1 /* Copyright (c) 2007-2014 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 /* Change 0 to 1 to use stdcall convention under Win32 */
29 #if 0 && (defined(_WIN32) || defined(__WIN32__))
30 # if defined(__GNUC__)
31 # define NLOPT_STDCALL __attribute__((stdcall))
32 # elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED)
33 # define NLOPT_STDCALL __stdcall
35 # define NLOPT_STDCALL
38 # define NLOPT_STDCALL
41 /* for Windows compilers, you should add a line
43 when using NLopt from a DLL, in order to do the proper
44 Windows importing nonsense. */
45 #if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__)) && !defined(__LCC__)
46 /* annoying Windows syntax for calling functions in a DLL */
47 # if defined(NLOPT_DLL_EXPORT)
48 # define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL
50 # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
53 # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
59 #endif /* __cplusplus */
61 typedef double (*nlopt_func)(unsigned n, const double *x,
62 double *gradient, /* NULL if not needed */
65 typedef void (*nlopt_mfunc)(unsigned m, double *result,
66 unsigned n, const double *x,
67 double *gradient, /* NULL if not needed */
70 /* A preconditioner, which preconditions v at x to return vpre.
71 (The meaning of "preconditioning" is algorithm-dependent.) */
72 typedef void (*nlopt_precond)(unsigned n, const double *x, const double *v,
73 double *vpre, void *data);
76 /* Naming conventions:
79 = global/local derivative/no-derivative optimization,
82 *_RAND algorithms involve some randomization.
84 *_NOSCAL algorithms are *not* scaled to a unit hypercube
85 (i.e. they are sensitive to the units of x)
90 NLOPT_GN_DIRECT_L_RAND,
91 NLOPT_GN_DIRECT_NOSCAL,
92 NLOPT_GN_DIRECT_L_NOSCAL,
93 NLOPT_GN_DIRECT_L_RAND_NOSCAL,
96 NLOPT_GN_ORIG_DIRECT_L,
101 NLOPT_LD_LBFGS_NOCEDAL,
111 NLOPT_LD_TNEWTON_RESTART,
112 NLOPT_LD_TNEWTON_PRECOND,
113 NLOPT_LD_TNEWTON_PRECOND_RESTART,
127 NLOPT_LN_NEWUOA_BOUND,
141 /* new variants that require local_optimizer to be set,
142 not with older constants for backwards compatibility */
154 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
157 NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a);
160 NLOPT_FAILURE = -1, /* generic failure code */
161 NLOPT_INVALID_ARGS = -2,
162 NLOPT_OUT_OF_MEMORY = -3,
163 NLOPT_ROUNDOFF_LIMITED = -4,
164 NLOPT_FORCED_STOP = -5,
165 NLOPT_SUCCESS = 1, /* generic success code */
166 NLOPT_STOPVAL_REACHED = 2,
167 NLOPT_FTOL_REACHED = 3,
168 NLOPT_XTOL_REACHED = 4,
169 NLOPT_MAXEVAL_REACHED = 5,
170 NLOPT_MAXTIME_REACHED = 6
173 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
175 NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
176 NLOPT_EXTERN(void) nlopt_srand_time(void);
178 NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
180 /*************************** OBJECT-ORIENTED API **************************/
181 /* The style here is that we create an nlopt_opt "object" (an opaque pointer),
182 then set various optimization parameters, and then execute the
183 algorithm. In this way, we can add more and more optimization parameters
184 (including algorithm-specific ones) without breaking backwards
185 compatibility, having functions with zillions of parameters, or
186 relying non-reentrantly on global variables.*/
188 struct nlopt_opt_s; /* opaque structure, defined internally */
189 typedef struct nlopt_opt_s *nlopt_opt;
191 /* the only immutable parameters of an optimization are the algorithm and
192 the dimension n of the problem, since changing either of these could
193 have side-effects on lots of other parameters */
194 NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
195 NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
196 NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
198 NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x,
201 NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
203 NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
206 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
207 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
209 NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
210 NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
214 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt,
216 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
217 NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt,
219 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt,
221 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
222 NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt,
225 NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
226 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt,
230 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(
231 nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data,
233 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt,
239 NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
240 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt,
244 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(
245 nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data,
247 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt,
253 /* stopping criteria: */
255 NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
256 NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
258 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
259 NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
260 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
261 NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
263 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
264 NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
265 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
266 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
267 NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt,
270 NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
271 NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt);
273 NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
274 NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt);
276 NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
277 NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
278 NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt);
280 /* more algorithm-specific parameters */
282 NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt,
283 const nlopt_opt local_opt);
285 NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
286 NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
288 NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim);
289 NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt);
291 NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt,
293 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt,
295 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
296 NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt,
297 const double *x, double *dx);
299 /* the following are functions mainly designed to be used internally
300 by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
301 nlopt_copy to do something to the f_data pointers (e.g. free or
302 duplicate them, respectively) */
303 typedef void* (*nlopt_munge)(void *p);
304 NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt,
305 nlopt_munge munge_on_destroy,
306 nlopt_munge munge_on_copy);
307 typedef void* (*nlopt_munge2)(void *p, void *data);
308 NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt,
309 nlopt_munge2 munge, void *data);
311 /*************************** DEPRECATED API **************************/
312 /* The new "object-oriented" API is preferred, since it allows us to
313 gracefully add new features and algorithm-specific options in a
314 re-entrant way, and we can automatically assume reasonable defaults
315 for unspecified parameters. */
317 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
318 for code that uses a deprecated function */
319 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
320 # define NLOPT_DEPRECATED __attribute__((deprecated))
322 # define NLOPT_DEPRECATED
325 typedef double (*nlopt_func_old)(int n, const double *x,
326 double *gradient, /* NULL if not needed */
329 NLOPT_EXTERN(nlopt_result) nlopt_minimize(
330 nlopt_algorithm algorithm,
331 int n, nlopt_func_old f, void *f_data,
332 const double *lb, const double *ub, /* bounds */
333 double *x, /* in: initial guess, out: minimizer */
334 double *minf, /* out: minimum */
335 double minf_max, double ftol_rel, double ftol_abs,
336 double xtol_rel, const double *xtol_abs,
337 int maxeval, double maxtime) NLOPT_DEPRECATED;
339 NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained(
340 nlopt_algorithm algorithm,
341 int n, nlopt_func_old f, void *f_data,
342 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
343 const double *lb, const double *ub, /* bounds */
344 double *x, /* in: initial guess, out: minimizer */
345 double *minf, /* out: minimum */
346 double minf_max, double ftol_rel, double ftol_abs,
347 double xtol_rel, const double *xtol_abs,
348 int maxeval, double maxtime) NLOPT_DEPRECATED;
350 NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained(
351 nlopt_algorithm algorithm,
352 int n, nlopt_func_old f, void *f_data,
353 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
354 int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
355 const double *lb, const double *ub, /* bounds */
356 double *x, /* in: initial guess, out: minimizer */
357 double *minf, /* out: minimum */
358 double minf_max, double ftol_rel, double ftol_abs,
359 double xtol_rel, const double *xtol_abs,
360 double htol_rel, double htol_abs,
361 int maxeval, double maxtime) NLOPT_DEPRECATED;
363 NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
364 nlopt_algorithm *nonderiv,
365 int *maxeval) NLOPT_DEPRECATED;
366 NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
367 nlopt_algorithm nonderiv,
368 int maxeval) NLOPT_DEPRECATED;
370 NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
371 NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
373 /*********************************************************************/
377 #endif /* __cplusplus */