1 /* Copyright (c) 2007-2014 Massachusetts Institute of Technology
3 * Permission is hereby granted, free of charge, to any person obtaining
4 * a copy of this software and associated documentation files (the
5 * "Software"), to deal in the Software without restriction, including
6 * without limitation the rights to use, copy, modify, merge, publish,
7 * distribute, sublicense, and/or sell copies of the Software, and to
8 * permit persons to whom the Software is furnished to do so, subject to
9 * the following conditions:
11 * The above copyright notice and this permission notice shall be
12 * included in all copies or substantial portions of the Software.
14 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
15 * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
16 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
17 * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
18 * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
19 * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
20 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 #include "nlopt-internal.h"
25 /*************************************************************************/
27 void NLOPT_STDCALL nlopt_version(int *major, int *minor, int *bugfix)
29 *major = MAJOR_VERSION;
30 *minor = MINOR_VERSION;
31 *bugfix = BUGFIX_VERSION;
34 /*************************************************************************/
36 static const char nlopt_algorithm_names[NLOPT_NUM_ALGORITHMS][256] = {
37 "DIRECT (global, no-derivative)",
38 "DIRECT-L (global, no-derivative)",
39 "Randomized DIRECT-L (global, no-derivative)",
40 "Unscaled DIRECT (global, no-derivative)",
41 "Unscaled DIRECT-L (global, no-derivative)",
42 "Unscaled Randomized DIRECT-L (global, no-derivative)",
43 "Original DIRECT version (global, no-derivative)",
44 "Original DIRECT-L version (global, no-derivative)",
46 "StoGO (global, derivative-based)",
47 "StoGO with randomized search (global, derivative-based)",
49 "StoGO (NOT COMPILED)",
50 "StoGO randomized (NOT COMPILED)",
52 "original L-BFGS code by Nocedal et al. (NOT COMPILED)",
53 "Limited-memory BFGS (L-BFGS) (local, derivative-based)",
54 "Principal-axis, praxis (local, no-derivative)",
55 "Limited-memory variable-metric, rank 1 (local, derivative-based)",
56 "Limited-memory variable-metric, rank 2 (local, derivative-based)",
57 "Truncated Newton (local, derivative-based)",
58 "Truncated Newton with restarting (local, derivative-based)",
59 "Preconditioned truncated Newton (local, derivative-based)",
60 "Preconditioned truncated Newton with restarting (local, derivative-based)",
61 "Controlled random search (CRS2) with local mutation (global, no-derivative)",
62 "Multi-level single-linkage (MLSL), random (global, no-derivative)",
63 "Multi-level single-linkage (MLSL), random (global, derivative)",
64 "Multi-level single-linkage (MLSL), quasi-random (global, no-derivative)",
65 "Multi-level single-linkage (MLSL), quasi-random (global, derivative)",
66 "Method of Moving Asymptotes (MMA) (local, derivative)",
67 "COBYLA (Constrained Optimization BY Linear Approximations) (local, no-derivative)",
68 "NEWUOA unconstrained optimization via quadratic models (local, no-derivative)",
69 "Bound-constrained optimization via NEWUOA-based quadratic models (local, no-derivative)",
70 "Nelder-Mead simplex algorithm (local, no-derivative)",
71 "Sbplx variant of Nelder-Mead (re-implementation of Rowan's Subplex) (local, no-derivative)",
72 "Augmented Lagrangian method (local, no-derivative)",
73 "Augmented Lagrangian method (local, derivative)",
74 "Augmented Lagrangian method for equality constraints (local, no-derivative)",
75 "Augmented Lagrangian method for equality constraints (local, derivative)",
76 "BOBYQA bound-constrained optimization via quadratic models (local, no-derivative)",
77 "ISRES evolutionary constrained optimization (global, no-derivative)",
78 "Augmented Lagrangian method (needs sub-algorithm)",
79 "Augmented Lagrangian method for equality constraints (needs sub-algorithm)",
80 "Multi-level single-linkage (MLSL), random (global, needs sub-algorithm)",
81 "Multi-level single-linkage (MLSL), quasi-random (global, needs sub-algorithm)",
82 "Sequential Quadratic Programming (SQP) (local, derivative)",
83 "CCSA (Conservative Convex Separable Approximations) with simple quadratic approximations (local, derivative)",
84 "ESCH evolutionary strategy"
87 const char * NLOPT_STDCALL nlopt_algorithm_name(nlopt_algorithm a)
89 if (((int) a) < 0 || a >= NLOPT_NUM_ALGORITHMS) return "UNKNOWN";
90 return nlopt_algorithm_names[a];
93 /*************************************************************************/
94 /* get thread id, if possible, for use in nlopt_srand_time to ensure that
95 different threads have a different default seed even if they are called
98 #if defined(_WIN32) || defined(__WIN32__)
100 # define my_gettid GetCurrentThreadId
101 #elif defined(HAVE_GETTID_SYSCALL)
103 # include <sys/syscall.h>
104 # define my_gettid() syscall(SYS_gettid)
105 #elif defined(HAVE_GETPID)
106 # include <sys/types.h>
108 # define my_gettid getpid
110 # define my_gettid() (0)
113 /*************************************************************************/
115 static THREADLOCAL int nlopt_srand_called = 0;
116 void NLOPT_STDCALL nlopt_srand(unsigned long seed) {
117 nlopt_srand_called = 1;
118 nlopt_init_genrand(seed);
121 void NLOPT_STDCALL nlopt_srand_time(void) {
122 nlopt_srand(nlopt_time_seed() + (unsigned long)my_gettid() * 314159);
125 void nlopt_srand_time_default(void) {
126 if (!nlopt_srand_called) nlopt_srand_time();
129 /*************************************************************************/