--- /dev/null
+NLopt was written/packaged by:
+
+Steven G. Johnson <stevenj@alum.mit.edu>
+
+See the subdirectories for the authors of the original nonlinear optimization
+libraries utilized by NLopt.
--- /dev/null
+NLopt combines several free/open-source nonlinear optimization libraries
+by various authors. See the COPYING files in the subdirectories for the
+original copyright and licensing information of these packages.
+
+Other portions of NLopt, including any modifications to the abovementioned
+packages, are licensed under the standard "MIT License:"
+
+Copyright (c) 2007 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
+"Software"), to deal in the Software without restriction, including
+without limitation the rights to use, copy, modify, merge, publish,
+distribute, sublicense, and/or sell copies of the Software, and to
+permit persons to whom the Software is furnished to do so, subject to
+the following conditions:
+
+The above copyright notice and this permission notice shall be
+included in all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
--- /dev/null
+/* Copyright (c) 2007 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
+ * "Software"), to deal in the Software without restriction, including
+ * without limitation the rights to use, copy, modify, merge, publish,
+ * distribute, sublicense, and/or sell copies of the Software, and to
+ * permit persons to whom the Software is furnished to do so, subject to
+ * the following conditions:
+ *
+ * The above copyright notice and this permission notice shall be
+ * included in all copies or substantial portions of the Software.
+ *
+ * THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
+ * EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
+ * MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
+ * NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
+ * LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
+ * OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
+ * WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
+ */
+
--- /dev/null
+Generated automatically by 'make darcs-dist'
--- /dev/null
+OPTIONS_AUTOMAKE=gnu
+lib_LTLIBRARIES = libnlopt.la
+
+ACLOCAL_AMFLAGS=-I ./m4
+
+SUBDIRS=lbfgs subplex direct stogo api
+EXTRA_DIST=COPYRIGHT autogen.sh nlopt.pc.in m4
+
+libnlopt_la_SOURCES =
+libnlopt_la_LIBADD = lbfgs/liblbfgs.la subplex/libsubplex.la direct/libdirect.la stogo/libstogo.la api/libapi.la
+
+libnlopt_la_LDFLAGS = -no-undefined -version-info @SHARED_VERSION_INFO@
+
+pkgconfigdir = $(libdir)/pkgconfig
+pkgconfig_DATA = nlopt.pc
+
+# Somewhat hackish. The "right" way to do this is by a dist-hook target,
+# but then darcs check will fail because it doesn't run in the darcs
+# repository.
+darcs-dist: distdir
+ darcs changes --summary > $(distdir)/ChangeLog
+ tardir=$(distdir) && $(am__tar) | GZIP=$(GZIP_ENV) gzip -c >$(distdir).tar.gz
+ $(am__remove_distdir)
--- /dev/null
+No news yet.
--- /dev/null
+NLopt is a library for nonlinear local and global optimization, for
+functions with and without gradient information. It is designed as
+as simple, unified interface and packaging of several free/open-source
+nonlinear optimization libraries.
+
+It is compiled and installed with the standard GNU autoconf/automake
+commands:
+ ./configure
+ make
+ make install
+(See './configure --help' or the INSTALL file for other options.)
+
+Once it is installed, #include <nlopt.h> in your C/C++ programs and
+link it with -lnlopt -lm. You may need to use the C++ compiler to link
+in order to include the C++ libraries (which are used internally by NLopt,
+even though it has a C API).
+
+Interfaces for other languages may be added in the future.
