Allow fixed entries in probability constraints#683
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Consolidate fixed-at-zero entries out of a ProbabilityConstraint before the kernel transformation runs, so a FixedConstraint pinning some selected entries to 0.0 can coexist with a ProbabilityConstraint on the same parameters. The zero-fixed entries are driven by the existing fixed-value pipeline; the remaining free entries form a simplex summing to one. Fixes to values other than 0.0 still raise InvalidConstraintError; that generalisation is left for a follow-up commit. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
Generalise the zero-fix fold: any fix in [0, 1) whose sum over the selector is strictly less than 1 is accepted. The fold attaches sum_target = 1 - sum(fixed_values) to the transformation dict, and probability_from_internal and its Jacobian scale by sum_target. The pure zero-fix path is unchanged (sum_target key omitted, semantics identical to the no-fix path). probability_to_internal stays untouched because x / x[-1] is scale invariant; the internal pivot is still 1. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
The zero-fix and non-zero-fix changes ship together in one PR; one bullet describes the end-state behaviour. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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In an application, I need probability constraints where one element is fixed. This is currently rejected by optimagic; this PR fixes that.