-/* Copyright (c) 2007-2010 Massachusetts Institute of Technology
+/* Copyright (c) 2007-2011 Massachusetts Institute of Technology
*
* Permission is hereby granted, free of charge, to any person obtaining
* a copy of this software and associated documentation files (the
// C++ style wrapper around NLopt API
// nlopt.hpp is AUTOMATICALLY GENERATED from nlopt-in.hpp - edit the latter!
+#ifndef NLOPT_HPP
+#define NLOPT_HPP
+
#include <nlopt.h>
#include <vector>
#include <stdexcept>
#include <new>
#include <cstdlib>
+#include <cstring>
+#include <cmath>
// convenience overloading for below (not in nlopt:: since has nlopt_ prefix)
inline nlopt_result nlopt_get_initial_step(const nlopt_opt opt, double *dx) {
//////////////////////////////////////////////////////////////////////
typedef nlopt_func func; // nlopt::func synoynm
+ typedef nlopt_mfunc mfunc; // nlopt::mfunc synoynm
// alternative to nlopt_func that takes std::vector<double>
// ... unfortunately requires a data copy
class opt {
private:
nlopt_opt o;
- bool stopped_by_exception;
void mythrow(nlopt_result ret) const {
switch (ret) {
- case NLOPT_FAILURE: throw std::runtime_error("nlopt failure");
+ case NLOPT_FAILURE: throw std::runtime_error(get_errmsg() ? get_errmsg() : "nlopt failure");
case NLOPT_OUT_OF_MEMORY: throw std::bad_alloc();
- case NLOPT_INVALID_ARGS: throw std::invalid_argument("nlopt invalid argument");
+ case NLOPT_INVALID_ARGS: throw std::invalid_argument(get_errmsg() ? get_errmsg() : "nlopt invalid argument");
case NLOPT_ROUNDOFF_LIMITED: throw roundoff_limited();
case NLOPT_FORCED_STOP: throw forced_stop();
default: break;
typedef struct {
opt *o;
- func f; void *f_data;
+ mfunc mf; func f; void *f_data;
vfunc vf;
+ nlopt_munge munge_destroy, munge_copy; // non-NULL for SWIG wrappers
} myfunc_data;
+ // free/destroy f_data in nlopt_destroy and nlopt_copy, respectively
+ static void *free_myfunc_data(void *p) {
+ myfunc_data *d = (myfunc_data *) p;
+ if (d) {
+ if (d->f_data && d->munge_destroy) d->munge_destroy(d->f_data);
+ delete d;
+ }
+ return NULL;
+ }
+ static void *dup_myfunc_data(void *p) {
+ myfunc_data *d = (myfunc_data *) p;
+ if (d) {
+ void *f_data;
+ if (d->f_data && d->munge_copy) {
+ f_data = d->munge_copy(d->f_data);
+ if (!f_data) return NULL;
+ }
+ else
+ f_data = d->f_data;
+ myfunc_data *dnew = new myfunc_data;
+ if (dnew) {
+ *dnew = *d;
+ dnew->f_data = f_data;
+ }
+ return (void*) dnew;
+ }
+ else return NULL;
+ }
+
// nlopt_func wrapper that catches exceptions
static double myfunc(unsigned n, const double *x, double *grad, void *d_) {
myfunc_data *d = reinterpret_cast<myfunc_data*>(d_);
try {
return d->f(n, x, grad, d->f_data);
}
- catch (...) {
- d->o->stopped_by_exception = true;
- d->o->force_stop(); // stop gracefully, opt::optimize will re-throw
+ catch (std::bad_alloc&)
+ { d->o->forced_stop_reason = NLOPT_OUT_OF_MEMORY; }
+ catch (std::invalid_argument&)
+ { d->o->forced_stop_reason = NLOPT_INVALID_ARGS; }
+ catch (roundoff_limited&)
+ { d->o->forced_stop_reason = NLOPT_ROUNDOFF_LIMITED; }
+ catch (forced_stop&)
+ { d->o->forced_stop_reason = NLOPT_FORCED_STOP; }
+ catch (...)