--- /dev/null
+AM_CPPFLAGS = -I$(top_srcdir)/direct -I$(top_srcdir)/stogo -I$(top_srcdir)/lbfgs -I$(top_srcdir)/subplex
+
+include_HEADERS = nlopt.h
+noinst_LTLIBRARIES = libapi.la
+
+libapi_la_SOURCES = nlopt.c nlopt.h
#include <math.h>
#include "nlopt.h"
+#include "config.h"
+
+static int my_isinf(double x) {
+ return x == HUGE_VAL
+#ifdef HAVE_ISINF
+ || isinf(x)
+#endif
+ ;
+}
+
+#ifndef HAVE_ISNAN
+static int my_isnan(double x) { return x != x; }
+# define isnan my_isnan
+#endif
typedef struct {
nlopt_func f;
#include "subplex.h"
-double f_subplex(int n, const double *x, void *data_)
+static double f_subplex(int n, const double *x, void *data_)
{
nlopt_data *data = (nlopt_data *) data_;
- return data->f(n, x, NULL, f_data);
+ return data->f(n, x, NULL, data->f_data);
}
#include "direct.h"
-double f_direct(int n, const double *x, int *undefined_flag, void *data_)
+static double f_direct(int n, const double *x, int *undefined, void *data_)
{
nlopt_data *data = (nlopt_data *) data_;
- double f = data->f(n, x, NULL, f_data);
- *undefined_flag = isnan(f);
+ double f = data->f(n, x, NULL, data->f_data);
+ *undefined = isnan(f) || my_isinf(f);
return f;
}
-#incude "stogo.h"
+#include "stogo.h"
+#include "l-bfgs-b.h"
+
+#define MIN(a,b) ((a) < (b) ? (a) : (b))
nlopt_result nlopt_minimize(
nlopt_method method,
const double *lb, const double *ub, /* bounds */
double *x, /* in: initial guess, out: minimizer */
double *fmin, /* out: minimum */
- double fmin_max, ftol_rel, double ftol_abs,
+ double fmin_max, double ftol_rel, double ftol_abs,
double xtol_rel, const double *xtol_abs,
int maxeval, double maxtime)
{
xtol_rel, xtol_rel,
DIRECT_UNKNOWN_FGLOBAL, -1.0,
NULL, DIRECT_GABLONSKY)) {
- DIRECT_INVALID_BOUNDS:
- DIRECT_MAXFEVAL_TOOBIG:
- DIRECT_INVALID_ARGS:
- return NLOPT_INVALID_ARGS;
- DIRECT_INIT_FAILED:
- DIRECT_SAMPLEPOINTS_FAILED:
- DIRECT_SAMPLE_FAILED:
- return NLOPT_FAILURE;
- DIRECT_MAXFEVAL_EXCEEDED:
- DIRECT_MAXITER_EXCEEDED:
- return NLOPT_MAXEVAL_REACHED;
- DIRECT_GLOBAL_FOUND:
- return NLOPT_SUCCESS;
- DIRECT_VOLTOL:
- DIRECT_SIGMATOL:
- return NLOPT_XTOL_REACHED;
- DIRECT_OUT_OF_MEMORY:
- return NLOPT_OUT_OF_MEMORY;
+ case DIRECT_INVALID_BOUNDS:
+ case DIRECT_MAXFEVAL_TOOBIG:
+ case DIRECT_INVALID_ARGS:
+ return NLOPT_INVALID_ARGS;
+ case DIRECT_INIT_FAILED:
+ case DIRECT_SAMPLEPOINTS_FAILED:
+ case DIRECT_SAMPLE_FAILED:
+ return NLOPT_FAILURE;
+ case DIRECT_MAXFEVAL_EXCEEDED:
+ case DIRECT_MAXITER_EXCEEDED:
+ return NLOPT_MAXEVAL_REACHED;
+ case DIRECT_GLOBAL_FOUND:
+ return NLOPT_SUCCESS;
+ case DIRECT_VOLTOL:
+ case DIRECT_SIGMATOL:
+ return NLOPT_XTOL_REACHED;
+ case DIRECT_OUT_OF_MEMORY:
