1 /* Copyright (c) 2007-2012 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__)) && !defined(__LCC__)
47 /* annoying Windows syntax for calling functions in a DLL */
48 # if defined(NLOPT_DLL_EXPORT)
49 # define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL
51 # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
54 # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
60 #endif /* __cplusplus */
62 typedef double (*nlopt_func)(unsigned n, const double *x,
63 double *gradient, /* NULL if not needed */
66 typedef void (*nlopt_mfunc)(unsigned m, double *result,
67 unsigned n, const double *x,
68 double *gradient, /* NULL if not needed */
71 /* A preconditioner, which preconditions v at x to return vpre.
72 (The meaning of "preconditioning" is algorithm-dependent.) */
73 typedef void (*nlopt_precond)(unsigned n, const double *x, const double *v,
74 double *vpre, void *data);
77 /* Naming conventions:
80 = global/local derivative/no-derivative optimization,
83 *_RAND algorithms involve some randomization.
85 *_NOSCAL algorithms are *not* scaled to a unit hypercube
86 (i.e. they are sensitive to the units of x)
91 NLOPT_GN_DIRECT_L_RAND,
92 NLOPT_GN_DIRECT_NOSCAL,
93 NLOPT_GN_DIRECT_L_NOSCAL,
94 NLOPT_GN_DIRECT_L_RAND_NOSCAL,
97 NLOPT_GN_ORIG_DIRECT_L,
102 NLOPT_LD_LBFGS_NOCEDAL,
112 NLOPT_LD_TNEWTON_RESTART,
113 NLOPT_LD_TNEWTON_PRECOND,
114 NLOPT_LD_TNEWTON_PRECOND_RESTART,
128 NLOPT_LN_NEWUOA_BOUND,
142 /* new variants that require local_optimizer to be set,
143 not with older constants for backwards compatibility */
153 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
156 NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a);
159 NLOPT_FAILURE = -1, /* generic failure code */
160 NLOPT_INVALID_ARGS = -2,
161 NLOPT_OUT_OF_MEMORY = -3,
162 NLOPT_ROUNDOFF_LIMITED = -4,
163 NLOPT_FORCED_STOP = -5,
164 NLOPT_SUCCESS = 1, /* generic success code */
165 NLOPT_STOPVAL_REACHED = 2,
166 NLOPT_FTOL_REACHED = 3,
167 NLOPT_XTOL_REACHED = 4,
168 NLOPT_MAXEVAL_REACHED = 5,
169 NLOPT_MAXTIME_REACHED = 6
172 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
174 NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
175 NLOPT_EXTERN(void) nlopt_srand_time(void);
177 NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
179 /*************************** OBJECT-ORIENTED API **************************/
180 /* The style here is that we create an nlopt_opt "object" (an opaque pointer),
181 then set various optimization parameters, and then execute the
182 algorithm. In this way, we can add more and more optimization parameters
183 (including algorithm-specific ones) without breaking backwards
184 compatibility, having functions with zillions of parameters, or
185 relying non-reentrantly on global variables.*/
187 struct nlopt_opt_s; /* opaque structure, defined internally */
188 typedef struct nlopt_opt_s *nlopt_opt;
190 /* the only immutable parameters of an optimization are the algorithm and
191 the dimension n of the problem, since changing either of these could
192 have side-effects on lots of other parameters */
193 NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
194 NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
195 NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
197 NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x,
200 NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
202 NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
205 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
206 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
208 NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
209 NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
213 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt,
215 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
216 NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt,
218 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt,
220 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
221 NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt,
224 NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
225 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt,
229 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(
230 nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data,
232 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt,
238 NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
239 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt,
243 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(
244 nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data,
246 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt,
252 /* stopping criteria: */
254 NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
255 NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
257 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
258 NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
259 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
260 NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
262 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
263 NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
264 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
265 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
266 NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt,
269 NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
270 NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt);
272 NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
273 NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt);
275 NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
276 NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
277 NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt);
279 /* more algorithm-specific parameters */
281 NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt,
282 const nlopt_opt local_opt);
284 NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
285 NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
287 NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim);
288 NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt);
290 NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt,
292 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt,
294 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
295 NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt,
296 const double *x, double *dx);
298 /* the following are functions mainly designed to be used internally
299 by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
300 nlopt_copy to do something to the f_data pointers (e.g. free or
301 duplicate them, respectively) */
302 typedef void* (*nlopt_munge)(void *p);
303 NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt,
304 nlopt_munge munge_on_destroy,
305 nlopt_munge munge_on_copy);
307 /*************************** DEPRECATED API **************************/
308 /* The new "object-oriented" API is preferred, since it allows us to
309 gracefully add new features and algorithm-specific options in a
310 re-entrant way, and we can automatically assume reasonable defaults
311 for unspecified parameters. */
313 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
314 for code that uses a deprecated function */
315 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
316 # define NLOPT_DEPRECATED __attribute__((deprecated))
318 # define NLOPT_DEPRECATED
321 typedef double (*nlopt_func_old)(int n, const double *x,
322 double *gradient, /* NULL if not needed */
325 NLOPT_EXTERN(nlopt_result) nlopt_minimize(
326 nlopt_algorithm algorithm,
327 int n, nlopt_func_old f, void *f_data,
328 const double *lb, const double *ub, /* bounds */
329 double *x, /* in: initial guess, out: minimizer */
330 double *minf, /* out: minimum */
331 double minf_max, double ftol_rel, double ftol_abs,
332 double xtol_rel, const double *xtol_abs,
333 int maxeval, double maxtime) NLOPT_DEPRECATED;
335 NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained(
336 nlopt_algorithm algorithm,
337 int n, nlopt_func_old f, void *f_data,
338 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
339 const double *lb, const double *ub, /* bounds */
340 double *x, /* in: initial guess, out: minimizer */
341 double *minf, /* out: minimum */
342 double minf_max, double ftol_rel, double ftol_abs,
343 double xtol_rel, const double *xtol_abs,
344 int maxeval, double maxtime) NLOPT_DEPRECATED;
346 NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained(
347 nlopt_algorithm algorithm,
348 int n, nlopt_func_old f, void *f_data,
349 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
350 int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
351 const double *lb, const double *ub, /* bounds */
352 double *x, /* in: initial guess, out: minimizer */
353 double *minf, /* out: minimum */
354 double minf_max, double ftol_rel, double ftol_abs,
355 double xtol_rel, const double *xtol_abs,
356 double htol_rel, double htol_abs,
357 int maxeval, double maxtime) NLOPT_DEPRECATED;
359 NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
360 nlopt_algorithm *nonderiv,
361 int *maxeval) NLOPT_DEPRECATED;
362 NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
363 nlopt_algorithm nonderiv,
364 int maxeval) NLOPT_DEPRECATED;
366 NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
367 NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
369 /*********************************************************************/
373 #endif /* __cplusplus */