We are using a Trust Region MKL API: dtrnlspbc_solve and related functions.
We use the optimization with constraints.
The objective function written by us worked properly for years, in your algorithm.
Untill a customer of us signalated a strange behaviour, this is, a valid solution outside the allowed range!
We observed that, moving a little bit the initial conditions, if works! why this can happen?
Any suggestions?
Thank you
Gianluca