1 /* Copyright (c) 2007-2014 Massachusetts Institute of Technology 2 * 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: 10 * 11 * The above copyright notice and this permission notice shall be 12 * included in all copies or substantial portions of the Software. 13 * 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. 21 */ 22 23 #ifndef NLOPT_H 24 #define NLOPT_H 25 26 #include <stddef.h> /* for ptrdiff_t and size_t */ 27 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 34 # else 35 # define NLOPT_STDCALL 36 # endif 37 #else 38 # define NLOPT_STDCALL 39 #endif 40 41 /* for Windows compilers, you should add a line 42 #define NLOPT_DLL 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 49 # else 50 # define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL 51 # endif 52 #else 53 # define NLOPT_EXTERN(T) extern T NLOPT_STDCALL 54 #endif 55 56 #ifdef __cplusplus 57 extern "C" 58 { 59 #endif /* __cplusplus */ 60 61 typedef double (*nlopt_func)(unsigned n, const double *x, 62 double *gradient, /* NULL if not needed */ 63 void *func_data); 64 65 typedef void (*nlopt_mfunc)(unsigned m, double *result, 66 unsigned n, const double *x, 67 double *gradient, /* NULL if not needed */ 68 void *func_data); 69 70 /* A preconditioner, which preconditions v at x to return vpre. 71 (The meaning of "preconditioning" is algorithm-dependent.) */ 72 typedef void (*nlopt_precond)(unsigned n, const double *x, const double *v, 73 double *vpre, void *data); 74 75 typedef enum { 76 /* Naming conventions: 77 78 NLOPT_{G/L}{D/N}_* 79 = global/local derivative/no-derivative optimization, 80 respectively 81 82 *_RAND algorithms involve some randomization. 83 84 *_NOSCAL algorithms are *not* scaled to a unit hypercube 85 (i.e. they are sensitive to the units of x) 86 */ 87 88 NLOPT_GN_DIRECT = 0, 89 NLOPT_GN_DIRECT_L, 90 NLOPT_GN_DIRECT_L_RAND, 91 NLOPT_GN_DIRECT_NOSCAL, 92 NLOPT_GN_DIRECT_L_NOSCAL, 93 NLOPT_GN_DIRECT_L_RAND_NOSCAL, 94 95 NLOPT_GN_ORIG_DIRECT, 96 NLOPT_GN_ORIG_DIRECT_L, 97 98 NLOPT_GD_STOGO, 99 NLOPT_GD_STOGO_RAND, 100 101 NLOPT_LD_LBFGS_NOCEDAL, 102 103 NLOPT_LD_LBFGS, 104 105 NLOPT_LN_PRAXIS, 106 107 NLOPT_LD_VAR1, 108 NLOPT_LD_VAR2, 109 110 NLOPT_LD_TNEWTON, 111 NLOPT_LD_TNEWTON_RESTART, 112 NLOPT_LD_TNEWTON_PRECOND, 113 NLOPT_LD_TNEWTON_PRECOND_RESTART, 114 115 NLOPT_GN_CRS2_LM, 116 117 NLOPT_GN_MLSL, 118 NLOPT_GD_MLSL, 119 NLOPT_GN_MLSL_LDS, 120 NLOPT_GD_MLSL_LDS, 121 122 NLOPT_LD_MMA, 123 124 NLOPT_LN_COBYLA, 125 126 NLOPT_LN_NEWUOA, 127 NLOPT_LN_NEWUOA_BOUND, 128 129 NLOPT_LN_NELDERMEAD, 130 NLOPT_LN_SBPLX, 131 132 NLOPT_LN_AUGLAG, 133 NLOPT_LD_AUGLAG, 134 NLOPT_LN_AUGLAG_EQ, 135 NLOPT_LD_AUGLAG_EQ, 136 137 NLOPT_LN_BOBYQA, 138 139 NLOPT_GN_ISRES, 140 141 /* new variants that require local_optimizer to be set, 142 not with older constants for backwards compatibility */ 143 NLOPT_AUGLAG, 144 NLOPT_AUGLAG_EQ, 145 NLOPT_G_MLSL, 146 NLOPT_G_MLSL_LDS, 147 148 NLOPT_LD_SLSQP, 149 150 NLOPT_LD_CCSAQ, 151 152 NLOPT_GN_ESCH, 153 154 NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */ 155 } nlopt_algorithm; 156 157 NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a); 158 159 typedef enum { 160 NLOPT_FAILURE = -1, /* generic failure code */ 161 NLOPT_INVALID_ARGS = -2, 162 NLOPT_OUT_OF_MEMORY = -3, 163 NLOPT_ROUNDOFF_LIMITED = -4, 164 NLOPT_FORCED_STOP = -5, 165 NLOPT_SUCCESS = 1, /* generic success code */ 166 NLOPT_STOPVAL_REACHED = 2, 167 NLOPT_FTOL_REACHED = 3, 168 NLOPT_XTOL_REACHED = 4, 169 NLOPT_MAXEVAL_REACHED = 5, 170 NLOPT_MAXTIME_REACHED = 6 171 } nlopt_result; 172 173 #define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED 174 175 NLOPT_EXTERN(void) nlopt_srand(unsigned long seed); 176 NLOPT_EXTERN(void) nlopt_srand_time(void); 177 178 NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix); 179 180 /*************************** OBJECT-ORIENTED API **************************/ 181 /* The style here is that we create an nlopt_opt "object" (an opaque pointer), 182 then set various optimization parameters, and then execute the 183 algorithm. In this way, we can add more and more optimization parameters 184 (including algorithm-specific ones) without breaking backwards 185 compatibility, having functions with zillions of parameters, or 186 relying non-reentrantly on global variables.*/ 187 188 struct nlopt_opt_s; /* opaque structure, defined internally */ 189 typedef struct nlopt_opt_s *nlopt_opt; 190 191 /* the only immutable parameters of an optimization are the algorithm and 192 the dimension n of the problem, since changing either of these could 193 have side-effects on lots of other parameters */ 194 NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n); 195 NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt); 196 NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt); 197 198 NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x, 199 double *opt_f); 200 201 NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f, 202 void *f_data); 203 NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f, 204 void *f_data); 205 206 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data); 207 NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data); 208 209 NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt); 210 NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt); 211 212 /* constraints: */ 213 214 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt, 215 const double *lb); 216 NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb); 217 NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt, 218 double *lb); 219 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt, 220 const double *ub); 221 NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub); 222 NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt, 223 double *ub); 224 225 NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt); 226 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt, 227 nlopt_func fc, 228 void *fc_data, 229 double tol); 230 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint( 231 nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data, 232 double tol); 233 NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt, 234 unsigned m, 235 nlopt_mfunc fc, 236 void *fc_data, 237 const double *tol); 238 239 NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt); 240 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt, 241 nlopt_func h, 242 void *h_data, 243 double tol); 244 NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint( 245 nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data, 246 double tol); 247 NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt, 248 unsigned m, 249 nlopt_mfunc h, 250 void *h_data, 251 const double *tol); 252 253 /* stopping criteria: */ 254 255 NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval); 256 NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt); 257 258 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol); 259 NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt); 260 NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol); 261 NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt); 262 263 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol); 264 NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt); 265 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol); 266 NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol); 267 NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt, 268 double *tol); 269 270 NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval); 271 NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt); 272 273 NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime); 274 NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt); 275 276 NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt); 277 NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val); 278 NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt); 279 280 /* more algorithm-specific parameters */ 281 282 NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt, 283 const nlopt_opt local_opt); 284 285 NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop); 286 NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt); 287 288 NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim); 289 NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt); 290 291 NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt, 292 const double *x); 293 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt, 294 const double *dx); 295 NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx); 296 NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt, 297 const double *x, double *dx); 298 299 /* the following are functions mainly designed to be used internally 300 by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and 301 nlopt_copy to do something to the f_data pointers (e.g. free or 302 duplicate them, respectively) */ 303 typedef void* (*nlopt_munge)(void *p); 304 NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt, 305 nlopt_munge munge_on_destroy, 306 nlopt_munge munge_on_copy); 307 typedef void* (*nlopt_munge2)(void *p, void *data); 308 NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt, 309 nlopt_munge2 munge, void *data); 310 311 /*************************** DEPRECATED API **************************/ 312 /* The new "object-oriented" API is preferred, since it allows us to 313 gracefully add new features and algorithm-specific options in a 314 re-entrant way, and we can automatically assume reasonable defaults 315 for unspecified parameters. */ 316 317 /* Where possible (e.g. for gcc >= 3.1), enable a compiler warning 318 for code that uses a deprecated function */ 319 #if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0)) 320 # define NLOPT_DEPRECATED __attribute__((deprecated)) 321 #else 322 # define NLOPT_DEPRECATED 323 #endif 324 325 typedef double (*nlopt_func_old)(int n, const double *x, 326 double *gradient, /* NULL if not needed */ 327 void *func_data); 328 329 NLOPT_EXTERN(nlopt_result) nlopt_minimize( 330 nlopt_algorithm algorithm, 331 int n, nlopt_func_old f, void *f_data, 332 const double *lb, const double *ub, /* bounds */ 333 double *x, /* in: initial guess, out: minimizer */ 334 double *minf, /* out: minimum */ 335 double minf_max, double ftol_rel, double ftol_abs, 336 double xtol_rel, const double *xtol_abs, 337 int maxeval, double maxtime) NLOPT_DEPRECATED; 338 339 NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained( 340 nlopt_algorithm algorithm, 341 int n, nlopt_func_old f, void *f_data, 342 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size, 343 const double *lb, const double *ub, /* bounds */ 344 double *x, /* in: initial guess, out: minimizer */ 345 double *minf, /* out: minimum */ 346 double minf_max, double ftol_rel, double ftol_abs, 347 double xtol_rel, const double *xtol_abs, 348 int maxeval, double maxtime) NLOPT_DEPRECATED; 349 350 NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained( 351 nlopt_algorithm algorithm, 352 int n, nlopt_func_old f, void *f_data, 353 int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size, 354 int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size, 355 const double *lb, const double *ub, /* bounds */ 356 double *x, /* in: initial guess, out: minimizer */ 357 double *minf, /* out: minimum */ 358 double minf_max, double ftol_rel, double ftol_abs, 359 double xtol_rel, const double *xtol_abs, 360 double htol_rel, double htol_abs, 361 int maxeval, double maxtime) NLOPT_DEPRECATED; 362 363 NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv, 364 nlopt_algorithm *nonderiv, 365 int *maxeval) NLOPT_DEPRECATED; 366 NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv, 367 nlopt_algorithm nonderiv, 368 int maxeval) NLOPT_DEPRECATED; 369 370 NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED; 371 NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED; 372 373 /*********************************************************************/ 374 375 #ifdef __cplusplus 376 } /* extern "C" */ 377 #endif /* __cplusplus */ 378 379 #endif 380