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.
29 #include "nlopt_config.h"
33 /* workaround for Solaris + gcc 3.4.x bug (see configure.ac) */
34 #if defined(__GNUC__) && defined(REPLACEMENT_HUGE_VAL)
36 # define HUGE_VAL REPLACEMENT_HUGE_VAL
40 /* not quite right for y == -0, but good enough for us */
41 # define copysign(x, y) ((y) < 0 ? -fabs(x) : fabs(x))
46 #endif /* __cplusplus */
48 int nlopt_isinf(double x);
49 int nlopt_isfinite(double x);
50 int nlopt_istiny(double x);
51 int nlopt_isnan(double x);
53 /* re-entrant qsort */
54 extern void nlopt_qsort_r(void *base_, size_t nmemb, size_t size, void *thunk, int (*compar) (void *, const void *, const void *));
57 extern double nlopt_seconds(void);
58 extern unsigned long nlopt_time_seed(void);
60 /* pseudorandom number generation by Mersenne twister algorithm */
61 extern void nlopt_init_genrand(unsigned long s);
62 extern double nlopt_urand(double a, double b);
63 extern int nlopt_iurand(int n);
64 extern double nlopt_nrand(double mean, double stddev);
66 /* Sobol' low-discrepancy-sequence generation */
67 typedef struct nlopt_soboldata_s *nlopt_sobol;
68 extern nlopt_sobol nlopt_sobol_create(unsigned sdim);
69 extern void nlopt_sobol_destroy(nlopt_sobol s);
70 extern void nlopt_sobol_next01(nlopt_sobol s, double *x);
71 extern void nlopt_sobol_next(nlopt_sobol s, double *x, const double *lb, const double *ub);
72 extern void nlopt_sobol_skip(nlopt_sobol s, unsigned n, double *x);
74 /* stopping criteria */
81 const double *xtol_abs;
82 int *nevals_p, maxeval;
83 double maxtime, start;
85 char **stop_msg; /* pointer to msg string to update */
87 extern int nlopt_stop_f(const nlopt_stopping * stop, double f, double oldf);
88 extern int nlopt_stop_ftol(const nlopt_stopping * stop, double f, double oldf);
89 extern int nlopt_stop_x(const nlopt_stopping * stop, const double *x, const double *oldx);
90 extern int nlopt_stop_dx(const nlopt_stopping * stop, const double *x, const double *dx);
91 extern int nlopt_stop_xs(const nlopt_stopping * stop, const double *xs, const double *oldxs, const double *scale_min, const double *scale_max);
92 extern int nlopt_stop_evals(const nlopt_stopping * stop);
93 extern int nlopt_stop_time_(double start, double maxtime);
94 extern int nlopt_stop_time(const nlopt_stopping * stop);
95 extern int nlopt_stop_evalstime(const nlopt_stopping * stop);
96 extern int nlopt_stop_forced(const nlopt_stopping * stop);
98 /* like vsprintf, but reallocs p to whatever size is needed */
99 extern char *nlopt_vsprintf(char *p, const char *format, va_list ap);
100 extern void nlopt_stop_msg(const nlopt_stopping * s, const char *format, ...)
102 __attribute__ ((format(printf, 2, 3)))
106 /* for local optimizations, temporarily setting eval/time limits */
107 extern nlopt_result nlopt_optimize_limited(nlopt_opt opt, double *x, double *minf, int maxevals, double maxtime);
109 /* data structure for nonlinear inequality or equality constraint
110 (f <= 0 or f = 0, respectively). tol (>= 0) is a tolerance
111 that is used for stopping criteria -- the point is considered
112 "feasible" for purposes of stopping if the constraint is violated
115 unsigned m; /* dimensional of constraint: mf maps R^n -> R^m */
116 nlopt_func f; /* one-dimensional constraint, requires m == 1 */
118 nlopt_precond pre; /* preconditioner for f (NULL if none or if mf) */
123 extern unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint * c);
124 extern unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint * c);
125 extern void nlopt_eval_constraint(double *result, double *grad, const nlopt_constraint * c, unsigned n, const double *x);
128 double *nlopt_compute_rescaling(unsigned n, const double *dx);
129 double *nlopt_new_rescaled(unsigned n, const double *s, const double *x);
130 void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs);
131 void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs);
132 void nlopt_reorder_bounds(unsigned n, double *lb, double *ub);
136 #endif /* __cplusplus */