale the problem if necessary.
+        scale = (
+            scale
+            and self._bounds.is_feasible
+            and np.all(np.isfinite(self._bounds.xl))
+            and np.all(np.isfinite(self._bounds.xu))
+        )
+        if scale:
+            self._scaling_factor = 0.5 * (self._bounds.xu - self._bounds.xl)
+            self._scaling_shift = 0.5 * (self._bounds.xu + self._bounds.xl)
+            self._bounds = BoundConstraints(
+                Bounds(-np.ones(self.n), np.ones(self.n))
+            )
+            b_eq = self._linear.b_eq - self._linear.a_eq @ self._scaling_shift
+            self._linear = LinearConstraints(
+                [
+                    LinearConstraint(
+                        self._linear.a_ub @ np.diag(self._scaling_factor),
+                        -np.inf,
+                        self._linear.b_ub
+                        - self._linear.a_ub @ self._scaling_shift,
+                    ),
+                    LinearConstraint(
+                        self._linear.a_eq @ np.diag(self._scaling_factor),
+                        b_eq,
+                        b_eq,
+                    ),
+                ],
+                self.n,
+                debug,
+            )
+            self._x0 = (self._x0 - self._scaling_shift) / self._scaling_factor
+        else:
+            self._scaling_factor = np.ones(self.n)
+            self._scaling_shift = np.zeros(self.n)
+
+        # Set the initial filter.
+        self._feasibility_tol = feasibility_tol
+        self._filter_size = filter_size
+        self._fun_filter = []
+        self._maxcv_filter = []
+        self._x_filter = []
+
+        # Set the initial history.
+        self._store_history = store_history
+        self._history_size = history_size
+        self._fun_history = []
+        self._maxcv_history = []
+        self._x_history = []
+
+    def __call__(self, x, penalty=0.0):
+        """
+        Evaluate the objective and nonlinear constraint functions.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the functions are evaluated.
+        penalty : float, optional
+            Penalty parameter used to select the point in the filter to forward
+            to the callback function.
+
+        Returns
+        -------
+        float
+            Objective function value.
+        `numpy.ndarray`, shape (m_nonlinear_ub,)
+            Nonlinear inequality constraint function values.
+        `numpy.ndarray`, shape (m_nonlinear_eq,)
+            Nonlinear equality constraint function values.
+
+        Raises
+        ------
+        `cobyqa.utils.CallbackSuccess`
+            If the callback function raises a ``StopIteration``.
+        """
+        # Evaluate the objective and nonlinear constraint functions.
+        x = np.asarray(x, dtype=float)
+        x_full = self.build_x(x)
+        fun_val = self._obj(x_full)
+        cub_val, ceq_val = self._nonlinear(x_full)
+        maxcv_val = self.maxcv(x, cub_val, ceq_val)
+        if self._store_history:
+            self._fun_history.append(fun_val)
+            self._maxcv_history.append(maxcv_val)
+            self._x_history.append(x)
+            if len(self._fun_history) > self._history_size:
+                self._fun_history.pop(0)
+                self._maxcv_history.pop(0)
+                self._x_history.pop(0)
+
+        # Add the point to the filter if it is not dominated by any point.
+        if np.isnan(fun_val) and np.isnan(maxcv_val):
+            include_point = len(self._fun_filter) == 0
+        elif np.isnan(fun_val):
+            include_point = all(
+                np.isnan(fun_filter)
+                and maxcv_val < maxcv_filter
+                or np.isnan(maxcv_filter)
+                for fun_filter, maxcv_filter in zip(
+                    self._fun_filter,
+                    self._maxcv_filter,
+                )
+            )
+        elif np.isnan(maxcv_val):
+            include_point = all(
+                np.isnan(maxcv_filter)
+                and fun_val < fun_filter
+                or np.isnan(fun_filter)
+                for fun_filter, maxcv_filter in zip(
+                    self._fun_filter,
+                    self._maxcv_filter,
+                )
+            )
+        else:
+            include_point = all(
+                fun_val < fun_filter or maxcv_val < maxcv_filter
+                for fun_filter, maxcv_filter in zip(
+                    self._fun_filter,
+                    self._maxcv_filter,
+                )
+            )
+        if include_point:
+            self._fun_filter.append(fun_val)
+            self._maxcv_filter.append(maxcv_val)
+            self._x_filter.append(x)
+
+            # Remove the points in the filter that are dominated by the new
+            # point. We must iterate in reverse order to avoid problems when
+            # removing elements from the list.