+ return NLOPT_OUT_OF_MEMORY;
}
break;
for (i = 0; i < n; ++i)
scale[i] = fabs(ub[i] - lb[i]);
iret = subplex(f_subplex, fmin, x, n, &d, xtol_rel, maxeval,
- fmin_max, !isinf(fmin_max), scale);
+ fmin_max, !my_isinf(fmin_max), scale);
free(scale);
switch (iret) {
- -2: return NLOPT_INVALID_ARGS;
- -1: return NLOPT_MAXEVAL_REACHED;
- 0: return NLOPT_XTOL_REACHED;
- 1: return NLOPT_SUCCESS;
- 2: return NLOPT_FMIN_MAX_REACHED;
+ case -2: return NLOPT_INVALID_ARGS;
+ case -1: return NLOPT_MAXEVAL_REACHED;
+ case 0: return NLOPT_XTOL_REACHED;
+ case 1: return NLOPT_SUCCESS;
+ case 2: return NLOPT_FMIN_MAX_REACHED;
}
break;
}
int iret, i, *nbd = (int *) malloc(sizeof(int) * n);
if (!nbd) return NLOPT_OUT_OF_MEMORY;
for (i = 0; i < n; ++i) {
- int linf = isinf(lb[i]) && lb[i] < 0;
- int uinf = isinf(ub[i]) && ub[i] > 0;
+ int linf = my_isinf(lb[i]) && lb[i] < 0;
+ int uinf = my_isinf(ub[i]) && ub[i] > 0;
nbd[i] = linf && uinf ? 0 : (uinf ? 1 : (linf ? 3 : 2));
}
iret = lbfgsb_minimize(n, f, f_data, x, nbd, lb, ub,
free(nbd);
if (iret <= 0) {
switch (iret) {
- -1: return NLOPT_INVALID_ARGS;
- -2: default: return NLOPT_FAILURE;
+ case -1: return NLOPT_INVALID_ARGS;
+ case -2: default: return NLOPT_FAILURE;
}
}
else {
*fmin = f(n, x, NULL, f_data);
switch (iret) {
- 5: return NLOPT_MAXEVAL_REACHED;
- 2: return NLOPT_XTOL_REACHED;
- 1: return NLOPT_FTOL_REACHED;
+ case 5: return NLOPT_MAXEVAL_REACHED;
+ case 2: return NLOPT_XTOL_REACHED;
+ case 1: return NLOPT_FTOL_REACHED;
default: return NLOPT_SUCCESS;
}
}
typedef enum {
/* non-gradient methods */
NLOPT_GLOBAL_DIRECT,
- NLOPT_LOCAL_SUBPLEX
+ NLOPT_LOCAL_SUBPLEX,
/* gradient-based methods */
NLOPT_GLOBAL_STOGO,
- NLOPT_LOCAL_LBFGS,
+ NLOPT_LOCAL_LBFGS
} nlopt_method;
typedef enum {
const double *lb, const double *ub, /* bounds */
double *x, /* in: initial guess, out: minimizer */
double *fmin, /* out: minimum */
- double fmin_max, ftol_rel, double ftol_abs,
+ double fmin_max, double ftol_rel, double ftol_abs,
double xtol_rel, const double *xtol_abs,
int maxeval, double maxtime);
--- /dev/null
+dnl Process this file with autoconf to produce a configure script.
+AC_INIT(nlopt, 0.1, stevenj@alum.mit.edu)
+AC_CONFIG_SRCDIR(api/nlopt.h)
+SHARED_VERSION_INFO="0:0:0" # CURRENT:REVISION:AGE
+
+AM_INIT_AUTOMAKE(1.7)
+AM_CONFIG_HEADER(config.h)
+AM_MAINTAINER_MODE
+AC_SUBST(SHARED_VERSION_INFO)
+AC_DISABLE_SHARED dnl to hell with shared libraries
+
+dnl Checks for programs.
+AC_PROG_CC
+AC_PROG_CXX
+AC_PROG_CC_STDC
+AC_PROG_INSTALL
+AC_PROG_LN_S
+AC_PROG_MAKE_SET
+AC_LIBTOOL_WIN32_DLL
+AC_PROG_LIBTOOL
+
+dnl Checks for typedefs, structures, and compiler characteristics.
