1 /* Copyright (c) 2007-2009 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 */
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 extern __declspec(dllimport) NLOPT_STDCALL
50 # define NLOPT_EXTERN extern NLOPT_STDCALL
56 #endif /* __cplusplus */
58 typedef double (*nlopt_func)(int 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 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
131 extern const char *nlopt_algorithm_name(nlopt_algorithm a);
134 NLOPT_FAILURE = -1, /* generic failure code */
135 NLOPT_INVALID_ARGS = -2,
136 NLOPT_OUT_OF_MEMORY = -3,
137 NLOPT_ROUNDOFF_LIMITED = -4,
139 NLOPT_SUCCESS = 1, /* generic success code */
140 NLOPT_MINF_MAX_REACHED = 2,
141 NLOPT_FTOL_REACHED = 3,
142 NLOPT_XTOL_REACHED = 4,
143 NLOPT_MAXEVAL_REACHED = 5,
144 NLOPT_MAXTIME_REACHED = 6
147 NLOPT_EXTERN nlopt_result nlopt_minimize(
148 nlopt_algorithm algorithm,
149 int n, nlopt_func f, void *f_data,
150 const double *lb, const double *ub, /* bounds */
151 double *x, /* in: initial guess, out: minimizer */
152 double *minf, /* out: minimum */
153 double minf_max, double ftol_rel, double ftol_abs,
154 double xtol_rel, const double *xtol_abs,
155 int maxeval, double maxtime);
157 NLOPT_EXTERN nlopt_result nlopt_minimize_constrained(
158 nlopt_algorithm algorithm,
159 int n, nlopt_func f, void *f_data,
160 int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
161 const double *lb, const double *ub, /* bounds */
162 double *x, /* in: initial guess, out: minimizer */
163 double *minf, /* out: minimum */
164 double minf_max, double ftol_rel, double ftol_abs,
165 double xtol_rel, const double *xtol_abs,
166 int maxeval, double maxtime);
168 NLOPT_EXTERN nlopt_result nlopt_minimize_econstrained(
169 nlopt_algorithm algorithm,
170 int n, nlopt_func f, void *f_data,
171 int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
172 int p, nlopt_func h, void *h_data, ptrdiff_t h_datum_size,
173 const double *lb, const double *ub, /* bounds */
174 double *x, /* in: initial guess, out: minimizer */
175 double *minf, /* out: minimum */
176 double minf_max, double ftol_rel, double ftol_abs,
177 double xtol_rel, const double *xtol_abs,
178 double htol_rel, double htol_abs,
179 int maxeval, double maxtime);
181 NLOPT_EXTERN void nlopt_srand(unsigned long seed);
182 NLOPT_EXTERN void nlopt_srand_time(void);
184 NLOPT_EXTERN void nlopt_version(int *major, int *minor, int *bugfix);
186 NLOPT_EXTERN void nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
187 nlopt_algorithm *nonderiv,
189 NLOPT_EXTERN void nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
190 nlopt_algorithm nonderiv,
193 NLOPT_EXTERN int nlopt_get_stochastic_population(void);
194 NLOPT_EXTERN void nlopt_set_stochastic_population(int pop);
198 #endif /* __cplusplus */