+ { d->o->forced_stop_reason = NLOPT_FAILURE; }
+ d->o->force_stop(); // stop gracefully, opt::optimize will re-throw
+ return HUGE_VAL;
+ }
+
+ // nlopt_mfunc wrapper that catches exceptions
+ static void mymfunc(unsigned m, double *result,
+ unsigned n, const double *x, double *grad, void *d_) {
+ myfunc_data *d = reinterpret_cast<myfunc_data*>(d_);
+ try {
+ d->mf(m, result, n, x, grad, d->f_data);
+ return;
}
+ catch (std::bad_alloc&)
+ { d->o->forced_stop_reason = NLOPT_OUT_OF_MEMORY; }
+ catch (std::invalid_argument&)
+ { d->o->forced_stop_reason = NLOPT_INVALID_ARGS; }
+ catch (roundoff_limited&)
+ { d->o->forced_stop_reason = NLOPT_ROUNDOFF_LIMITED; }
+ catch (forced_stop&)
+ { d->o->forced_stop_reason = NLOPT_FORCED_STOP; }
+ catch (...)
+ { d->o->forced_stop_reason = NLOPT_FAILURE; }
+ d->o->force_stop(); // stop gracefully, opt::optimize will re-throw
+ for (unsigned i = 0; i < m; ++i) result[i] = HUGE_VAL;
}
+ std::vector<double> xtmp, gradtmp, gradtmp0; // scratch for myvfunc
+
// nlopt_func wrapper, using std::vector<double>
static double myvfunc(unsigned n, const double *x, double *grad, void *d_){
myfunc_data *d = reinterpret_cast<myfunc_data*>(d_);
try {
- std::vector<double> xv(n);
- for (unsigned i = 0; i < n; ++i) xv[i] = x[i];
- std::vector<double> gradv(grad ? n : 0);
- double val = d->vf(xv, gradv, d->f_data);
- if (grad) for (unsigned i = 0; i < n; ++i) grad[i] = gradv[i];
+ std::vector<double> &xv = d->o->xtmp;
+ if (n) std::memcpy(&xv[0], x, n * sizeof(double));
+ double val=d->vf(xv, grad ? d->o->gradtmp : d->o->gradtmp0, d->f_data);
+ if (grad && n) {
+ std::vector<double> &gradv = d->o->gradtmp;
+ std::memcpy(grad, &gradv[0], n * sizeof(double));
+ }
return val;
}
- catch (...) {
- d->o->stopped_by_exception = true;
- d->o->force_stop(); // stop gracefully, opt::optimize will re-throw
+ catch (std::bad_alloc&)
+ { d->o->forced_stop_reason = NLOPT_OUT_OF_MEMORY; }
+ catch (std::invalid_argument&)
+ { d->o->forced_stop_reason = NLOPT_INVALID_ARGS; }
+ catch (roundoff_limited&)
+ { d->o->forced_stop_reason = NLOPT_ROUNDOFF_LIMITED; }
+ catch (forced_stop&)
+ { d->o->forced_stop_reason = NLOPT_FORCED_STOP; }
+ catch (...)
+ { d->o->forced_stop_reason = NLOPT_FAILURE; }
+ d->o->force_stop(); // stop gracefully, opt::optimize will re-throw
+ return HUGE_VAL;
+ }
+
+ void alloc_tmp() {
+ if (xtmp.size() != nlopt_get_dimension(o)) {
+ xtmp = std::vector<double>(nlopt_get_dimension(o));
+ gradtmp = std::vector<double>(nlopt_get_dimension(o));
}
}
+ result last_result;
+ double last_optf;
+ nlopt_result forced_stop_reason;
+
public:
// Constructors etc.