+AC_HEADER_STDC
+AC_HEADER_TIME
+AC_C_CONST
+AC_C_INLINE
+
+dnl Checks for libraries and functions
+AC_CHECK_LIB(m, sin)
+AC_CHECK_FUNCS([BSDgettimeofday gettimeofday])
+
+AC_MSG_CHECKING([for isnan])
+AC_TRY_LINK([#include <math.h>
+], if (!isnan(3.14159)) isnan(2.7183);, ok=yes, ok=no)
+if test "$ok" = "yes"; then
+ AC_DEFINE(HAVE_ISNAN,1,[Define if the isnan() function/macro is available.])
+fi
+AC_MSG_RESULT(${ok})
+
+AC_MSG_CHECKING([for isinf])
+AC_TRY_LINK([#include <math.h>
+], if (!isinf(3.14159)) isinf(2.7183);, ok=yes, ok=no)
+if test "$ok" = "yes"; then
+ AC_DEFINE(HAVE_ISINF,1,[Define if the isinf() function/macro is available.])
+fi
+AC_MSG_RESULT(${ok})
+
+dnl -----------------------------------------------------------------------
+dnl Debugging
+
+AC_ARG_ENABLE(debug, [AC_HELP_STRING([--enable-debug],[compile with extra runtime checks for debugging])], ok=$enableval, ok=no)
+if test "$ok" = "yes"; then
+ AC_DEFINE(DEBUG,1,[Define to enable extra debugging code.])
+fi
+
+dnl override CFLAGS selection when debugging
+if test "${enable_debug}" = "yes"; then
+ CFLAGS="-g"
+ CXXFLAGS="-g"
+ FFLAGS="-g"
+fi
+
+dnl add gcc warnings, in debug/maintainer mode only
+if test "$enable_debug" = yes || test "$USE_MAINTAINER_MODE" = yes; then
+if test $ac_cv_prog_gcc = yes; then
+ if test "$ac_test_CFLAGS" != "set"; then
+ CFLAGS="$CFLAGS -Wall -W -Wcast-qual -Wpointer-arith -Wcast-align -pedantic -Wshadow -Wbad-function-cast -Wwrite-strings -Wstrict-prototypes -Wredundant-decls -Wnested-externs -Wundef -Wconversion -Wmissing-prototypes -Wmissing-declarations"
+ fi
+ if test "$ac_test_CXXFLAGS" != "set"; then
+ CXXFLAGS="$CXXFLAGS -Wall -W -Wcast-qual -Wpointer-arith -Wcast-align -pedantic -Wshadow -Wwrite-strings -Wredundant-decls -Wundef -Wconversion"
+ fi
+fi
+fi
+
+dnl -----------------------------------------------------------------------
+
+AC_CONFIG_FILES([
+ Makefile
+ nlopt.pc
+ api/Makefile
+ direct/Makefile
+ stogo/Makefile
+ lbfgs/Makefile
+ subplex/Makefile
+])
+
+AC_OUTPUT
doublereal helplower;
integer i___, j___;
doublereal helpgreater;
- integer novaluedeep;
+ integer novaluedeep = 0;
doublereal help2;
integer novalue;
*free = 1;
} /* dirinitlist_ */
-/* +-----------------------------------------------------------------------+ */
-/* | SUBROUTINE DIRSort3 | */
-/* +-----------------------------------------------------------------------+ */
-/* Subroutine */ static void dirsort3_(integer *pos1, integer *pos2, integer *pos3,
- doublereal *f, integer *maxfunc)
-{
- /* System generated locals */
- integer f_dim1, f_offset;
-
- /* Local variables */
- integer help;
-
- /* Parameter adjustments */
- f_dim1 = *maxfunc;
- f_offset = 1 + f_dim1;
- f -= f_offset;
-
- /* Function Body */
- if (f[*pos1 + f_dim1] < f[*pos2 + f_dim1]) {
- if (f[*pos1 + f_dim1] < f[*pos3 + f_dim1]) {
- if (f[*pos3 + f_dim1] < f[*pos2 + f_dim1]) {
