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 */
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)(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 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,
138 NLOPT_FORCE_STOP = -5,
139 NLOPT_SUCCESS = 1, /* generic success code */
140 NLOPT_STOPVAL_REACHED = 2,
141 NLOPT_FTOL_REACHED = 3,
142 NLOPT_XTOL_REACHED = 4,
143 NLOPT_MAXEVAL_REACHED = 5,
144 NLOPT_MAXTIME_REACHED = 6
147 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
149 NLOPT_EXTERN void nlopt_srand(unsigned long seed);
150 NLOPT_EXTERN void nlopt_srand_time(void);
152 NLOPT_EXTERN void nlopt_version(int *major, int *minor, int *bugfix);
154 /*************************** OBJECT-ORIENTED API **************************/
155 /* The style here is that we create an nlopt_opt "object" (an opaque pointer),
156 then set various optimization parameters, and then execute the
157 algorithm. In this way, we can add more and more optimization parameters
158 (including algorithm-specific ones) without breaking backwards
159 compatibility, having functions with zillions of parameters, or
160 relying non-reentrantly on global variables.*/
162 struct nlopt_opt_s; /* opaque structure, defined internally */
163 typedef struct nlopt_opt_s *nlopt_opt;
165 /* the only immutable parameters of an optimization are the algorithm and
166 the dimension n of the problem, since changing either of these could
167 have side-effects on lots of other parameters */
168 NLOPT_EXTERN nlopt_opt nlopt_create(nlopt_algorithm algorithm, unsigned n);
169 NLOPT_EXTERN void nlopt_destroy(nlopt_opt opt);
170 NLOPT_EXTERN nlopt_opt nlopt_copy(const nlopt_opt opt);
172 NLOPT_EXTERN nlopt_result nlopt_optimize(nlopt_opt opt, double *x,
175 NLOPT_EXTERN nlopt_result nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
177 NLOPT_EXTERN nlopt_result nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
180 NLOPT_EXTERN nlopt_algorithm nlopt_get_algorithm(const nlopt_opt opt);
181 NLOPT_EXTERN unsigned nlopt_get_dimension(const nlopt_opt opt);
185 NLOPT_EXTERN nlopt_result nlopt_set_lower_bounds(nlopt_opt opt,
187 NLOPT_EXTERN nlopt_result nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
188 NLOPT_EXTERN nlopt_result nlopt_get_lower_bounds(const nlopt_opt opt,
190 NLOPT_EXTERN nlopt_result nlopt_set_upper_bounds(nlopt_opt opt,
192 NLOPT_EXTERN nlopt_result nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
193 NLOPT_EXTERN nlopt_result nlopt_get_upper_bounds(const nlopt_opt opt,
196 NLOPT_EXTERN nlopt_result nlopt_remove_inequality_constraints(nlopt_opt opt);
197 NLOPT_EXTERN nlopt_result nlopt_add_inequality_constraint(nlopt_opt opt,
202 NLOPT_EXTERN nlopt_result nlopt_remove_equality_constraints(nlopt_opt opt);
203 NLOPT_EXTERN nlopt_result nlopt_add_equality_constraint(nlopt_opt opt,
208 /* stopping criteria: */
210 NLOPT_EXTERN nlopt_result nlopt_set_stopval(nlopt_opt opt, double stopval);
211 NLOPT_EXTERN double nlopt_get_stopval(const nlopt_opt opt);
213 NLOPT_EXTERN nlopt_result nlopt_set_ftol_rel(nlopt_opt opt, double tol);
214 NLOPT_EXTERN double nlopt_get_ftol_rel(const nlopt_opt opt);
215 NLOPT_EXTERN nlopt_result nlopt_set_ftol_abs(nlopt_opt opt, double tol);
216 NLOPT_EXTERN double nlopt_get_ftol_abs(const nlopt_opt opt);
218 NLOPT_EXTERN nlopt_result nlopt_set_xtol_rel(nlopt_opt opt, double tol);
219 NLOPT_EXTERN double nlopt_get_xtol_rel(const nlopt_opt opt);
220 NLOPT_EXTERN nlopt_result nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
221 NLOPT_EXTERN nlopt_result nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
222 NLOPT_EXTERN nlopt_result nlopt_get_xtol_abs(const nlopt_opt opt,
225 NLOPT_EXTERN nlopt_result nlopt_set_maxeval(nlopt_opt opt, int maxeval);
