direct/direct.h

   1 #ifndef DIRECT_H
   2 #define DIRECT_H
   3
   4 #include <math.h>
   5
   6 #ifdef __cplusplus
   7 extern "C"
   8 {
   9 #endif /* __cplusplus */
  10
  11 typedef double (*direct_objective_func)(int n, const double *x,
  12                                         int *undefined_flag,
  13                                         void *data);
  14
  15 typedef enum {
  16      DIRECT_ORIGINAL, DIRECT_GABLONSKY
  17 } direct_algorithm;
  18
  19 typedef enum {
  20      DIRECT_INVALID_BOUNDS = -1,
  21      DIRECT_MAXFEVAL_TOOBIG = -2,
  22      DIRECT_INIT_FAILED = -3,
  23      DIRECT_SAMPLEPOINTS_FAILED = -4,
  24      DIRECT_SAMPLE_FAILED = -5,
  25      DIRECT_MAXFEVAL_EXCEEDED = 1,
  26      DIRECT_MAXITER_EXCEEDED = 2,
  27      DIRECT_GLOBAL_FOUND = 3,
  28      DIRECT_VOLTOL = 4,
  29      DIRECT_SIGMATOL = 5,
  30
  31      DIRECT_OUT_OF_MEMORY = -100,
  32      DIRECT_INVALID_ARGS = -101
  33 } direct_return_code;
  34
  35 #define DIRECT_UNKNOWN_FGLOBAL (-HUGE_VAL)
  36 #define DIRECT_UNKNOWN_FGLOBAL_RELTOL (0.0)
  37
  38 extern direct_return_code direct_optimize(
  39      direct_objective_func f, void *f_data,
  40      int dimension,
  41      const double *lower_bounds, const double *upper_bounds,
  42
  43      double *x, double *fmin,
  44
  45      int max_feval, int max_iter,
  46      double reltol, double abstol,
  47      double volume_reltol, double sigma_reltol,
  48
  49      double fglobal,
  50      double fglobal_reltol,
  51
  52      FILE *logfile,
  53      direct_algorithm algorithm);
  54
  55 #ifdef __cplusplus
  56 }  /* extern "C" */
  57 #endif /* __cplusplus */
  58
  59 #endif /* DIRECT_H */