+            for k in range(len(self._fun_filter) - 2, -1, -1):
+                if np.isnan(fun_val):
+                    remove_point = np.isnan(self._fun_filter[k])
+                elif np.isnan(maxcv_val):
+                    remove_point = np.isnan(self._maxcv_filter[k])
+                else:
+                    remove_point = (
+                        np.isnan(self._fun_filter[k])
+                        or np.isnan(self._maxcv_filter[k])
+                        or fun_val <= self._fun_filter[k]
+                        and maxcv_val <= self._maxcv_filter[k]
+                    )
+                if remove_point:
+                    self._fun_filter.pop(k)
+                    self._maxcv_filter.pop(k)
+                    self._x_filter.pop(k)
+
+            # Keep only the most recent points in the filter.
+            if len(self._fun_filter) > self._filter_size:
+                self._fun_filter.pop(0)
+                self._maxcv_filter.pop(0)
+                self._x_filter.pop(0)
+
+        # Evaluate the callback function after updating the filter to ensure
+        # that the current point can be returned by the method.
+        if self._callback is not None:
+            sig = signature(self._callback)
+            try:
+                x_best, fun_best, _ = self.best_eval(penalty)
+                x_best = self.build_x(x_best)
+                if set(sig.parameters) == {"intermediate_result"}:
+                    intermediate_result = OptimizeResult(
+                        x=x_best,
+                        fun=fun_best,
+                        # maxcv=maxcv_best,
+                    )
+                    self._callback(intermediate_result=intermediate_result)
+                else:
+                    self._callback(x_best)
+            except StopIteration as exc:
+                raise CallbackSuccess from exc
+
+        # Apply the extreme barriers and return.
+        if np.isnan(fun_val):
+            fun_val = BARRIER
+        cub_val[np.isnan(cub_val)] = BARRIER
+        ceq_val[np.isnan(ceq_val)] = BARRIER
+        fun_val = max(min(fun_val, BARRIER), -BARRIER)
+        cub_val = np.maximum(np.minimum(cub_val, BARRIER), -BARRIER)
+        ceq_val = np.maximum(np.minimum(ceq_val, BARRIER), -BARRIER)
+        return fun_val, cub_val, ceq_val
+
+    @property
+    def n(self):
+        """
+        Number of variables.
+
+        Returns
+        -------
+        int
+            Number of variables.
+        """
+        return self.x0.size
+
+    @property
+    def n_orig(self):
+        """
+        Number of variables in the original problem (with fixed variables).
+
+        Returns
+        -------
+        int
+            Number of variables in the original problem (with fixed variables).
+        """
+        return self._fixed_idx.size
+
+    @property
+    def x0(self):
+        """
+        Initial guess.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Initial guess.
+        """
+        return self._x0
+
+    @property
+    def n_eval(self):
+        """
+        Number of function evaluations.
+
+        Returns
+        -------
+        int
+            Number of function evaluations.
+        """
+        return self._obj.n_eval
+
+    @property
+    def fun_name(self):
+        """
+        Name of the objective function.
+
+        Returns
+        -------
+        str
+            Name of the objective function.
+        """
+        return self._obj.name
+
+    @property
+    def bounds(self):
+        """
+        Bound constraints.
+
+        Returns
+        -------
+        BoundConstraints
+            Bound constraints.
+        """
+        return self._bounds
+
+    @property
+    def linear(self):
+        """
+        Linear constraints.
+
+        Returns
+        -------
+        LinearConstraints
+            Linear constraints.
+        """
+        return self._linear
+
+    @property
+    def m_bounds(self):
+        """
+        Number of bound constraints.
+
+        Returns
+        -------
+        int
+            Number of bound constraints.
+        """
+        return self.bounds.m
+
+    @property
+    def m_linear_ub(self):
+        """
+        Number of linear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear inequality constraints.
+        """
+        return self.linear.m_ub
+
+    @property
+    def m_linear_eq(self):
+        """
+        Number of linear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of linear equality constraints.
