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.
32 /* workaround for Solaris + gcc 3.4.x bug (see configure.ac) */
33 #if defined(__GNUC__) && defined(REPLACEMENT_HUGE_VAL)
35 # define HUGE_VAL REPLACEMENT_HUGE_VAL
39 /* not quite right for y == -0, but good enough for us */
40 # define copysign(x, y) ((y) < 0 ? -fabs(x) : fabs(x))
46 #endif /* __cplusplus */
48 int nlopt_isinf(double x);
50 /* re-entrant qsort */
51 extern void nlopt_qsort_r(void *base_, size_t nmemb, size_t size, void *thunk,
52 int (*compar)(void *, const void *, const void *));
55 extern double nlopt_seconds(void);
56 extern unsigned long nlopt_time_seed(void);
58 /* pseudorandom number generation by Mersenne twister algorithm */
59 extern void nlopt_init_genrand(unsigned long s);
60 extern double nlopt_urand(double a, double b);
61 extern int nlopt_iurand(int n);
62 extern double nlopt_nrand(double mean, double stddev);
64 /* Sobol' low-discrepancy-sequence generation */
65 typedef struct nlopt_soboldata_s *nlopt_sobol;
66 extern nlopt_sobol nlopt_sobol_create(unsigned sdim);
67 extern void nlopt_sobol_destroy(nlopt_sobol s);
68 extern void nlopt_sobol_next01(nlopt_sobol s, double *x);
69 extern void nlopt_sobol_next(nlopt_sobol s, double *x,
70 const double *lb, const double *ub);
71 extern void nlopt_sobol_skip(nlopt_sobol s, unsigned n, double *x);
73 /* stopping criteria */
80 const double *xtol_abs;
82 double maxtime, start;
85 extern int nlopt_stop_f(const nlopt_stopping *stop, double f, double oldf);
86 extern int nlopt_stop_ftol(const nlopt_stopping *stop, double f, double oldf);
87 extern int nlopt_stop_x(const nlopt_stopping *stop,
88 const double *x, const double *oldx);
89 extern int nlopt_stop_dx(const nlopt_stopping *stop,
90 const double *x, const double *dx);
91 extern int nlopt_stop_xs(const nlopt_stopping *stop,
92 const double *xs, const double *oldxs,
93 const double *scale_min, const double *scale_max);
94 extern int nlopt_stop_evals(const nlopt_stopping *stop);
95 extern int nlopt_stop_time(const nlopt_stopping *stop);
96 extern int nlopt_stop_evalstime(const nlopt_stopping *stop);
97 extern int nlopt_stop_forced(const nlopt_stopping *stop);
99 /* for local optimizations, temporarily setting eval/time limits */
100 extern nlopt_result nlopt_optimize_limited(nlopt_opt opt,
101 double *x, double *minf,
102 int maxevals, double maxtime);
104 /* data structure for nonlinear inequality or equality constraint
105 (f <= 0 or f = 0, respectively). tol (>= 0) is a tolerance
106 that is used for stopping criteria -- the point is considered
107 "feasible" for purposes of stopping of the constraint is violated
110 unsigned m; /* dimensional of constraint: mf maps R^n -> R^m */
111 nlopt_func f; /* one-dimensional constraint, requires m == 1 */
117 extern unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint *c);
118 extern unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint *c);
119 extern void nlopt_eval_constraint(double *result, double *grad,
120 const nlopt_constraint *c,
121 unsigned n, const double *x);
124 double *nlopt_compute_rescaling(unsigned n, const double *dx);
125 double *nlopt_new_rescaled(unsigned n, const double *s, const double *x);
126 void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs);
127 void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs);
131 #endif /* __cplusplus */