1 /* Copyright (c) 2007-2014 Massachusetts Institute of Technology
3 * Permission is hereby granted, free of charge, to any person obtaining
4 * a copy of this software and associated documentation files (the
5 * "Software"), to deal in the Software without restriction, including
6 * without limitation the rights to use, copy, modify, merge, publish,
7 * distribute, sublicense, and/or sell copies of the Software, and to
8 * permit persons to whom the Software is furnished to do so, subject to
9 * the following conditions:
11 * The above copyright notice and this permission notice shall be
12 * included in all copies or substantial portions of the Software.
14 * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
15 * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
16 * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
17 * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
18 * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
19 * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
20 * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
26 #include <stddef.h> /* for ptrdiff_t and size_t */
28 /* Change 0 to 1 to use stdcall convention under Win32 */
29 #if 0 && (defined(_WIN32) || defined(__WIN32__))
30 # if defined(__GNUC__)
31 # define NLOPT_STDCALL __attribute__((stdcall))
32 # elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED)
33 # define NLOPT_STDCALL __stdcall
35 # define NLOPT_STDCALL
38 # define NLOPT_STDCALL
41 /* for Windows compilers, you should add a line
43 when using NLopt from a DLL, in order to do the proper
44 Windows importing nonsense. */
45 #if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__)) && !defined(__LCC__)
46 /* annoying Windows syntax for calling functions in a DLL */
47 # if defined(NLOPT_DLL_EXPORT)
48 # define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL
50 # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
53 # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
58 #endif /* __cplusplus */
60 typedef double (*nlopt_func) (unsigned n, const double *x,
61 double *gradient, /* NULL if not needed */
64 typedef void (*nlopt_mfunc) (unsigned m, double *result, unsigned n, const double *x,
65 double *gradient, /* NULL if not needed */
68 /* A preconditioner, which preconditions v at x to return vpre.
69 (The meaning of "preconditioning" is algorithm-dependent.) */
70 typedef void (*nlopt_precond) (unsigned n, const double *x, const double *v, double *vpre, void *data);
73 /* Naming conventions:
76 = global/local derivative/no-derivative optimization,
79 *_RAND algorithms involve some randomization.
81 *_NOSCAL algorithms are *not* scaled to a unit hypercube
82 (i.e. they are sensitive to the units of x)
87 NLOPT_GN_DIRECT_L_RAND,
88 NLOPT_GN_DIRECT_NOSCAL,
89 NLOPT_GN_DIRECT_L_NOSCAL,
90 NLOPT_GN_DIRECT_L_RAND_NOSCAL,
93 NLOPT_GN_ORIG_DIRECT_L,
98 NLOPT_LD_LBFGS_NOCEDAL,
108 NLOPT_LD_TNEWTON_RESTART,
109 NLOPT_LD_TNEWTON_PRECOND,
110 NLOPT_LD_TNEWTON_PRECOND_RESTART,
124 NLOPT_LN_NEWUOA_BOUND,
138 /* new variants that require local_optimizer to be set,
139 not with older constants for backwards compatibility */
153 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
156 NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a);
159 NLOPT_FAILURE = -1, /* generic failure code */
160 NLOPT_INVALID_ARGS = -2,
161 NLOPT_OUT_OF_MEMORY = -3,
162 NLOPT_ROUNDOFF_LIMITED = -4,
163 NLOPT_FORCED_STOP = -5,
164 NLOPT_SUCCESS = 1, /* generic success code */
165 NLOPT_STOPVAL_REACHED = 2,
166 NLOPT_FTOL_REACHED = 3,
167 NLOPT_XTOL_REACHED = 4,
168 NLOPT_MAXEVAL_REACHED = 5,
169 NLOPT_MAXTIME_REACHED = 6
172 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
174 NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
175 NLOPT_EXTERN(void) nlopt_srand_time(void);
177 NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
179 /*************************** OBJECT-ORIENTED API **************************/
180 /* The style here is that we create an nlopt_opt "object" (an opaque pointer),
181 then set various optimization parameters, and then execute the
182 algorithm. In this way, we can add more and more optimization parameters
183 (including algorithm-specific ones) without breaking backwards
184 compatibility, having functions with zillions of parameters, or
185 relying non-reentrantly on global variables.*/
187 struct nlopt_opt_s; /* opaque structure, defined internally */
188 typedef struct nlopt_opt_s *nlopt_opt;
190 /* the only immutable parameters of an optimization are the algorithm and
191 the dimension n of the problem, since changing either of these could
192 have side-effects on lots of other parameters */
193 NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
194 NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
195 NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
197 NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x, double *opt_f);
199 NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f, void *f_data);
200 NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f, void *f_data);
202 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
203 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
205 NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
206 NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
208 NLOPT_EXTERN(const char *) nlopt_get_errmsg(nlopt_opt opt);
212 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt, const double *lb);
213 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
214 NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt, double *lb);
