nlopt_algorithm nlopt_local_search_alg_deriv = NLOPT_LD_MMA;
nlopt_algorithm nlopt_local_search_alg_nonderiv = NLOPT_LN_COBYLA;
-int nlopt_local_search_maxeval = -1; /* no maximum by default */
+int nlopt_local_search_maxeval = -1; /* no maximum by default */
void
-NLOPT_STDCALL nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
- nlopt_algorithm *nonderiv,
- int *maxeval)
+NLOPT_STDCALL nlopt_get_local_search_algorithm(nlopt_algorithm * deriv, nlopt_algorithm * nonderiv, int *maxeval)
{
- *deriv = nlopt_local_search_alg_deriv;
- *nonderiv = nlopt_local_search_alg_nonderiv;
- *maxeval = nlopt_local_search_maxeval;
+ *deriv = nlopt_local_search_alg_deriv;
+ *nonderiv = nlopt_local_search_alg_nonderiv;
+ *maxeval = nlopt_local_search_maxeval;
}
void
-NLOPT_STDCALL nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
- nlopt_algorithm nonderiv,
- int maxeval)
+NLOPT_STDCALL nlopt_set_local_search_algorithm(nlopt_algorithm deriv, nlopt_algorithm nonderiv, int maxeval)
{
- nlopt_local_search_alg_deriv = deriv;
- nlopt_local_search_alg_nonderiv = nonderiv;
- nlopt_local_search_maxeval = maxeval;
+ nlopt_local_search_alg_deriv = deriv;
+ nlopt_local_search_alg_nonderiv = nonderiv;
+ nlopt_local_search_maxeval = maxeval;
}
/*************************************************************************/
int nlopt_stochastic_population = 0;
int
-NLOPT_STDCALL nlopt_get_stochastic_population(void) {
- return nlopt_stochastic_population; }
+NLOPT_STDCALL nlopt_get_stochastic_population(void)
+{
+ return nlopt_stochastic_population;
+}
+
void
-NLOPT_STDCALL nlopt_set_stochastic_population(int pop) {
- nlopt_stochastic_population = pop <= 0 ? 0 : (unsigned) pop; }
+NLOPT_STDCALL nlopt_set_stochastic_population(int pop)
+{
+ nlopt_stochastic_population = pop <= 0 ? 0 : (unsigned) pop;
+}
/*************************************************************************/
-nlopt_result
-NLOPT_STDCALL 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_result NLOPT_STDCALL 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)
{
- char *fc_data = (char *) fc_data_;
- char *h_data = (char *) h_data_;
- nlopt_opt opt;
- nlopt_result ret;
- int i;
-
- if (n < 0 || m < 0 || p < 0) return NLOPT_INVALID_ARGS;
-
- opt = nlopt_create(algorithm, (unsigned) n);
- if (!opt) return NLOPT_INVALID_ARGS;
-
- ret = nlopt_set_min_objective(opt, (nlopt_func) f, f_data);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- for (i = 0; i < m; ++i) {
- ret = nlopt_add_inequality_constraint(opt, (nlopt_func) fc,
- fc_data + i*fc_datum_size,
- 0.0);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
- }
-
- (void) htol_rel; /* unused */
- for (i = 0; i < p; ++i) {
- ret = nlopt_add_equality_constraint(opt, (nlopt_func) h,
- h_data + i*h_datum_size,
- htol_abs);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
- }
-
- ret = nlopt_set_lower_bounds(opt, lb);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
- ret = nlopt_set_upper_bounds(opt, ub);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_set_stopval(opt, minf_max);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_set_ftol_rel(opt, ftol_rel);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
- ret = nlopt_set_ftol_abs(opt, ftol_abs);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_set_xtol_rel(opt, xtol_rel);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
- if (xtol_abs) ret = nlopt_set_xtol_abs(opt, xtol_abs);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_set_maxeval(opt, maxeval);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_set_maxtime(opt, maxtime);
- if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
-
- ret = nlopt_optimize(opt, x, minf);
-
- nlopt_destroy(opt);
- return ret;
+ char *fc_data = (char *) fc_data_;
+ char *h_data = (char *) h_data_;
+ nlopt_opt opt;
+ nlopt_result ret;
+ int i;
+
+ if (n < 0 || m < 0 || p < 0)
+ return NLOPT_INVALID_ARGS;
+
+ opt = nlopt_create(algorithm, (unsigned) n);
+ if (!opt)
+ return NLOPT_INVALID_ARGS;
+
+ ret = nlopt_set_min_objective(opt, (nlopt_func) f, f_data);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ for (i = 0; i < m; ++i) {
+ ret = nlopt_add_inequality_constraint(opt, (nlopt_func) fc, fc_data + i * fc_datum_size, 0.0);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+ }
+
+ (void) htol_rel; /* unused */
+ for (i = 0; i < p; ++i) {
+ ret = nlopt_add_equality_constraint(opt, (nlopt_func) h, h_data + i * h_datum_size, htol_abs);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+ }
+
+ ret = nlopt_set_lower_bounds(opt, lb);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+ ret = nlopt_set_upper_bounds(opt, ub);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_set_stopval(opt, minf_max);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_set_ftol_rel(opt, ftol_rel);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+ ret = nlopt_set_ftol_abs(opt, ftol_abs);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_set_xtol_rel(opt, xtol_rel);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+ if (xtol_abs)
+ ret = nlopt_set_xtol_abs(opt, xtol_abs);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_set_maxeval(opt, maxeval);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_set_maxtime(opt, maxtime);
+ if (ret != NLOPT_SUCCESS) {
+ nlopt_destroy(opt);
+ return ret;
+ }
+
+ ret = nlopt_optimize(opt, x, minf);
+
+ nlopt_destroy(opt);
+ return ret;
}
-nlopt_result
-NLOPT_STDCALL nlopt_minimize_constrained(
- 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,
- 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)
+nlopt_result NLOPT_STDCALL nlopt_minimize_constrained(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, 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)
{
- return nlopt_minimize_econstrained(
- algorithm, n, f, f_data,
- m, fc, fc_data, fc_datum_size, 0, NULL, NULL, 0,
- lb, ub, x, minf, minf_max, ftol_rel, ftol_abs,
- xtol_rel, xtol_abs, ftol_rel, ftol_abs, maxeval, maxtime);
+ return nlopt_minimize_econstrained(algorithm, n, f, f_data,
+ m, fc, fc_data, fc_datum_size, 0, NULL, NULL, 0, lb, ub, x, minf, minf_max, ftol_rel, ftol_abs, xtol_rel, xtol_abs, ftol_rel, ftol_abs, maxeval, maxtime);
}
-nlopt_result
-NLOPT_STDCALL nlopt_minimize(
- nlopt_algorithm algorithm,
- 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)
+nlopt_result NLOPT_STDCALL nlopt_minimize(nlopt_algorithm algorithm, 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)
{
- return nlopt_minimize_constrained(
- algorithm, n, f, f_data, 0, NULL, NULL, 0,
- lb, ub, x, minf, minf_max, ftol_rel, ftol_abs,
- xtol_rel, xtol_abs, maxeval, maxtime);
+ return nlopt_minimize_constrained(algorithm, n, f, f_data, 0, NULL, NULL, 0, lb, ub, x, minf, minf_max, ftol_rel, ftol_abs, xtol_rel, xtol_abs, maxeval, maxtime);
}
~ianmdlvl / nlopt.git / blobdiff