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[nlopt.git] / api / nlopt.h

diff --git a/api/nlopt.h b/api/nlopt.h
index 5f09f2a0b0e44d09725e56bd198984e7963e5f7e..a0e6b384b1f9f65c23ea086e82bffd31aa408ab5 100644 (file)
--- a/api/nlopt.h
+++ b/api/nlopt.h
@@ -1,4 +1,4 @@
-/* Copyright (c) 2007-2010 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
@@ -25,9 +25,8 @@
 
 #include <stddef.h> /* for ptrdiff_t and size_t */
 
-/* use stdcall convention under Windows, since this seems to
-   be more standard there and is important for calling from .NET */
-#if defined(_WIN32) || defined(__WIN32__)
+/* 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)
@@ -68,6 +67,11 @@ typedef void (*nlopt_mfunc)(unsigned m, double *result,
                             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:
 
@@ -143,6 +147,10 @@ typedef enum {
 
      NLOPT_LD_SLSQP,
 
+     NLOPT_LD_CCSAQ,
+
+     NLOPT_GN_ESCH,
+
      NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
 } nlopt_algorithm;
 
@@ -195,9 +203,14 @@ NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
 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, 
@@ -216,6 +229,9 @@ 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,
@@ -227,6 +243,9 @@ 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,
@@ -268,8 +287,8 @@ NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt 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_subspace_dim(nlopt_opt opt, unsigned dim);
-NLOPT_EXTERN(unsigned) nlopt_get_subspace_dim(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);
@@ -287,6 +306,9 @@ 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