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,
65 NLOPT_LD_LBFGS_NOCEDAL,
75 NLOPT_LD_TNEWTON_RESTART,
76 NLOPT_LD_TNEWTON_PRECOND,
77 NLOPT_LD_TNEWTON_PRECOND_RESTART,
92 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
95 extern const char *nlopt_algorithm_name(nlopt_algorithm a);
98 NLOPT_FAILURE = -1, /* generic failure code */
99 NLOPT_INVALID_ARGS = -2,
100 NLOPT_OUT_OF_MEMORY = -3,
102 NLOPT_SUCCESS = 1, /* generic success code */
103 NLOPT_MINF_MAX_REACHED = 2,
104 NLOPT_FTOL_REACHED = 3,
105 NLOPT_XTOL_REACHED = 4,
106 NLOPT_MAXEVAL_REACHED = 5,
107 NLOPT_MAXTIME_REACHED = 6
110 extern nlopt_result nlopt_minimize(
111 nlopt_algorithm algorithm,
112 int n, nlopt_func f, void *f_data,
113 const double *lb, const double *ub, /* bounds */
114 double *x, /* in: initial guess, out: minimizer */
115 double *minf, /* out: minimum */
116 double minf_max, double ftol_rel, double ftol_abs,
117 double xtol_rel, const double *xtol_abs,
118 int maxeval, double maxtime);
120 extern nlopt_result nlopt_minimize_constrained(
121 nlopt_algorithm algorithm,
122 int n, nlopt_func f, void *f_data,
123 int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
124 const double *lb, const double *ub, /* bounds */
125 double *x, /* in: initial guess, out: minimizer */
126 double *minf, /* out: minimum */
127 double minf_max, double ftol_rel, double ftol_abs,
128 double xtol_rel, const double *xtol_abs,
129 int maxeval, double maxtime);
131 extern void nlopt_srand(unsigned long seed);
132 extern void nlopt_srand_time(void);
134 extern void nlopt_version(int *major, int *minor, int *bugfix);
136 extern void nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
137 nlopt_algorithm *nonderiv,
139 extern void nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
140 nlopt_algorithm nonderiv,
145 #endif /* __cplusplus */