1 /* Copyright (c) 2007-2010 Massachusetts Institute of Technology
3 * Permission is hereby granted, free of charge, to any person obtaining
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5 * "Software"), to deal in the Software without restriction, including
6 * without limitation the rights to use, copy, modify, merge, publish,
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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
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20 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
23 // C++ style wrapper around NLopt API
24 // nlopt.hpp is AUTOMATICALLY GENERATED from nlopt-in.hpp - edit the latter!
32 // convenience overloading for below (not in nlopt:: since has nlopt_ prefix)
33 inline nlopt_result nlopt_get_initial_step(const nlopt_opt opt, double *dx) {
34 return nlopt_get_initial_step(opt, (const double *) NULL, dx);
39 //////////////////////////////////////////////////////////////////////
40 // nlopt::* namespace versions of the C enumerated types
41 // AUTOMATICALLY GENERATED, DO NOT EDIT
43 //////////////////////////////////////////////////////////////////////
45 // virtual base class for objective function and constraints:
48 // should return function value, and set grad to gradient
49 // (x and grad are length n)
50 virtual double operator()(unsigned n, const double *x, double *grad) = 0;
52 // should return function value (x is length n)
53 virtual double operator()(unsigned n, const double *x) = 0;
56 // (Note: it is inefficient to use std::vector<double> for the arguments,
57 // since that would require a copy to be made of NLopt's double* data.)
59 //////////////////////////////////////////////////////////////////////
65 void mythrow(nlopt_result ret) const {
67 case NLOPT_FAILURE: throw std::runtime_error("nlopt failure");
68 case NLOPT_OUT_OF_MEMORY: throw std::bad_alloc();
69 case NLOPT_INVALID_ARGS: throw std::invalid_argument("nlopt");
70 case NLOPT_ROUNDOFF_LIMITED: throw std::runtime_error("nlopt roundoff");
75 // nlopt_func wrapper around C++ "functional"
76 static double myfunc(unsigned n, const double *x, double *grad, void *f_) {
77 func *f = reinterpret_cast<func*>(f_);
78 return grad ? (*f)(n, x, grad) : (*f)(n, x);
84 opt(nlopt_algorithm a, unsigned n) : o(nlopt_create(a, n)) {
85 if (!o) throw std::bad_alloc();
87 opt(algorithm a, unsigned n) : o(nlopt_create(nlopt_algorithm(a), n)) {
88 if (!o) throw std::bad_alloc();
90 opt(const nlopt_opt o0) : o(nlopt_copy(o0)) {
91 if (o0 && !o) throw std::bad_alloc();
93 ~opt() { nlopt_destroy(o); }
94 opt(const opt& from) : o(nlopt_copy(from.o)) {
95 if (from.o && !o) throw std::bad_alloc();
97 opt& operator=(opt const& f) {
98 if (this == &f) return *this; // self-assignment
101 if (f.o && !o) throw std::bad_alloc();
105 // Do the optimization:
106 result optimize(double *x, double &opt_f) {
107 nlopt_result ret = nlopt_optimize(o, x, &opt_f);
111 result optimize(std::vector<double> &x, double &opt_f) {
112 return optimize(x.empty() ? NULL : &x[0], opt_f);
116 algorithm get_algorithm() const {
117 if (!o) throw std::invalid_argument("uninitialized nlopt::opt");
118 return algorithm(nlopt_get_algorithm(o));
120 unsigned get_dimension() const {
121 if (!o) throw std::invalid_argument("uninitialized nlopt::opt");
122 return nlopt_get_dimension(o);
125 // Set the objective function
126 void set_min_objective(nlopt_func f, void *f_data) {
127 nlopt_result ret = nlopt_set_min_objective(o, f, f_data);
130 void set_min_objective(func *f) {
