support inequality constraints directly in ORIG_DIRECT

darcs-hash:20100507234805-c8de0-7419b76ac7a7dde36b4c7cc380ea3be74ba583ef.gz

diff --git a/api/optimize.c b/api/optimize.c
index 1bc461e5c135eb6396e6b700672eb496f6a1a348..a684e9a7f5c081428f087d77a2bed63544601527 100644 (file)
--- a/api/optimize.c
+++ b/api/optimize.c
@@ -63,16 +63,10 @@ static int my_isnan(double x) { return x != x; }
 
 /*********************************************************************/
 
-typedef struct {
-     nlopt_func f;
-     void *f_data;
-     const double *lb, *ub;
-} nlopt_data;
-
 static double f_bound(int n, const double *x, void *data_)
 {
      int i;
-     nlopt_data *data = (nlopt_data *) data_;
+     nlopt_opt data = (nlopt_opt) data_;
      double f;
 
      /* some methods do not support bound constraints, but support
@@ -87,16 +81,20 @@ static double f_bound(int n, const double *x, void *data_)
 
 static double f_noderiv(int n, const double *x, void *data_)
 {
-     nlopt_data *data = (nlopt_data *) data_;
+     nlopt_opt data = (nlopt_opt) data_;
      return data->f((unsigned) n, x, NULL, data->f_data);
 }
 
 static double f_direct(int n, const double *x, int *undefined, void *data_)
 {
-     nlopt_data *data = (nlopt_data *) data_;
+     nlopt_opt data = (nlopt_opt) data_;
      double f;
+     unsigned i;
      f = data->f((unsigned) n, x, NULL, data->f_data);
      *undefined = isnan(f) || nlopt_isinf(f);
+     for (i = 0; i < data->m && !*undefined; ++i)
+         if (data->fc[i].f((unsigned) n, x, NULL, data->fc[i].f_data) > 0)
+              *undefined = 1;
      return f;
 }
 
@@ -148,7 +146,6 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
      nlopt_func f; void *f_data;
      unsigned n, i;
      int ni;
-     nlopt_data d;
      nlopt_stopping stop;
 
      if (!opt || !x || !minf || !opt->f
@@ -168,11 +165,6 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
 
      *minf = HUGE_VAL;
      
-     d.f = f;
-     d.f_data = f_data;
-     d.lb = lb;
-     d.ub = ub;
-
      /* make sure rand generator is inited */
      if (!nlopt_srand_called)
          nlopt_srand_time(); /* default is non-deterministic */
@@ -219,7 +211,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
         case NLOPT_GN_ORIG_DIRECT:
         case NLOPT_GN_ORIG_DIRECT_L: 
              if (!finite_domain(n, lb, ub)) return NLOPT_INVALID_ARGS;
-             switch (direct_optimize(f_direct, &d, ni, lb, ub, x, minf,
+             switch (direct_optimize(f_direct, opt, ni, lb, ub, x, minf,
                                      stop.maxeval, -1, 0.0, 0.0,
                                      pow(stop.xtol_rel, (double) n), -1.0,
                                      stop.minf_max, 0.0,
@@ -271,7 +263,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
                   if (nlopt_set_default_initial_step(opt, x) != NLOPT_SUCCESS)
                        return NLOPT_OUT_OF_MEMORY;
              }                
-             iret = nlopt_subplex(f_bound, minf, x, n, &d, &stop, opt->dx);
+             iret = nlopt_subplex(f_bound, minf, x, n, opt, &stop, opt->dx);
              if (freedx) { free(opt->dx); opt->dx = NULL; }
              switch (iret) {
                  case -2: return NLOPT_INVALID_ARGS;
@@ -293,7 +285,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
                   return NLOPT_OUT_OF_MEMORY;
              return praxis_(0.0, DBL_EPSILON, 
-                            step, ni, x, f_bound, &d, &stop, minf);
+                            step, ni, x, f_bound, opt, &stop, minf);
         }
 
 #ifdef WITH_NOCEDAL
@@ -427,7 +419,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
                   return NLOPT_OUT_OF_MEMORY;
              return newuoa(ni, 2*n+1, x, 0, 0, step,
-                           &stop, minf, f_noderiv, &d);
+                           &stop, minf, f_noderiv, opt);
         }
                                     
         case NLOPT_LN_NEWUOA_BOUND: {
@@ -435,7 +427,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
                   return NLOPT_OUT_OF_MEMORY;
              return newuoa(ni, 2*n+1, x, lb, ub, step,
-                           &stop, minf, f_noderiv, &d);
+                           &stop, minf, f_noderiv, opt);
         }
 
         case NLOPT_LN_BOBYQA: {
@@ -443,7 +435,7 @@ static nlopt_result nlopt_optimize_(nlopt_opt opt, double *x, double *minf)
              if (initial_step(opt, x, &step) != NLOPT_SUCCESS)
                   return NLOPT_OUT_OF_MEMORY;
              return bobyqa(ni, 2*n+1, x, lb, ub, step,
-                           &stop, minf, f_noderiv, &d);
+                           &stop, minf, f_noderiv, opt);
         }
 
         case NLOPT_LN_NELDERMEAD: 

diff --git a/api/options.c b/api/options.c
index 038256efe39e23d641d6ee91d97ca8bb20e462ba..83a4da670b4e120a6fca2b0a940e0347634ec9c8 100644 (file)
--- a/api/options.c
+++ b/api/options.c
@@ -288,7 +288,9 @@ nlopt_result nlopt_add_inequality_constraint(nlopt_opt opt,
          if (opt->algorithm != NLOPT_LD_MMA 
              && opt->algorithm != NLOPT_LN_COBYLA
              && !AUGLAG_ALG(opt->algorithm) 
-             && opt->algorithm != NLOPT_GN_ISRES)
+             && opt->algorithm != NLOPT_GN_ISRES
+             && opt->algorithm != NLOPT_GN_ORIG_DIRECT
+             && opt->algorithm != NLOPT_GN_ORIG_DIRECT_L)
               return NLOPT_INVALID_ARGS;
 
          return add_constraint(&opt->m, &opt->m_alloc, &opt->fc,