/* Copyright (c) 2007-2014 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. */ #ifndef NLOPT_H #define NLOPT_H #include /* for ptrdiff_t and size_t */ /* Change 0 to 1 to use stdcall convention under Win32 */ #if 0 && (defined(_WIN32) || defined(__WIN32__)) # if defined(__GNUC__) # define NLOPT_STDCALL __attribute__((stdcall)) # elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED) # define NLOPT_STDCALL __stdcall # else # define NLOPT_STDCALL # endif #else # define NLOPT_STDCALL #endif /* for Windows compilers, you should add a line #define NLOPT_DLL when using NLopt from a DLL, in order to do the proper Windows importing nonsense. */ #if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__)) && !defined(__LCC__) /* annoying Windows syntax for calling functions in a DLL */ # if defined(NLOPT_DLL_EXPORT) # define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL # else # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL # endif #else # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL #endif #ifdef __cplusplus extern "C" { #endif /* __cplusplus */ typedef double (*nlopt_func) (unsigned n, const double *x, double *gradient, /* NULL if not needed */ void *func_data); typedef void (*nlopt_mfunc) (unsigned m, double *result, unsigned n, const double *x, double *gradient, /* NULL if not needed */ void *func_data); /* A preconditioner, which preconditions v at x to return vpre. (The meaning of "preconditioning" is algorithm-dependent.) */ typedef void (*nlopt_precond) (unsigned n, const double *x, const double *v, double *vpre, void *data); typedef enum { /* Naming conventions: NLOPT_{G/L}{D/N}_* = global/local derivative/no-derivative optimization, respectively *_RAND algorithms involve some randomization. *_NOSCAL algorithms are *not* scaled to a unit hypercube (i.e. they are sensitive to the units of x) */ NLOPT_GN_DIRECT = 0, NLOPT_GN_DIRECT_L, NLOPT_GN_DIRECT_L_RAND, NLOPT_GN_DIRECT_NOSCAL, NLOPT_GN_DIRECT_L_NOSCAL, NLOPT_GN_DIRECT_L_RAND_NOSCAL, NLOPT_GN_ORIG_DIRECT, NLOPT_GN_ORIG_DIRECT_L, NLOPT_GD_STOGO, NLOPT_GD_STOGO_RAND, NLOPT_LD_LBFGS_NOCEDAL, NLOPT_LD_LBFGS, NLOPT_LN_PRAXIS, NLOPT_LD_VAR1, NLOPT_LD_VAR2, NLOPT_LD_TNEWTON, NLOPT_LD_TNEWTON_RESTART, NLOPT_LD_TNEWTON_PRECOND, NLOPT_LD_TNEWTON_PRECOND_RESTART, NLOPT_GN_CRS2_LM, NLOPT_GN_MLSL, NLOPT_GD_MLSL, NLOPT_GN_MLSL_LDS, NLOPT_GD_MLSL_LDS, NLOPT_LD_MMA, NLOPT_LN_COBYLA, NLOPT_LN_NEWUOA, NLOPT_LN_NEWUOA_BOUND, NLOPT_LN_NELDERMEAD, NLOPT_LN_SBPLX, NLOPT_LN_AUGLAG, NLOPT_LD_AUGLAG, NLOPT_LN_AUGLAG_EQ, NLOPT_LD_AUGLAG_EQ, NLOPT_LN_BOBYQA, NLOPT_GN_ISRES, /* new variants that require local_optimizer to be set, not with older constants for backwards compatibility */ NLOPT_AUGLAG, NLOPT_AUGLAG_EQ, NLOPT_G_MLSL, NLOPT_G_MLSL_LDS, NLOPT_LD_SLSQP, NLOPT_LD_CCSAQ, NLOPT_GN_ESCH, NLOPT_GN_AGS, NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */ } nlopt_algorithm; NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a); /* nlopt_algorithm enum <-> string conversion */ NLOPT_EXTERN(const char *) nlopt_algorithm_to_string(nlopt_algorithm algorithm); NLOPT_EXTERN(nlopt_algorithm) nlopt_algorithm_from_string(const char *name); typedef enum { NLOPT_FAILURE = -1, /* generic failure code */ NLOPT_INVALID_ARGS = -2, NLOPT_OUT_OF_MEMORY = -3, NLOPT_ROUNDOFF_LIMITED = -4, NLOPT_FORCED_STOP = -5, NLOPT_NUM_FAILURES = -6, /* not a result, just the number of possible failures */ NLOPT_SUCCESS = 1, /* generic success code */ NLOPT_STOPVAL_REACHED = 2, NLOPT_FTOL_REACHED = 3, NLOPT_XTOL_REACHED = 4, NLOPT_MAXEVAL_REACHED = 5, NLOPT_MAXTIME_REACHED = 6, NLOPT_NUM_RESULTS /* not a result, just the number of possible successes */ } nlopt_result; /* nlopt_result enum <-> string conversion */ NLOPT_EXTERN(const char *) nlopt_result_to_string(nlopt_result algorithm); NLOPT_EXTERN(nlopt_result) nlopt_result_from_string(const char *name); #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED NLOPT_EXTERN(void) nlopt_srand(unsigned long seed); NLOPT_EXTERN(void) nlopt_srand_time(void); NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix); /*************************** OBJECT-ORIENTED API **************************/ /* The style here is that we create an nlopt_opt "object" (an opaque pointer), then set various optimization parameters, and then execute the algorithm. In this way, we can add more and more optimization parameters (including algorithm-specific ones) without breaking backwards compatibility, having functions with zillions of parameters, or relying non-reentrantly on global variables.*/ struct nlopt_opt_s; /* opaque structure, defined internally */ typedef struct nlopt_opt_s *nlopt_opt; /* the only immutable parameters of an optimization are the algorithm and the dimension n of the problem, since changing either of these could have side-effects on lots of other parameters */ NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n); NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt); NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x, double *opt_f); NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f, void *f_data); NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f, void *f_data); NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data); NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data); NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt); NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt); NLOPT_EXTERN(const