-/* Copyright (c) 2007-2008 Massachusetts Institute of Technology
+/* Copyright (c) 2007-2014 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
#ifndef NLOPT_H
#define NLOPT_H
-#include <stddef.h> /* for ptrdiff_t */
+#include <stddef.h> /* for ptrdiff_t and size_t */
+
+/* Change 0 to 1 to use stdcall convention under Win32 */
+#if 0 && (defined(_WIN32) || defined(__WIN32__))
+# if defined(__GNUC__)
+# define NLOPT_STDCALL __attribute__((stdcall))
+# elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED)
+# define NLOPT_STDCALL __stdcall
+# else
+# define NLOPT_STDCALL
+# endif
+#else
+# define NLOPT_STDCALL
+#endif
+
+/* for Windows compilers, you should add a line
+ #define NLOPT_DLL
+ when using NLopt from a DLL, in order to do the proper
+ Windows importing nonsense. */
+#if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__)) && !defined(__LCC__)
+/* annoying Windows syntax for calling functions in a DLL */
+# if defined(NLOPT_DLL_EXPORT)
+# define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL
+# else
+# define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
+# endif
+#else
+# define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
+#endif
#ifdef __cplusplus
extern "C"
{
#endif /* __cplusplus */
-typedef double (*nlopt_func)(int n, const double *x,
+typedef double (*nlopt_func)(unsigned n, const double *x,
double *gradient, /* NULL if not needed */
void *func_data);
+typedef void (*nlopt_mfunc)(unsigned m, double *result,
+ unsigned n, const double *x,
+ double *gradient, /* NULL if not needed */
+ void *func_data);
+
+/* A preconditioner, which preconditions v at x to return vpre.
+ (The meaning of "preconditioning" is algorithm-dependent.) */
+typedef void (*nlopt_precond)(unsigned n, const double *x, const double *v,
+ double *vpre, void *data);
+
typedef enum {
/* Naming conventions:
NLOPT_LN_NELDERMEAD,
NLOPT_LN_SBPLX,
+ NLOPT_LN_AUGLAG,
+ NLOPT_LD_AUGLAG,
+ NLOPT_LN_AUGLAG_EQ,
+ NLOPT_LD_AUGLAG_EQ,
+
+ NLOPT_LN_BOBYQA,
+
+ NLOPT_GN_ISRES,
+
+ /* new variants that require local_optimizer to be set,
+ not with older constants for backwards compatibility */
+ NLOPT_AUGLAG,
+ NLOPT_AUGLAG_EQ,
+ NLOPT_G_MLSL,
+ NLOPT_G_MLSL_LDS,
+
+ NLOPT_LD_SLSQP,
+
+ NLOPT_LD_CCSAQ,
+
+ NLOPT_GN_ESCH,
+
NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
} nlopt_algorithm;
-extern const char *nlopt_algorithm_name(nlopt_algorithm a);
+NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a);
typedef enum {
NLOPT_FAILURE = -1, /* generic failure code */
NLOPT_INVALID_ARGS = -2,
NLOPT_OUT_OF_MEMORY = -3,
-
+ NLOPT_ROUNDOFF_LIMITED = -4,
+ NLOPT_FORCED_STOP = -5,
NLOPT_SUCCESS = 1, /* generic success code */
- NLOPT_MINF_MAX_REACHED = 2,
+ NLOPT_STOPVAL_REACHED = 2,
NLOPT_FTOL_REACHED = 3,
NLOPT_XTOL_REACHED = 4,
NLOPT_MAXEVAL_REACHED = 5,
NLOPT_MAXTIME_REACHED = 6
} nlopt_result;
-extern nlopt_result nlopt_minimize(
+#define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
+
+NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
+NLOPT_EXTERN(void) nlopt_srand_time(void);
+
+NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
+
+/*************************** OBJECT-ORIENTED API **************************/
+/* The style here is that we create an nlopt_opt "object" (an opaque pointer),
+ then set various optimization parameters, and then execute the
+ algorithm. In this way, we can add more and more optimization parameters
+ (including algorithm-specific ones) without breaking backwards
+ compatibility, having functions with zillions of parameters, or
+ relying non-reentrantly on global variables.*/
+
+struct nlopt_opt_s; /* opaque structure, defined internally */
+typedef struct nlopt_opt_s *nlopt_opt;
+
+/* the only immutable parameters of an optimization are the algorithm and
+ the dimension n of the problem, since changing either of these could
+ have side-effects on lots of other parameters */
+NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
+NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
+NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x,
+ double *opt_f);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
+ void *f_data);
+NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
+ void *f_data);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
+NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
+
+NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
+NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
+
+NLOPT_EXTERN(const char*) nlopt_get_errmsg(nlopt_opt opt);
+
+/* constraints: */
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt,
+ const double *lb);
+NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
+NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt,
+ double *lb);
+NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt,
+ const double *ub);
+NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
+NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt,
+ double *ub);
+
+NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
+NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt,
+ nlopt_func fc,
+ void *fc_data,
+ double tol);
+NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(
+ nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data,
+ double tol);
+NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt,
+ unsigned m,
+ nlopt_mfunc fc,
+ void *fc_data,
+ const double *tol);
+
+NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
+NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt,
