1 /* Copyright (c) 2007-2010 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.
26 #include <stddef.h> /* for ptrdiff_t and size_t */
28 /* use stdcall convention under Windows, since this seems to
29 be more standard there and is important for calling from .NET */
30 #if defined(_WIN32) || defined(__WIN32__)
31 # if defined(__GNUC__)
32 # define NLOPT_STDCALL __attribute__((stdcall))
33 # elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED)
34 # define NLOPT_STDCALL __stdcall
36 # define NLOPT_STDCALL
39 # define NLOPT_STDCALL
42 /* for Windows compilers, you should add a line
44 when using NLopt from a DLL, in order to do the proper
45 Windows importing nonsense. */
46 #if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__))
47 /* annoying Windows syntax for calling functions in a DLL */
48 # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
50 # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
56 #endif /* __cplusplus */
58 typedef double (*nlopt_func)(unsigned n, const double *x,
59 double *gradient, /* NULL if not needed */
63 /* Naming conventions:
66 = global/local derivative/no-derivative optimization,
69 *_RAND algorithms involve some randomization.
71 *_NOSCAL algorithms are *not* scaled to a unit hypercube
72 (i.e. they are sensitive to the units of x)
77 NLOPT_GN_DIRECT_L_RAND,
78 NLOPT_GN_DIRECT_NOSCAL,
79 NLOPT_GN_DIRECT_L_NOSCAL,
80 NLOPT_GN_DIRECT_L_RAND_NOSCAL,
83 NLOPT_GN_ORIG_DIRECT_L,
88 NLOPT_LD_LBFGS_NOCEDAL,
98 NLOPT_LD_TNEWTON_RESTART,
99 NLOPT_LD_TNEWTON_PRECOND,
100 NLOPT_LD_TNEWTON_PRECOND_RESTART,
114 NLOPT_LN_NEWUOA_BOUND,
128 /* new variants that require local_optimizer to be set,
129 not with older constants for backwards compatibility */
135 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
138 extern const char *nlopt_algorithm_name(nlopt_algorithm a);
141 NLOPT_FAILURE = -1, /* generic failure code */
142 NLOPT_INVALID_ARGS = -2,
143 NLOPT_OUT_OF_MEMORY = -3,
144 NLOPT_ROUNDOFF_LIMITED = -4,
145 NLOPT_FORCED_STOP = -5,
146 NLOPT_SUCCESS = 1, /* generic success code */
147 NLOPT_STOPVAL_REACHED = 2,
148 NLOPT_FTOL_REACHED = 3,
149 NLOPT_XTOL_REACHED = 4,
150 NLOPT_MAXEVAL_REACHED = 5,
151 NLOPT_MAXTIME_REACHED = 6
154 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
156 NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
157 NLOPT_EXTERN(void) nlopt_srand_time(void);
159 NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
161 /*************************** OBJECT-ORIENTED API **************************/
162 /* The style here is that we create an nlopt_opt "object" (an opaque pointer),
163 then set various optimization parameters, and then execute the
164 algorithm. In this way, we can add more and more optimization parameters
165 (including algorithm-specific ones) without breaking backwards
166 compatibility, having functions with zillions of parameters, or
167 relying non-reentrantly on global variables.*/
169 struct nlopt_opt_s; /* opaque structure, defined internally */
170 typedef struct nlopt_opt_s *nlopt_opt;
172 /* the only immutable parameters of an optimization are the algorithm and
173 the dimension n of the problem, since changing either of these could
174 have side-effects on lots of other parameters */
175 NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
176 NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
177 NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
179 NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x,
182 NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
184 NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
187 NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
188 NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
192 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt,
194 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
195 NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt,
197 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt,
199 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
200 NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt,
203 NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
204 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt,
209 NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
210 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt,
215 /* stopping criteria: */
217 NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
218 NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
220 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
221 NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
222 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
223 NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
225 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
226 NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
227 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
228 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
229 NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt,
232 NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
233 NLOPT_EXTERN(int) nlopt_get_maxeval(nlopt_opt opt);
235 NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
236 NLOPT_EXTERN(double) nlopt_get_maxtime(nlopt_opt opt);
238 NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
239 NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
240 NLOPT_EXTERN(int) nlopt_get_force_stop(nlopt_opt opt);
242 /* more algorithm-specific parameters */
244 NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt,
245 const nlopt_opt local_opt);
247 NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
248 NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
250 NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt,
252 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt,
254 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
255 NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt,
256 const double *x, double *dx);
258 /* the following are functions mainly designed to be used internally
259 by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
260 nlopt_copy to do something to the f_data pointers (e.g. free or
261 duplicate them, respectively) */
262 typedef void* (*nlopt_munge)(void *p);
263 NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt,
264 nlopt_munge munge_on_destroy,
265 nlopt_munge munge_on_copy);
267 /*************************** DEPRECATED API **************************/
268 /* The new "object-oriented" API is preferred, since it allows us to
269 gracefully add new features and algorithm-specific options in a
270 re-entrant way, and we can automatically assume reasonable defaults
271 for unspecified parameters. */
273 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
274 for code that uses a deprecated function */
275 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
276 # define NLOPT_DEPRECATED __attribute__((deprecated))
278 # define NLOPT_DEPRECATED
281 typedef double (*nlopt_func_old)(int n, const double *x,
282 double *gradient, /* NULL if not needed */
285 NLOPT_EXTERN(nlopt_result) nlopt_minimize(
286 nlopt_algorithm algorithm,
287 int n, nlopt_func_old f, void *f_data,
288 const double *lb, const double *ub, /* bounds */
289 double *x, /* in: initial guess, out: minimizer */
290 double *minf, /* out: minimum */
291 double minf_max, double ftol_rel, double ftol_abs,
292 double xtol_rel, const double *xtol_abs,
293 int maxeval, double maxtime) NLOPT_DEPRECATED;
295 NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained(
296 nlopt_algorithm algorithm,
297 int n, nlopt_func_old f, void *f_data,
298 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
299 const double *lb, const double *ub, /* bounds */
300 double *x, /* in: initial guess, out: minimizer */
301 double *minf, /* out: minimum */
302 double minf_max, double ftol_rel, double ftol_abs,
303 double xtol_rel, const double *xtol_abs,
304 int maxeval, double maxtime) NLOPT_DEPRECATED;
306 NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained(
307 nlopt_algorithm algorithm,
308 int n, nlopt_func_old f, void *f_data,
309 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
310 int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
311 const double *lb, const double *ub, /* bounds */
312 double *x, /* in: initial guess, out: minimizer */
313 double *minf, /* out: minimum */
314 double minf_max, double ftol_rel, double ftol_abs,
315 double xtol_rel, const double *xtol_abs,
316 double htol_rel, double htol_abs,
317 int maxeval, double maxtime) NLOPT_DEPRECATED;
319 NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
320 nlopt_algorithm *nonderiv,
321 int *maxeval) NLOPT_DEPRECATED;
322 NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
323 nlopt_algorithm nonderiv,
324 int maxeval) NLOPT_DEPRECATED;
326 NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
327 NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
329 /*********************************************************************/
333 #endif /* __cplusplus */