- help = *pos2;
- *pos2 = *pos3;
- *pos3 = help;
- }
- } else {
- help = *pos1;
- *pos1 = *pos3;
- *pos3 = *pos2;
- *pos2 = help;
- }
- } else {
- if (f[*pos2 + f_dim1] < f[*pos3 + f_dim1]) {
- if (f[*pos3 + f_dim1] < f[*pos1 + f_dim1]) {
- help = *pos1;
- *pos1 = *pos2;
- *pos2 = *pos3;
- *pos3 = help;
- } else {
- help = *pos1;
- *pos1 = *pos2;
- *pos2 = help;
- }
- } else {
- help = *pos1;
- *pos1 = *pos3;
- *pos3 = help;
- }
- }
-} /* dirsort3_ */
-
-/* +-----------------------------------------------------------------------+ */
-/* | SUBROUTINE DIRInsert3 | */
-/* +-----------------------------------------------------------------------+ */
-/* Subroutine */ void direct_dirinsert3_(integer *pos1, integer *pos2, integer *pos3,
- integer *deep, integer *anchor, integer *point, integer *free,
- doublereal *f, doublereal *fmin, integer *minpos, integer *maxfunc,
- integer *maxdeep)
-{
- /* System generated locals */
- integer f_dim1, f_offset;
-
- /* Local variables */
- integer pos;
-
- /* Parameter adjustments */
- f_dim1 = *maxfunc;
- f_offset = 1 + f_dim1;
- f -= f_offset;
- --point;
- ++anchor;
-
- /* Function Body */
- dirsort3_(pos1, pos2, pos3, &f[f_offset], maxfunc);
- if (anchor[*deep] == 0) {
- anchor[*deep] = *pos1;
- point[*pos1] = *pos2;
- point[*pos2] = *pos3;
- point[*pos3] = 0;
- } else {
- pos = anchor[*deep];
- if (f[*pos1 + f_dim1] < f[pos + f_dim1]) {
- anchor[*deep] = *pos1;
- point[*pos1] = pos;
- } else {
- dirinsert_(&pos, pos1, &point[1], &f[f_offset], maxfunc);
- }
- dirinsert_(&pos, pos2, &point[1], &f[f_offset], maxfunc);
- dirinsert_(&pos, pos3, &point[1], &f[f_offset], maxfunc);
- }
- if (f[*pos1 + f_dim1] < *fmin && f[*pos1 + (f_dim1 << 1)] == 0.) {
- *fmin = f[*pos1 + f_dim1];
- *minpos = *pos1;
- }
-} /* dirinsert3_ */
-
/* +-----------------------------------------------------------------------+ */
/* | | */
/* | SUBROUTINE DIRPREPRC | */
}
} /* dirsummary_ */
-
-/* Subroutine */ void direct_dirmaxf_to_high1__(integer *maxf, integer *maxfunc,
- FILE *logfile)
-{
- if (logfile) {
- fprintf(logfile,
-"The maximum number of function evaluations (%d)\n"
-"is higher than the constant maxfunc (%d). Increase maxfunc\n"
-"in the SUBROUTINE DIRECT or decrease the maximum number\n"
- "of function evaluations.\n", *maxf, *maxfunc);
- }
-} /* dirmaxf_to_high1__ */
-
-/* Subroutine */ void direct_dirmaxt_to_high1__(integer *maxt, integer *maxdeep,
- FILE *logfile)
-{
- if (logfile) {
- fprintf(logfile,
-"The maximum number of iterations (%d) is higher than the constant\n"
-"maxdeep (%d). Increase maxdeep or decrease the number of iterations.\n",
- *maxt, *maxdeep);
- }
-} /* dirmaxt_to_high1__ */
-
--- /dev/null
+noinst_LTLIBRARIES = libdirect.la
+libdirect_la_SOURCES = DIRect.c direct_wrap.c DIRserial.c DIRsubrout.c \
+direct-internal.h direct.h
+
