add warning to prevent users from accidentally adding incomplete box constraints

Author: qacwnfq

CHANGELOG.md

@@ -1,8 +1,9 @@
 # Changelog
 
 ## v1.5.3
+- [#168](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/168): Add warning to help users avoid unintended constraint violations
 - [#167](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/167): Fix example code for GEM sampling
-- [#166](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/165): Add `simplify` kwarg to `hopsy.round`
+- [#166](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/166): Add `simplify` kwarg to `hopsy.round`
 - [#165](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/165): Treat thinning=0 as no thinning instead of producing NaNs
 - [#162](https://jugit.fz-juelich.de/IBG0/ModSim/hopsy/-/issues/162): Fix sign error in python implementation of parallel tempering
 - [#161](https://jugit.fz-juelich.de/IBG-1/ModSim/hopsy/-/issues/161): Persist markov chain proposal after parallel sampling

src/hopsy/misc.py

@@ -503,6 +503,10 @@ def add_box_constraints(
     :math:`lb \leq x_i \leq ub`. If `lower_bound`` and ``upper_bound`` are both ``numpy.ndarray`` with
     appropriate length, then every dimension :math:`i` will be bound as :math:`lb_i \leq x_i \leq ub_i`.
 
+    Note: if equality constraints have already been added, the box constraints only apply to the reduced, full space.
+    To apply box constraints to the full space, apply box constraints before equality constraints.
+    This function will print a warning if it detects that equality constraints have already been added.
+
     :param hopsy.Problem problem: Problem which should be constrained and which contains the matrix :math:`A` and vector :math:`b` in :math:`Ax \leq b`.
 
     :param lower_bound: Specifies the lower bound(s).
@@ -514,6 +518,17 @@ def add_box_constraints(
     :return: A :class:`hopsy.Problem` bounded in all dimensions.
     :rtype: hopsy.Problem
     """
+    has_equality_constraints = (
+        problem.transformation is not None or problem.shift is not None
+    )
+    if has_equality_constraints:
+        _s.warnings.warn(
+            "Note that box constraints applied after equality constraints/rounding are only applied to the "
+            "reduced space. Apply box constraints first, if you want them to be applied to the full "
+            "space.",
+            UserWarning,
+        )
+
     if problem.A.shape[1] == 0:
         raise ValueError("Cannot determine dimension for empty inequality Ax <= b.")
 

tests/misc.py

@@ -1,5 +1,6 @@
 import typing
 import unittest
+import warnings
 
 import numpy
 import numpy as np
@@ -606,6 +607,27 @@ def test_starting_point_with_equality_constraints_when_rounded(self):
         original_starting_point = back_transform(problem, [problem.starting_point])[0]
         self.assertTrue(np.all(original_starting_point == starting_point))
 
+    def test_warning_when_adding_box_constraints_after_equality_constraints(self):
+        with warnings.catch_warnings(record=True) as w:
+            # Cause all warnings to always be triggered.
+            warnings.simplefilter("always")
+            A = np.vstack([np.identity(3), -np.identity(3)])
+            b = np.array([100, 100, 100, 100, 100, 100])
+
+            problem = Problem(A, b)
+
+            A_eq = np.array([[2.0, 1.0, 0]])
+            b_eq = np.array([8])
+
+            problem = add_equality_constraints(problem, A_eq, b_eq)
+
+            lb = [-5, -5]
+            ub = [5, 5]
+
+            problem = add_box_constraints(problem, lb, ub, simplify=False)
+            self.assertEqual(len(w), 1)
+            self.assertTrue(issubclass(w[-1].category, UserWarning))
+
     def test_starting_point_with_equality_constraints_simplify(self):
         A = np.array([]).reshape((0, 3))
         b = np.array([])