1 /* Copyright (c) 2007-2008 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 */
31 #endif /* __cplusplus */
33 typedef double (*nlopt_func)(int n, const double *x,
34 double *gradient, /* NULL if not needed */
38 /* Naming conventions:
41 = global/local derivative/no-derivative optimization,
44 *_RAND algorithms involve some randomization.
46 *_NOSCAL algorithms are *not* scaled to a unit hypercube
47 (i.e. they are sensitive to the units of x)
52 NLOPT_GN_DIRECT_L_RAND,
53 NLOPT_GN_DIRECT_NOSCAL,
54 NLOPT_GN_DIRECT_L_NOSCAL,
55 NLOPT_GN_DIRECT_L_RAND_NOSCAL,
58 NLOPT_GN_ORIG_DIRECT_L,
63 NLOPT_LD_LBFGS_NOCEDAL,
73 NLOPT_LD_TNEWTON_RESTART,
74 NLOPT_LD_TNEWTON_PRECOND,
75 NLOPT_LD_TNEWTON_PRECOND_RESTART,
89 NLOPT_LN_NEWUOA_BOUND,
99 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
102 extern const char *nlopt_algorithm_name(nlopt_algorithm a);
105 NLOPT_FAILURE = -1, /* generic failure code */
106 NLOPT_INVALID_ARGS = -2,
107 NLOPT_OUT_OF_MEMORY = -3,
109 NLOPT_SUCCESS = 1, /* generic success code */
110 NLOPT_MINF_MAX_REACHED = 2,
111 NLOPT_FTOL_REACHED = 3,
112 NLOPT_XTOL_REACHED = 4,
113 NLOPT_MAXEVAL_REACHED = 5,
114 NLOPT_MAXTIME_REACHED = 6
117 extern nlopt_result nlopt_minimize(
118 nlopt_algorithm algorithm,
119 int n, nlopt_func f, void *f_data,
120 const double *lb, const double *ub, /* bounds */
121 double *x, /* in: initial guess, out: minimizer */
122 double *minf, /* out: minimum */
123 double minf_max, double ftol_rel, double ftol_abs,
124 double xtol_rel, const double *xtol_abs,
125 int maxeval, double maxtime);
127 extern nlopt_result nlopt_minimize_constrained(
128 nlopt_algorithm algorithm,
129 int n, nlopt_func f, void *f_data,
130 int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
131 const double *lb, const double *ub, /* bounds */
132 double *x, /* in: initial guess, out: minimizer */
133 double *minf, /* out: minimum */
134 double minf_max, double ftol_rel, double ftol_abs,
135 double xtol_rel, const double *xtol_abs,
136 int maxeval, double maxtime);
138 extern nlopt_result nlopt_minimize_econstrained(
139 nlopt_algorithm algorithm,
140 int n, nlopt_func f, void *f_data,
141 int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
142 int p, nlopt_func h, void *h_data, ptrdiff_t h_datum_size,
143 const double *lb, const double *ub, /* bounds */
144 double *x, /* in: initial guess, out: minimizer */
145 double *minf, /* out: minimum */
146 double minf_max, double ftol_rel, double ftol_abs,
147 double xtol_rel, const double *xtol_abs,
148 double htol_rel, double htol_abs,
149 int maxeval, double maxtime);
151 extern void nlopt_srand(unsigned long seed);
152 extern void nlopt_srand_time(void);
154 extern void nlopt_version(int *major, int *minor, int *bugfix);
156 extern void nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
157 nlopt_algorithm *nonderiv,
159 extern void nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
160 nlopt_algorithm nonderiv,
165 #endif /* __cplusplus */