226 NLOPT_EXTERN int nlopt_get_maxeval(nlopt_opt opt);
228 NLOPT_EXTERN nlopt_result nlopt_set_maxtime(nlopt_opt opt, double maxtime);
229 NLOPT_EXTERN double nlopt_get_maxtime(nlopt_opt opt);
231 NLOPT_EXTERN nlopt_result nlopt_force_stop(nlopt_opt opt);
232 NLOPT_EXTERN nlopt_result nlopt_set_force_stop(nlopt_opt opt, int val);
233 NLOPT_EXTERN int nlopt_get_force_stop(nlopt_opt opt);
235 /* more algorithm-specific parameters */
237 NLOPT_EXTERN nlopt_result nlopt_set_local_optimizer(nlopt_opt opt,
238 const nlopt_opt local_opt);
240 NLOPT_EXTERN nlopt_result nlopt_set_population(nlopt_opt opt, unsigned pop);
241 NLOPT_EXTERN unsigned nlopt_get_population(const nlopt_opt opt);
243 NLOPT_EXTERN nlopt_result nlopt_set_default_initial_step(nlopt_opt opt,
245 NLOPT_EXTERN nlopt_result nlopt_set_initial_step(nlopt_opt opt,
247 NLOPT_EXTERN nlopt_result nlopt_set_initial_step1(nlopt_opt opt, double dx);
248 NLOPT_EXTERN nlopt_result nlopt_get_initial_step(const nlopt_opt opt,
249 const double *x, double *dx);
251 /*************************** DEPRECATED API **************************/
252 /* The new "object-oriented" API is preferred, since it allows us to
253 gracefully add new features and algorithm-specific options in a
254 re-entrant way, and we can automatically assume reasonable defaults
255 for unspecified parameters. */
257 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
258 for code that uses a deprecated function */
259 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
260 # define NLOPT_DEPRECATED __attribute__((deprecated))
262 # define NLOPT_DEPRECATED
265 typedef double (*nlopt_func_old)(int n, const double *x,
266 double *gradient, /* NULL if not needed */
269 NLOPT_EXTERN nlopt_result nlopt_minimize(
270 nlopt_algorithm algorithm,
271 int n, nlopt_func_old f, void *f_data,
272 const double *lb, const double *ub, /* bounds */
273 double *x, /* in: initial guess, out: minimizer */
274 double *minf, /* out: minimum */
275 double minf_max, double ftol_rel, double ftol_abs,
276 double xtol_rel, const double *xtol_abs,
277 int maxeval, double maxtime) NLOPT_DEPRECATED;
279 NLOPT_EXTERN nlopt_result nlopt_minimize_constrained(
280 nlopt_algorithm algorithm,
281 int n, nlopt_func_old f, void *f_data,
282 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
283 const double *lb, const double *ub, /* bounds */
284 double *x, /* in: initial guess, out: minimizer */
285 double *minf, /* out: minimum */
286 double minf_max, double ftol_rel, double ftol_abs,
287 double xtol_rel, const double *xtol_abs,
288 int maxeval, double maxtime) NLOPT_DEPRECATED;
290 NLOPT_EXTERN nlopt_result nlopt_minimize_econstrained(
291 nlopt_algorithm algorithm,
292 int n, nlopt_func_old f, void *f_data,
293 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
294 int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
295 const double *lb, const double *ub, /* bounds */
296 double *x, /* in: initial guess, out: minimizer */
297 double *minf, /* out: minimum */
298 double minf_max, double ftol_rel, double ftol_abs,
299 double xtol_rel, const double *xtol_abs,
300 double htol_rel, double htol_abs,
301 int maxeval, double maxtime) NLOPT_DEPRECATED;
303 NLOPT_EXTERN void nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
304 nlopt_algorithm *nonderiv,
305 int *maxeval) NLOPT_DEPRECATED;
306 NLOPT_EXTERN void nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
307 nlopt_algorithm nonderiv,
308 int maxeval) NLOPT_DEPRECATED;
310 NLOPT_EXTERN int nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
311 NLOPT_EXTERN void nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
313 /*********************************************************************/
317 #endif /* __cplusplus */