- opt() : o(NULL), stopped_by_exception(false) {}
+ opt() : o(NULL), xtmp(0), gradtmp(0), gradtmp0(0),
+ last_result(nlopt::FAILURE), last_optf(HUGE_VAL),
+ forced_stop_reason(NLOPT_FORCED_STOP) {}
~opt() { nlopt_destroy(o); }
opt(algorithm a, unsigned n) :
- o(nlopt_create(nlopt_algorithm(a), n)), stopped_by_exception(false) {
- if (!o) throw std::bad_alloc();
- nlopt_set_free_f_data(o, 1);
- }
- void reinit(algorithm a, unsigned n) {
- if (o) nlopt_destroy(o);
- o = nlopt_create(nlopt_algorithm(a), n);
+ o(nlopt_create(nlopt_algorithm(a), n)),
+ xtmp(0), gradtmp(0), gradtmp0(0),
+ last_result(nlopt::FAILURE), last_optf(HUGE_VAL),
+ forced_stop_reason(NLOPT_FORCED_STOP) {
if (!o) throw std::bad_alloc();
- nlopt_set_free_f_data(o, 1);
+ nlopt_set_munge(o, free_myfunc_data, dup_myfunc_data);
}
- opt(const opt& from) : o(nlopt_copy(from.o)) {
- if (from.o && !o) throw std::bad_alloc();
- mythrow(nlopt_dup_f_data(o, sizeof(myfunc_data)));
+ opt(const opt& f) : o(nlopt_copy(f.o)),
+ xtmp(f.xtmp), gradtmp(f.gradtmp), gradtmp0(0),
+ last_result(f.last_result), last_optf(f.last_optf),
+ forced_stop_reason(f.forced_stop_reason) {
+ if (f.o && !o) throw std::bad_alloc();
}
opt& operator=(opt const& f) {
if (this == &f) return *this; // self-assignment
nlopt_destroy(o);
o = nlopt_copy(f.o);
if (f.o && !o) throw std::bad_alloc();
- mythrow(nlopt_dup_f_data(o, sizeof(myfunc_data)));
+ xtmp = f.xtmp; gradtmp = f.gradtmp;
+ last_result = f.last_result; last_optf = f.last_optf;
+ forced_stop_reason = f.forced_stop_reason;
return *this;
}
result optimize(std::vector<double> &x, double &opt_f) {
if (o && nlopt_get_dimension(o) != x.size())
throw std::invalid_argument("dimension mismatch");
- stopped_by_exception = false;
+ forced_stop_reason = NLOPT_FORCED_STOP;
nlopt_result ret = nlopt_optimize(o, x.empty() ? NULL : &x[0], &opt_f);
- if (ret == NLOPT_FORCED_STOP && stopped_by_exception)
- throw; // re-throw last-caught exception
+ last_result = result(ret);
+ last_optf = opt_f;
+ if (ret == NLOPT_FORCED_STOP)
+ mythrow(forced_stop_reason);
mythrow(ret);
- return result(ret);
+ return last_result;
+ }
+
+ // variant mainly useful for SWIG wrappers:
+ std::vector<double> optimize(const std::vector<double> &x0) {
+ std::vector<double> x(x0);
+ last_result = optimize(x, last_optf);
+ return x;
}
+ result last_optimize_result() const { return last_result; }
+ double last_optimum_value() const { return last_optf; }
// accessors:
algorithm get_algorithm() const {
// Set the objective function
void set_min_objective(func f, void *f_data) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = f; d->f_data = f_data; d->vf = NULL;
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_set_min_objective(o, myfunc, d)); // d freed via o
}
void set_min_objective(vfunc vf, void *f_data) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = NULL; d->f_data = f_data; d->vf = vf;
+ d->o = this; d->f = NULL; d->f_data = f_data; d->mf = NULL; d->vf = vf;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_set_min_objective(o, myvfunc, d)); // d freed via o
+ alloc_tmp();
}
void set_max_objective(func f, void *f_data) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = f; d->f_data = f_data; d->vf = NULL;
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_set_max_objective(o, myfunc, d)); // d freed via o
}
void set_max_objective(vfunc vf, void *f_data) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = NULL; d->f_data = f_data; d->vf = vf;
+ d->o = this; d->f = NULL; d->f_data = f_data; d->mf = NULL; d->vf = vf;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_set_max_objective(o, myvfunc, d)); // d freed via o