215 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt, const double *ub);
216 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
217 NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt, double *ub);
219 NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
220 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt, nlopt_func fc, void *fc_data, double tol);
221 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data, double tol);
222 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc fc, void *fc_data, const double *tol);
224 NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
225 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt, nlopt_func h, void *h_data, double tol);
226 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data, double tol);
227 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc h, void *h_data, const double *tol);
229 /* stopping criteria: */
231 NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
232 NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
234 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
235 NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
236 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
237 NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
239 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
240 NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
241 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
242 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
243 NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt, double *tol);
245 NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
246 NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt);
248 NLOPT_EXTERN(int) nlopt_get_numevals(const nlopt_opt opt);
250 NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
251 NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt);
253 NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
254 NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
255 NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt);
257 /* more algorithm-specific parameters */
259 NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt, const nlopt_opt local_opt);
261 NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
262 NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
264 NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim);
265 NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt);
267 NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt, const double *x);
268 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt, const double *dx);
269 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
270 NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt, const double *x, double *dx);
272 /* the following are functions mainly designed to be used internally
273 by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
274 nlopt_copy to do something to the f_data pointers (e.g. free or
275 duplicate them, respectively) */
276 typedef void *(*nlopt_munge) (void *p);
277 NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt, nlopt_munge munge_on_destroy, nlopt_munge munge_on_copy);
278 typedef void *(*nlopt_munge2) (void *p, void *data);
279 NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt, nlopt_munge2 munge, void *data);
281 /*************************** DEPRECATED API **************************/
282 /* The new "object-oriented" API is preferred, since it allows us to
283 gracefully add new features and algorithm-specific options in a
284 re-entrant way, and we can automatically assume reasonable defaults
285 for unspecified parameters. */
287 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
288 for code that uses a deprecated function */
289 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
290 # define NLOPT_DEPRECATED __attribute__((deprecated))
292 # define NLOPT_DEPRECATED
295 typedef double (*nlopt_func_old) (int n, const double *x, double *gradient, /* NULL if not needed */
298 NLOPT_EXTERN(nlopt_result) nlopt_minimize(nlopt_algorithm algorithm, int n, nlopt_func_old f, void *f_data,
299 const double *lb, const double *ub, /* bounds */
300 double *x, /* in: initial guess, out: minimizer */
301 double *minf, /* out: minimum */
302 double minf_max, double ftol_rel, double ftol_abs, double xtol_rel, const double *xtol_abs, int maxeval, double maxtime) NLOPT_DEPRECATED;
304 NLOPT_EXTERN(nlopt_result) 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,
305 const double *lb, const double *ub, /* bounds */
306 double *x, /* in: initial guess, out: minimizer */
307 double *minf, /* out: minimum */
308 double minf_max, double ftol_rel, double ftol_abs, double xtol_rel, const double *xtol_abs, int maxeval, double maxtime) NLOPT_DEPRECATED;
310 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,
311 const double *lb, const double *ub, /* bounds */
312 double *x, /* in: initial guess, out: minimizer */
313 double *minf, /* out: minimum */
314 double minf_max, double ftol_rel, double ftol_abs,
315 double xtol_rel, const double *xtol_abs, double htol_rel, double htol_abs, int maxeval, double maxtime) NLOPT_DEPRECATED;
317 NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm * deriv, nlopt_algorithm * nonderiv, int *maxeval) NLOPT_DEPRECATED;
318 NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv, nlopt_algorithm nonderiv, int maxeval) NLOPT_DEPRECATED;
320 NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
321 NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
323 /*********************************************************************/
327 #endif /* __cplusplus */