nlopt-ocaml

nlopt-ocaml implements OCaml bindings to the NLOpt optimization library.

Dependencies

ocaml
findlib
NLopt

Installation

Mac OS X

Use homebrew to install nlopt:

brew install nlopt

Use OPAM to install the OCaml interface:

opam install nlopt-ocaml

Ubuntu (12.10)

Install nlopt:

sudo apt-get install libnlopt0 libnlopt-dev

Use OPAM to install the OCaml interface:

opam install nlopt-ocaml

Generic installation instructions

Use Mercurial to get the newest sources:

hg clone https://bitbucket.org/mkur/nlopt-ocaml

In the main directory type

./configure
make 
make install

to build and install nlopt-ocaml using ocamlbuild and findlib.

Example

The interface closely matches the object-oriented API of NLopt.

open Nlopt;;

let opt = create lbfgs 2;;

let f a grad =                  
  let x = a.(0) in
  let y = a.(1) in
  let () =
    match grad with
    None -> ()
      | Some g ->
      begin  
        g.(0) <- 2. *. (x -. 1.);
        g.(1) <- 2. *. y;
      end in
    (x -. 1.) ** 2. +. y ** 2.;;

set_min_objective opt f;;
set_xtol_rel opt 1e-06;;

let x0 = [| 5.;  5.|];;

let (res, xopt, fopt) = optimize opt x0;;

A more advanced example is included in the distribution.

Documentation

Please refer to the project wiki.