char *) nlopt_get_errmsg(nlopt_opt opt); /* generic algorithm parameters: */ NLOPT_EXTERN(nlopt_result) nlopt_set_param(nlopt_opt opt, const char *name, double val); NLOPT_EXTERN(double) nlopt_get_param(const nlopt_opt opt, const char *name, double defaultval); NLOPT_EXTERN(int) nlopt_has_param(const nlopt_opt opt, const char *name); NLOPT_EXTERN(unsigned) nlopt_num_params(const nlopt_opt opt); NLOPT_EXTERN(const char *) nlopt_nth_param(const nlopt_opt opt, unsigned n); /* constraints: */ NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt, const double *lb); NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb); NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bound(nlopt_opt opt, int i, double lb); NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt, double *lb); NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt, const double *ub); NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub); NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bound(nlopt_opt opt, int i, double ub); NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt, double *ub); NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt, nlopt_func fc, void *fc_data, double tol); NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data, double tol); NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc fc, void *fc_data, const double *tol); NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt, nlopt_func h, void *h_data, double tol); NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data, double tol); NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc h, void *h_data, const double *tol); /* stopping criteria: */ NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval); NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol); NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol); NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol); NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol); NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol); NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt, double *tol); NLOPT_EXTERN(nlopt_result) nlopt_set_x_weights1(nlopt_opt opt, double w); NLOPT_EXTERN(nlopt_result) nlopt_set_x_weights(nlopt_opt opt, const double *w); NLOPT_EXTERN(nlopt_result) nlopt_get_x_weights(const nlopt_opt opt, double *w); NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval); NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt); NLOPT_EXTERN(int) nlopt_get_numevals(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime); NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val); NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt); /* more algorithm-specific parameters */ NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt, const nlopt_opt local_opt); NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop); NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim); NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt); NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt, const double *x); NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt, const double *dx); NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx); NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt, const double *x, double *dx); /* the following are functions mainly designed to be used internally by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and nlopt_copy to do something to the f_data pointers (e.g. free or duplicate them, respectively) */ typedef void *(*nlopt_munge) (void *p); NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt, nlopt_munge munge_on_destroy, nlopt_munge munge_on_copy); typedef void *(*nlopt_munge2) (void *p, void *data); NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt, nlopt_munge2 munge, void *data); /*************************** DEPRECATED API **************************/ /* The new "object-oriented" API is preferred, since it allows us to gracefully add new features and algorithm-specific options in a re-entrant way, and we can automatically assume reasonable defaults for unspecified parameters. */ /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning for code that uses a deprecated function */ #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0)) # define NLOPT_DEPRECATED __attribute__((deprecated)) #else # define NLOPT_DEPRECATED #endif typedef double (*nlopt_func_old) (int n, const double *x, double *gradient, /* NULL if not needed */ void *func_data); NLOPT_EXTERN(nlopt_result) 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_DEPRECATED; 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, 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_DEPRECATED; 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, 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_DEPRECATED; NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm * deriv, nlopt_algorithm * nonderiv, int *maxeval) NLOPT_DEPRECATED; NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv, nlopt_algorithm nonderiv, int maxeval) NLOPT_DEPRECATED; NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED; NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED; /*********************************************************************/ #ifdef __cplusplus } /* extern "C" */ #endif /* __cplusplus */ #endif