+        """
+        return self.linear.m_eq
+
+    @property
+    def m_nonlinear_ub(self):
+        """
+        Number of nonlinear inequality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear inequality constraints.
+
+        Raises
+        ------
+        ValueError
+            If the number of nonlinear inequality constraints is not known.
+        """
+        return self._nonlinear.m_ub
+
+    @property
+    def m_nonlinear_eq(self):
+        """
+        Number of nonlinear equality constraints.
+
+        Returns
+        -------
+        int
+            Number of nonlinear equality constraints.
+
+        Raises
+        ------
+        ValueError
+            If the number of nonlinear equality constraints is not known.
+        """
+        return self._nonlinear.m_eq
+
+    @property
+    def fun_history(self):
+        """
+        History of objective function evaluations.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n_eval,)
+            History of objective function evaluations.
+        """
+        return np.array(self._fun_history, dtype=float)
+
+    @property
+    def maxcv_history(self):
+        """
+        History of maximum constraint violations.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n_eval,)
+            History of maximum constraint violations.
+        """
+        return np.array(self._maxcv_history, dtype=float)
+
+    @property
+    def type(self):
+        """
+        Type of the problem.
+
+        The problem can be either 'unconstrained', 'bound-constrained',
+        'linearly constrained', or 'nonlinearly constrained'.
+
+        Returns
+        -------
+        str
+            Type of the problem.
+        """
+        try:
+            if self.m_nonlinear_ub > 0 or self.m_nonlinear_eq > 0:
+                return "nonlinearly constrained"
+            elif self.m_linear_ub > 0 or self.m_linear_eq > 0:
+                return "linearly constrained"
+            elif self.m_bounds > 0:
+                return "bound-constrained"
+            else:
+                return "unconstrained"
+        except ValueError:
+            # The number of nonlinear constraints is not known. It may be zero
+            # if the user provided a nonlinear inequality and/or equality
+            # constraint function that returns an empty array. However, as this
+            # is not known before the first call to the function, we assume
+            # that the problem is nonlinearly constrained.
+            return "nonlinearly constrained"
+
+    @property
+    def is_feasibility(self):
+        """
+        Whether the problem is a feasibility problem.
+
+        Returns
+        -------
+        bool
+            Whether the problem is a feasibility problem.
+        """
+        return self.fun_name == ""
+
+    def build_x(self, x):
+        """
+        Build the full vector of variables from the reduced vector.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Reduced vector of variables.
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n_orig,)
+            Full vector of variables.
+        """
+        x_full = np.empty(self.n_orig)
+        x_full[self._fixed_idx] = self._fixed_val
+        x_full[~self._fixed_idx] = (x * self._scaling_factor
+                                    + self._scaling_shift)
+        return self._orig_bounds.project(x_full)
+
+    def maxcv(self, x, cub_val=None, ceq_val=None):
+        """
+        Evaluate the maximum constraint violation.
+
+        Parameters
+        ----------
+        x : array_like, shape (n,)
+            Point at which the maximum constraint violation is evaluated.
+        cub_val : array_like, shape (m_nonlinear_ub,), optional
+            Values of the nonlinear inequality constraints. If not provided,
+            the nonlinear inequality constraints are evaluated at `x`.
+        ceq_val : array_like, shape (m_nonlinear_eq,), optional
+            Values of the nonlinear equality constraints. If not provided,
+            the nonlinear equality constraints are evaluated at `x`.
+
+        Returns
+        -------
+        float
+            Maximum constraint violation at `x`.
+        """
+        violation = self.violation(x, cub_val=cub_val, ceq_val=ceq_val)
+        if np.count_nonzero(violation):
+            return np.max(violation, initial=0.0)
+        else:
+            return 0.0
+
+    def violation(self, x, cub_val=None, ceq_val=None):
+        violation = []
+        if not self.bounds.is_feasible:
+            b = self.bounds.violation(x)
+            violation.append(b)
+
+        if len(self.linear.pcs):
+            lc = self.linear.violation(x)
+            violation.append(lc)
+        if len(self._nonlinear.pcs):
+            nlc = self._nonlinear.violation(x, cub_val, ceq_val)
+            violation.append(nlc)
+
+        if len(violation):
+            return np.concatenate(violation)
+
+    def best_eval(self, penalty):
+        """
+        Return the best point in the filter and the corresponding objective and
+        nonlinear constraint function evaluations.