+ alloc_tmp();
+ }
+
+ // for internal use in SWIG wrappers -- variant that
+ // takes ownership of f_data, with munging for destroy/copy
+ void set_min_objective(func f, void *f_data,
+ nlopt_munge md, nlopt_munge mc) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_set_min_objective(o, myfunc, d)); // d freed via o
+ }
+ void set_max_objective(func f, void *f_data,
+ nlopt_munge md, nlopt_munge mc) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_set_max_objective(o, myfunc, d)); // d freed via o
}
// Nonlinear constraints:
- void remove_inequality_constraints(void) {
+ void remove_inequality_constraints() {
nlopt_result ret = nlopt_remove_inequality_constraints(o);
mythrow(ret);
}
void add_inequality_constraint(func f, void *f_data, double tol=0) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = f; d->f_data = f_data; d->vf = NULL;
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_add_inequality_constraint(o, myfunc, d, tol));
}
void add_inequality_constraint(vfunc vf, void *f_data, double tol=0) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = NULL; d->f_data = f_data; d->vf = vf;
+ d->o = this; d->f = NULL; d->f_data = f_data; d->mf = NULL; d->vf = vf;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_add_inequality_constraint(o, myvfunc, d, tol));
+ alloc_tmp();
+ }
+ void add_inequality_mconstraint(mfunc mf, void *f_data,
+ const std::vector<double> &tol) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->mf = mf; d->f_data = f_data; d->f = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
+ mythrow(nlopt_add_inequality_mconstraint(o, tol.size(), mymfunc, d,
+ tol.empty() ? NULL : &tol[0]));
}
- void remove_equality_constraints(void) {
+ void remove_equality_constraints() {
nlopt_result ret = nlopt_remove_equality_constraints(o);
mythrow(ret);
}
void add_equality_constraint(func f, void *f_data, double tol=0) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = f; d->f_data = f_data; d->vf = NULL;
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_add_equality_constraint(o, myfunc, d, tol));
}
void add_equality_constraint(vfunc vf, void *f_data, double tol=0) {
- myfunc_data *d = (myfunc_data *) std::malloc(sizeof(myfunc_data));
+ myfunc_data *d = new myfunc_data;
if (!d) throw std::bad_alloc();
- d->o = this; d->f = NULL; d->f_data = f_data; d->vf = vf;
+ d->o = this; d->f = NULL; d->f_data = f_data; d->mf = NULL; d->vf = vf;
+ d->munge_destroy = d->munge_copy = NULL;
mythrow(nlopt_add_equality_constraint(o, myvfunc, d, tol));
+ alloc_tmp();
+ }
+ void add_equality_mconstraint(mfunc mf, void *f_data,
+ const std::vector<double> &tol) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->mf = mf; d->f_data = f_data; d->f = NULL; d->vf = NULL;
+ d->munge_destroy = d->munge_copy = NULL;
+ mythrow(nlopt_add_equality_mconstraint(o, tol.size(), mymfunc, d,
+ tol.empty() ? NULL : &tol[0]));
+ }
+
+ // For internal use in SWIG wrappers (see also above)
+ void add_inequality_constraint(func f, void *f_data,
+ nlopt_munge md, nlopt_munge mc,
+ double tol=0) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_add_inequality_constraint(o, myfunc, d, tol));
+ }
+ void add_equality_constraint(func f, void *f_data,
+ nlopt_munge md, nlopt_munge mc,
+ double tol=0) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->f = f; d->f_data = f_data; d->mf = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_add_equality_constraint(o, myfunc, d, tol));
+ }
+ void add_inequality_mconstraint(mfunc mf, void *f_data,
+ nlopt_munge md, nlopt_munge mc,
