Source

Bayesian-Optimization / nlopt2 / api / deprecated.c

/* Copyright (c) 2007-2012 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. 
 */

#include "nlopt.h"

/*************************************************************************/

nlopt_algorithm nlopt_local_search_alg_deriv = NLOPT_LD_MMA;
nlopt_algorithm nlopt_local_search_alg_nonderiv = NLOPT_LN_COBYLA;
int nlopt_local_search_maxeval = -1; /* no maximum by default */

void
NLOPT_STDCALL nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
				      nlopt_algorithm *nonderiv,
				      int *maxeval)
{
     *deriv = nlopt_local_search_alg_deriv;
     *nonderiv = nlopt_local_search_alg_nonderiv;
     *maxeval = nlopt_local_search_maxeval;
}

void
NLOPT_STDCALL nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
				      nlopt_algorithm nonderiv,
				      int maxeval)
{
     nlopt_local_search_alg_deriv = deriv;
     nlopt_local_search_alg_nonderiv = nonderiv;
     nlopt_local_search_maxeval = maxeval;
}

/*************************************************************************/

int nlopt_stochastic_population = 0;

int
NLOPT_STDCALL nlopt_get_stochastic_population(void) { 
     return nlopt_stochastic_population; }
void
NLOPT_STDCALL nlopt_set_stochastic_population(int pop) { 
     nlopt_stochastic_population = pop <= 0 ? 0 : (unsigned) pop; }

/*************************************************************************/

nlopt_result
NLOPT_STDCALL 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)
{
     char *fc_data = (char *) fc_data_;
     char *h_data = (char *) h_data_;
     nlopt_opt opt;
     nlopt_result ret;
     int i;

     if (n < 0 || m < 0 || p < 0) return NLOPT_INVALID_ARGS;

     opt = nlopt_create(algorithm, (unsigned) n);
     if (!opt) return NLOPT_INVALID_ARGS;

     ret = nlopt_set_min_objective(opt, (nlopt_func) f, f_data);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     for (i = 0; i < m; ++i) {
	  ret = nlopt_add_inequality_constraint(opt, (nlopt_func) fc, 
						fc_data + i*fc_datum_size,
						0.0);
	  if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     }

     (void) htol_rel; /* unused */
     for (i = 0; i < p; ++i) {
	  ret = nlopt_add_equality_constraint(opt, (nlopt_func) h, 
					      h_data + i*h_datum_size,
					      htol_abs);
	  if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     }

     ret = nlopt_set_lower_bounds(opt, lb);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     ret = nlopt_set_upper_bounds(opt, ub);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_stopval(opt, minf_max);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_ftol_rel(opt, ftol_rel);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     ret = nlopt_set_ftol_abs(opt, ftol_abs);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_xtol_rel(opt, xtol_rel);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     if (xtol_abs) ret = nlopt_set_xtol_abs(opt, xtol_abs);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     
     ret = nlopt_set_maxeval(opt, maxeval);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_maxtime(opt, maxtime);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_optimize(opt, x, minf);

     nlopt_destroy(opt);
     return ret;
}

nlopt_result
NLOPT_STDCALL 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)
{
     return nlopt_minimize_econstrained(
	  algorithm, n, f, f_data, 
	  m, fc, fc_data, fc_datum_size, 0, NULL, NULL, 0,
	  lb, ub, x, minf, minf_max, ftol_rel, ftol_abs,
	  xtol_rel, xtol_abs, ftol_rel, ftol_abs, maxeval, maxtime);
}

nlopt_result
NLOPT_STDCALL 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)
{
     return nlopt_minimize_constrained(
	  algorithm, n, f, f_data, 0, NULL, NULL, 0,
	  lb, ub, x, minf, minf_max, ftol_rel, ftol_abs,
	  xtol_rel, xtol_abs, maxeval, maxtime);
}