title: Scipy.optimize.minimize method='SLSQP' ignores constraint
body: <p>I'm using SciPy for optimization and the method SLSQP seems to ignore my constraints.</p>
  
  <p>Specifically, I want x[3] and x[4] to be in the range [0-1]</p>
  
  <p>I'm getting the message: 'Inequality constraints incompatible'</p>
  
  <p>Here is the results of the execution followed by an example code (uses a dummy function): </p>
  
  <pre><code>  status: 4
    success: False
  njev: 2
  nfev: 24
   fun: 0.11923608071680103
     x: array([-10993.4278558 , -19570.77080806, -23495.15914299, -26531.4862831 ,
       4679.97660534])
  message: 'Inequality constraints incompatible'
   jac: array([ 12548372.4766904 ,  12967696.88362279,  39928956.72239509,
      -9224613.99092537,   3954696.30747453,         0.        ])
   nit: 2
  </code></pre>
  
  <p>Here is my code:</p>
  
  <pre><code>from random import random
  from scipy.optimize import minimize
  
  def func(x):
     """ dummy function to optimize """
     print 'x'+str(x)
     return random()
  
  my_constraints = ({'type':'ineq', 'fun':lambda(x):1-x[3]-x[4]},
                    {'type':'ineq', 'fun':lambda(x):x[3]},
                    {'type':'ineq', 'fun':lambda(x):x[4]},
                    {'type':'ineq', 'fun':lambda(x):1-x[4]},
                    {'type':'ineq', 'fun':lambda(x):1-x[3]})
  
  minimize(func, [57.9499 ,-18.2736,1.1664,0.0000,0.0765],
           method='SLSQP',constraints=my_constraints)
  </code></pre>
  
  <p>EDIT - 
  The problem persists when even when removing the first constraint. </p>
  
  <p>The problem persists when I try to use the <em>bounds</em> variables. 
  i.e.,</p>
  
  <pre><code>bounds_pairs = [(None,None),(None,None),(None,None),(0,1),(0,1)]
  minimize(f,initial_guess,method=method_name,bounds=bounds_pairs,constraints=non_negative_prob)
  </code></pre>