Should I expect confidence intervals to be working for csolnp at the moment?
I ran a number of fits, generating random start values, using the same data. The following plots of four of the model parameters and confidence intervals show quite some inconsistency / strangeness, I think. Although the likelihood varied from fit to fit, the differences were very slight. Estimates were all from good fits (no code reds / blues).
The x axis of the plot is both parameter (1-4) and within each parameter section is iteration 1-20. scaled likelihood values 1-20 are in the top section of plot.
https://www.dropbox.com/s/elk789dmy43ctmw/csolnp.png?dl=0
https://www.dropbox.com/s/xh8j1wywevswtyj/npsol.png?dl=0
these data files contain lists of the fit objects from the 20 iterations, in case they are of interest.
https://www.dropbox.com/s/jpqn4hsc85z9q7c/csolnp_nobounds_fits.RData?dl=0
https://www.dropbox.com/s/1tpdl0keeg1ttzg/npsol_nobounds_fits.RData?dl=0
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Based on what you're reporting here, no, it doesn't look like confidence intervals are working properly with CSOLNP.
EDIT: Have you tried the new (third) beta (or built from the head of the repository recently)?
Built openmx again yesterday. Ran a similar model, got similar results.
https://www.dropbox.com/s/6uor7482gy9qi2g/csolnp2.jpeg?dl=0
https://www.dropbox.com/s/lo4wvqqa3cfji65/npsol2.jpeg?dl=0
Hmm. OK. Bummer. Thanks for checking, though.