+
+        Parameters
+        ----------
+        penalty : float
+            Penalty parameter
+
+        Returns
+        -------
+        `numpy.ndarray`, shape (n,)
+            Best point.
+        float
+            Corresponding objective function value.
+        float
+            Corresponding maximum constraint violation.
+        """
+        # If the filter is empty, i.e., if no function evaluation has been
+        # performed, we evaluate the objective and nonlinear constraint
+        # functions at the initial guess.
+        if len(self._fun_filter) == 0:
+            self(self.x0)
+
+        # Find the best point in the filter.
+        fun_filter = np.array(self._fun_filter)
+        maxcv_filter = np.array(self._maxcv_filter)
+        x_filter = np.array(self._x_filter)
+        finite_idx = np.isfinite(maxcv_filter)
+        if np.any(finite_idx):
+            # At least one point has a finite maximum constraint violation.
+            feasible_idx = maxcv_filter <= self._feasibility_tol
+            if np.any(feasible_idx) and not np.all(
+                np.isnan(fun_filter[feasible_idx])
+            ):
+                # At least one point is feasible and has a well-defined
+                # objective function value. We select the point with the least
+                # objective function value. If there is a tie, we select the
+                # point with the least maximum constraint violation. If there
+                # is still a tie, we select the most recent point.
+                fun_min_idx = feasible_idx & (
+                    fun_filter <= np.nanmin(fun_filter[feasible_idx])
+                )
+                if np.count_nonzero(fun_min_idx) > 1:
+                    fun_min_idx &= maxcv_filter <= np.min(
+                        maxcv_filter[fun_min_idx]
+                    )
+                i = np.flatnonzero(fun_min_idx)[-1]
+            elif np.any(feasible_idx):
+                # At least one point is feasible but no feasible point has a
+                # well-defined objective function value. We select the most
+                # recent feasible point.
+                i = np.flatnonzero(feasible_idx)[-1]
+            else:
+                # No point is feasible. We first compute the merit function
+                # value for each point.
+                merit_filter = np.full_like(fun_filter, np.nan)
+                merit_filter[finite_idx] = (
+                    fun_filter[finite_idx] + penalty * maxcv_filter[finite_idx]
+                )
+                if np.all(np.isnan(merit_filter)):
+                    # No point has a well-defined merit function value. In
+                    # other words, among the points with a well-defined maximum
+                    # constraint violation, none has a well-defined objective
+                    # function value. We select the point with the least
+                    # maximum constraint violation. If there is a tie, we
+                    # select the most recent point.
+                    min_maxcv_idx = maxcv_filter <= np.nanmin(maxcv_filter)
+                    i = np.flatnonzero(min_maxcv_idx)[-1]
+                else:
+                    # At least one point has a well-defined merit function
+                    # value. We select the point with the least merit function
+                    # value. If there is a tie, we select the point with the
+                    # least maximum constraint violation. If there is still a
+                    # tie, we select the point with the least objective
+                    # function value. If there is still a tie, we select the
+                    # most recent point.
+                    merit_min_idx = merit_filter <= np.nanmin(merit_filter)
+                    if np.count_nonzero(merit_min_idx) > 1:
+                        merit_min_idx &= maxcv_filter <= np.min(
+                            maxcv_filter[merit_min_idx]
+                        )
+
+                    if np.count_nonzero(merit_min_idx) > 1:
+                        merit_min_idx &= fun_filter <= np.min(
+                            fun_filter[merit_min_idx]
+                        )
+                    i = np.flatnonzero(merit_min_idx)[-1]
+        elif not np.all(np.isnan(fun_filter)):
+            # No maximum constraint violation is well-defined but at least one
+            # point has a well-defined objective function value. We select the
+            # point with the least objective function value. If there is a tie,
+            # we select the most recent point.
+            fun_min_idx = fun_filter <= np.nanmin(fun_filter)
+            i = np.flatnonzero(fun_min_idx)[-1]
+        else:
+            # No point has a well-defined maximum constraint violation or
+            # objective function value. We select the most recent point.
+            i = len(fun_filter) - 1
+        return (
+            self.bounds.project(x_filter[i, :]),
+            fun_filter[i],
+            maxcv_filter[i],
+        )