+ nlopt_func h,
+ void *h_data,
+ double tol);
+NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(
+ nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data,
+ double tol);
+NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt,
+ unsigned m,
+ nlopt_mfunc h,
+ void *h_data,
+ const double *tol);
+
+/* stopping criteria: */
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
+NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
+NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
+NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
+NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
+NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
+NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
+NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
+NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt,
+ double *tol);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
+NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
+NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
+NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
+NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt);
+
+/* more algorithm-specific parameters */
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt,
+ const nlopt_opt local_opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
+NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim);
+NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt);
+
+NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt,
+ const double *x);
+NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt,
+ const double *dx);
+NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
+NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt,
+ const double *x, double *dx);
+
+/* the following are functions mainly designed to be used internally
+ by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
+ nlopt_copy to do something to the f_data pointers (e.g. free or
+ duplicate them, respectively) */
+typedef void* (*nlopt_munge)(void *p);
+NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt,
+ nlopt_munge munge_on_destroy,
+ nlopt_munge munge_on_copy);
+typedef void* (*nlopt_munge2)(void *p, void *data);
+NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt,
+ nlopt_munge2 munge, void *data);
+
+/*************************** DEPRECATED API **************************/
+/* The new "object-oriented" API is preferred, since it allows us to
+ gracefully add new features and algorithm-specific options in a
+ re-entrant way, and we can automatically assume reasonable defaults
+ for unspecified parameters. */
+
+/* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
+ for code that uses a deprecated function */
+#if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
+# define NLOPT_DEPRECATED __attribute__((deprecated))
+#else
+# define NLOPT_DEPRECATED
+#endif
+
+typedef double (*nlopt_func_old)(int n, const double *x,
+ double *gradient, /* NULL if not needed */
+ void *func_data);
+
+NLOPT_EXTERN(nlopt_result) nlopt_minimize(
nlopt_algorithm algorithm,
- int n, nlopt_func f, void *f_data,
+ int n, nlopt_func_old f, void *f_data,
const double *lb, const double *ub, /* bounds */
double *x, /* in: initial guess, out: minimizer */
double *minf, /* out: minimum */
double minf_max, double ftol_rel, double ftol_abs,
double xtol_rel, const double *xtol_abs,
- int maxeval, double maxtime);
+ int maxeval, double maxtime) NLOPT_DEPRECATED;
-extern nlopt_result nlopt_minimize_constrained(
+NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained(
nlopt_algorithm algorithm,
- int n, nlopt_func f, void *f_data,
- int m, nlopt_func fc, void *fc_data, ptrdiff_t fc_datum_size,
+ int n, nlopt_func_old f, void *f_data,
+ int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
const double *lb, const double *ub, /* bounds */
double *x, /* in: initial guess, out: minimizer */
double *minf, /* out: minimum */
double minf_max, double ftol_rel, double ftol_abs,
double xtol_rel, const double *xtol_abs,
- int maxeval, double maxtime);
+ int maxeval, double maxtime) NLOPT_DEPRECATED;
-extern void nlopt_srand(unsigned long seed);
-extern void nlopt_srand_time(void);
-
-extern void nlopt_version(int *major, int *minor, int *bugfix);
+NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained(
+ nlopt_algorithm algorithm,
+ int n, nlopt_func_old f, void *f_data,
+ int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
+ int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
+ const double *lb, const double *ub, /* bounds */
+ double *x, /* in: initial guess, out: minimizer */
+ double *minf, /* out: minimum */
+ double minf_max, double ftol_rel, double ftol_abs,
+ double xtol_rel, const double *xtol_abs,
+ double htol_rel, double htol_abs,
+ int maxeval, double maxtime) NLOPT_DEPRECATED;
-extern void nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
+NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
nlopt_algorithm *nonderiv,
- int *maxeval);
-extern void nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
+ int *maxeval) NLOPT_DEPRECATED;
+NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
nlopt_algorithm nonderiv,
- int maxeval);
+ int maxeval) NLOPT_DEPRECATED;
+
+NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
+NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
+
+/*********************************************************************/
#ifdef __cplusplus
} /* extern "C" */
~ianmdlvl / nlopt.git / blobdiff