Source

nlopt-ocaml / README.md

nlopt-ocaml

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

Dependencies

  • ocaml
  • findlib
  • NLopt

Installing

Use Mercurial to get the newest sources:

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

Edit Makefile.conf to reflect your system settings. You need to provide paths to the NLopt library (LIBDIRS) and its include files (INCDIRS). Then type

make install

to install nlopt-ocaml using findlib.

Example

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

open Nlopt;;

let opt = create NLOPT_LD_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, xfopt) = optimize opt x0;;

A more advanced example is included in the distribution.

Documentation

Please refer to the project wiki.