I'm using the algorithm 'COBYLA' in scipy's optimize.minimize function (v.0.11 build for cygwin). I observed that the parameter bounds seems not to be used in this case. For instance, the simple example:

from scipy.optimize import minimize

def f(x):
    return -sum(x)

minimize(f, x0=1, method='COBYLA', bounds=(-2,2))

returns:

status: 2.0
nfev: 1000
maxcv: 0.0
success: False
fun: -1000.0
x: array(1000.0)
message: 'Maximum number of function evaluations has been exceeded.'

instead of the expected 2 for x.

Did anyone perceived the same problem? Is there a known bug or documentation error? In the scipy 0.11 documentation, this option is not excluded for the COBYLA algorithm. In fact the function fmin_cobyla doesn't have the bounds parameter. Thanks for any hint.

python scipy
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