+ const std::vector<double> &tol) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->mf = mf; d->f_data = f_data; d->f = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_add_inequality_mconstraint(o, tol.size(), mymfunc, d,
+ tol.empty() ? NULL : &tol[0]));
+ }
+ void add_equality_mconstraint(mfunc mf, void *f_data,
+ nlopt_munge md, nlopt_munge mc,
+ const std::vector<double> &tol) {
+ myfunc_data *d = new myfunc_data;
+ if (!d) throw std::bad_alloc();
+ d->o = this; d->mf = mf; d->f_data = f_data; d->f = NULL; d->vf = NULL;
+ d->munge_destroy = md; d->munge_copy = mc;
+ mythrow(nlopt_add_equality_mconstraint(o, tol.size(), mymfunc, d,
+ tol.empty() ? NULL : &tol[0]));
}
#define NLOPT_GETSET_VEC(name) \
void set_##name(double val) { \
- nlopt_result ret = nlopt_set_##name##1(o, val); \
- mythrow(ret); \
+ mythrow(nlopt_set_##name##1(o, val)); \
} \
void get_##name(std::vector<double> &v) const { \
if (o && nlopt_get_dimension(o) != v.size()) \
throw std::invalid_argument("dimension mismatch"); \
- nlopt_result ret = nlopt_get_##name(o, v.empty() ? NULL : &v[0]); \
- mythrow(ret); \
+ mythrow(nlopt_get_##name(o, v.empty() ? NULL : &v[0])); \
} \
- std::vector<double> get_##name(void) const { \
+ std::vector<double> get_##name() const { \
if (!o) throw std::runtime_error("uninitialized nlopt::opt"); \
std::vector<double> v(nlopt_get_dimension(o)); \
get_##name(v); \
void set_##name(const std::vector<double> &v) { \
if (o && nlopt_get_dimension(o) != v.size()) \
throw std::invalid_argument("dimension mismatch"); \
- nlopt_result ret = nlopt_set_##name(o, v.empty() ? NULL : &v[0]); \
- mythrow(ret); \
+ mythrow(nlopt_set_##name(o, v.empty() ? NULL : &v[0])); \
}
NLOPT_GETSET_VEC(lower_bounds)
return nlopt_get_##name(o); \
} \
void set_##name(T name) { \
- nlopt_result ret = nlopt_set_##name(o, name); \
- mythrow(ret); \
+ mythrow(nlopt_set_##name(o, name)); \
}
NLOPT_GETSET(double, stopval)
NLOPT_GETSET(double, ftol_rel)
NLOPT_GETSET(int, force_stop)
void force_stop() { set_force_stop(1); }
+ const char *get_errmsg() const {
+ if (!o) throw std::runtime_error("uninitialized nlopt::opt");
+ return nlopt_get_errmsg(o);
+ }
+
// algorithm-specific parameters:
void set_local_optimizer(const opt &lo) {
}
NLOPT_GETSET(unsigned, population)
+ NLOPT_GETSET(unsigned, vector_storage)
NLOPT_GETSET_VEC(initial_step)
void set_default_initial_step(const std::vector<double> &x) {
dx.empty() ? NULL : &dx[0]);
mythrow(ret);
}
- std::vector<double> get_initial_step(const std::vector<double> &x) const {
+ std::vector<double> get_initial_step_(const std::vector<double> &x) const {
if (!o) throw std::runtime_error("uninitialized nlopt::opt");
std::vector<double> v(nlopt_get_dimension(o));
get_initial_step(x, v);
//////////////////////////////////////////////////////////////////////
inline void srand(unsigned long seed) { nlopt_srand(seed); }
- inline void srand_time(void) { nlopt_srand_time(); }
+ inline void srand_time() { nlopt_srand_time(); }
inline void version(int &major, int &minor, int &bugfix) {
nlopt_version(&major, &minor, &bugfix);
}
+ inline int version_major() {
+ int major, minor, bugfix;
+ nlopt_version(&major, &minor, &bugfix);
+ return major;
+ }
+ inline int version_minor() {
+ int major, minor, bugfix;
+ nlopt_version(&major, &minor, &bugfix);
+ return minor;
+ }
+ inline int version_bugfix() {
+ int major, minor, bugfix;
+ nlopt_version(&major, &minor, &bugfix);
+ return bugfix;
+ }
inline const char *algorithm_name(algorithm a) {
return nlopt_algorithm_name(nlopt_algorithm(a));
}
//////////////////////////////////////////////////////////////////////
} // namespace nlopt
+
+#endif /* NLOPT_HPP */
~ianmdlvl / nlopt.git / blobdiff