131 set_min_objective(myfunc, f);
134 // Nonlinear constraints:
136 void remove_inequality_constraints(void) {
137 nlopt_result ret = nlopt_remove_inequality_constraints(o);
140 void add_inequality_constraint(nlopt_func f, void *f_data, double tol=0) {
141 nlopt_result ret = nlopt_add_inequality_constraint(o, f, f_data, tol);
144 void add_inequality_constraint(func *f, double tol=0) {
145 add_inequality_constraint(myfunc, f, tol);
148 void remove_equality_constraints(void) {
149 nlopt_result ret = nlopt_remove_equality_constraints(o);
152 void add_equality_constraint(nlopt_func f, void *f_data, double tol=0) {
153 nlopt_result ret = nlopt_add_equality_constraint(o, f, f_data, tol);
156 void add_equality_constraint(func *f, double tol=0) {
157 add_equality_constraint(myfunc, f, tol);
160 #define NLOPT_GETSET_VEC(name) \
161 void get_##name(double *v) const { \
162 nlopt_result ret = nlopt_get_##name(o, v); \
165 void set_##name(const double *v) { \
166 nlopt_result ret = nlopt_set_##name(o, v); \
169 void set_##name(double val) { \
170 nlopt_result ret = nlopt_set_##name##1(o, val); \
173 void get_##name(std::vector<double> &v) const { \
174 if (o && nlopt_get_dimension(o) != v.size()) \
175 throw std::invalid_argument("dimension mismatch"); \
176 get_##name(v.empty() ? NULL : &v[0]); \
178 std::vector<double> get_##name(void) const { \
179 if (!o) throw std::invalid_argument("uninitialized nlopt::opt"); \
180 std::vector<double> v(nlopt_get_dimension(o)); \
184 void set_##name(const std::vector<double> &v) { \
185 if (o && nlopt_get_dimension(o) != v.size()) \
186 throw std::invalid_argument("dimension mismatch"); \
187 set_##name(v.empty() ? NULL : &v[0]); \
190 NLOPT_GETSET_VEC(lower_bounds)
191 NLOPT_GETSET_VEC(upper_bounds)
193 // stopping criteria:
195 #define NLOPT_GETSET(T, name) \
196 T get_##name() const { \
197 if (!o) throw std::invalid_argument("uninitialized nlopt::opt"); \
198 return nlopt_get_##name(o); \
200 void set_##name(T name) { \
201 nlopt_result ret = nlopt_set_##name(o, name); \
204 NLOPT_GETSET(double, stopval)
205 NLOPT_GETSET(double, ftol_rel)
206 NLOPT_GETSET(double, ftol_abs)
207 NLOPT_GETSET(double, xtol_rel)
208 NLOPT_GETSET_VEC(xtol_abs)
209 NLOPT_GETSET(int, maxeval)
210 NLOPT_GETSET(double, maxtime)
212 // algorithm-specific parameters:
214 void set_local_optimizer(const nlopt_opt lo) {
215 nlopt_result ret = nlopt_set_local_optimizer(o, lo);
218 void set_local_optimizer(const opt &lo) {
219 set_local_optimizer(lo.o);
222 NLOPT_GETSET(unsigned, population)
223 NLOPT_GETSET_VEC(initial_step)
225 void set_default_initial_step(const double *x) {
226 nlopt_result ret = nlopt_set_default_initial_step(o, x);
229 void set_default_initial_step(const std::vector<double> &x) {
230 set_default_initial_step(x.empty() ? NULL : &x[0]);
232 void get_initial_step(const double *x, double *dx) const {
233 nlopt_result ret = nlopt_get_initial_step(o, x, dx);
236 void get_initial_step(const std::vector<double> &x, std::vector<double> &dx) const {
237 if (o && (nlopt_get_dimension(o) != x.size()
238 || nlopt_get_dimension(o) != dx.size()))
239 throw std::invalid_argument("dimension mismatch");
240 get_initial_step(x.empty() ? NULL : &x[0],
241 dx.empty() ? NULL : &dx[0]);
243 std::vector<double> get_initial_step(const std::vector<double> &x) const {
244 if (!o) throw std::invalid_argument("uninitialized nlopt::opt");
245 std::vector<double> v(nlopt_get_dimension(o));
246 get_initial_step(x, v);
251 //////////////////////////////////////////////////////////////////////