+EXTRA_DIST = AUTHORS COPYING DIRparallel.c tstc.c userguide.ps.gz
#define MIN(a,b) ((a) < (b) ? (a) : (b))
#define MAX(a,b) ((a) > (b) ? (a) : (b))
-/* DIRect.c */
-extern void direct_dirsamplef_(
- doublereal *c__, integer *arrayi, doublereal
- *delta, integer *sample, integer *new__, integer *length,
- FILE *logfile, doublereal *f, integer *free, integer *maxi,
- integer *point, fp fcn, doublereal *x, doublereal *l, doublereal *
- fmin, integer *minpos, doublereal *u, integer *n, integer *maxfunc,
- integer *maxdeep, integer *oops, doublereal *fmax, integer *
- ifeasiblef, integer *iinfesiblef, void *fcndata);
-
/* DIRsubrout.c */
extern void direct_dirheader_(
ifeasiblef, integer *iinfesiblef, void *fcn_data);
/* DIRect.c */
-
extern void direct_direct_(
fp fcn, doublereal *x, integer *n, doublereal *eps, doublereal epsabs,
integer *maxf, integer *maxt, doublereal *fmin, doublereal *l,
#define DIRECT_H
#include <math.h>
+#include <stdio.h>
#ifdef __cplusplus
extern "C"
--- /dev/null
+noinst_LTLIBRARIES = liblbfgs.la
+liblbfgs_la_SOURCES = ap.cpp ap.h l-bfgs-b.cpp l-bfgs-b.h
+
+EXTRA_DIST =
--- /dev/null
+prefix=@prefix@
+exec_prefix=@exec_prefix@
+libdir=@libdir@
+includedir=@includedir@
+
+Name: NLopt
+Description: nonlinear optimization libary
+Version: @VERSION@
+Libs: -L${libdir} -lnlopt -lm
+Cflags: -I${includedir}
--- /dev/null
+noinst_LTLIBRARIES = libstogo.la
+libstogo_la_SOURCES = global.cc linalg.cc local.cc stogo.cc tools.cc \
+global.h linalg.h local.h stogo_config.h stogo.h tools.h
+
+EXTRA_DIST = testros.cc tst.cc tstc.c prog.cc testfun.h rosen.h README
return Objective(xy);
case GRADIENT_ONLY:
Gradient(xy, grad);
- return 0.0;
}
+ return 0.0;
}
Global(RTBox, Pobj, Pgrad, GlobalParams);
case OBJECTIVE_ONLY:
return my_func(xy.GetLength(), xy.raw_data_const(), NULL, my_data);
}
+ return 0.0;
}
};
--- /dev/null
+noinst_LTLIBRARIES = libsubplex.la
+libsubplex_la_SOURCES = subplex.c subplex.h
+
+EXTRA_DIST = README
-lf2c -lm (in that order)
*/
-static int dcopy_(integer *n, doublereal *dx, integer *incx,
+static int dcopy_(integer *n, const doublereal *dx, integer *incx,
doublereal *dy, integer *incy)
{
/* System generated locals */
integer i__1;
doublereal ret_val, d__1;
- /* Builtin functions */
- double sqrt(doublereal);
-
/* Local variables */
integer i__;
doublereal scale, absxmy, sum;
/* System generated locals */
doublereal d__1, d__2, d__3;
- /* Builtin functions */
- double sqrt(doublereal);
-
/* Local variables */
static doublereal fscale;
static integer nsv;
*/
static int subplx_(D_fp f, void *fdata, integer *n, doublereal *tol, integer *
- maxnfe, integer *mode, doublereal *scale, doublereal *x, doublereal *
+ maxnfe, integer *mode, const doublereal *scale, doublereal *x, doublereal *
fx, integer *nfe, doublereal *work, integer *iwork, integer *iflag)
{
/* Initialized data */
~ianmdlvl / nlopt.git / commitdiff