direct/direct.h

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