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Bayesian-Optimization / nlopt2 / api / nlopt-internal.h

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/* 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. 
 */

#ifndef NLOPT_INTERNAL_H
#define NLOPT_INTERNAL_H

#include "nlopt.h"
#include "nlopt-util.h"

#ifdef __cplusplus
extern "C"
{
#endif /* __cplusplus */

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

struct nlopt_opt_s {
     nlopt_algorithm algorithm; /* the optimization algorithm (immutable) */
     unsigned n; /* the dimension of the problem (immutable) */

     nlopt_func f; void *f_data; /* objective function to minimize */
     nlopt_precond pre; /* optional preconditioner for f (NULL if none) */
     int maximize; /* nonzero if we are maximizing, not minimizing */

     double *lb, *ub; /* lower and upper bounds (length n) */

     unsigned m; /* number of inequality constraints */
     unsigned m_alloc; /* number of inequality constraints allocated */
     nlopt_constraint *fc; /* inequality constraints, length m_alloc */

     unsigned p; /* number of equality constraints */
     unsigned p_alloc; /* number of inequality constraints allocated */
     nlopt_constraint *h; /* equality constraints, length p_alloc */

     nlopt_munge munge_on_destroy, munge_on_copy; /* hack for wrappers */

     /* stopping criteria */
     double stopval; /* stop when f reaches stopval or better */
     double ftol_rel, ftol_abs; /* relative/absolute f tolerances */
     double xtol_rel, *xtol_abs; /* rel/abs x tolerances */
     int maxeval; /* max # evaluations */
     double maxtime; /* max time (seconds) */

     int force_stop; /* if nonzero, force a halt the next time we
			try to evaluate the objective during optimization */
     /* when local optimization is used, we need a force_stop in the
	parent object to force a stop in child optimizations */
     struct nlopt_opt_s *force_stop_child;

     /* algorithm-specific parameters */
     nlopt_opt local_opt; /* local optimizer */
     unsigned stochastic_population; /* population size for stochastic algs */
     double *dx; /* initial step sizes (length n) for nonderivative algs */
     unsigned vector_storage; /* max subspace dimension (0 for default) */

     void *work; /* algorithm-specific workspace during optimization */
};

/*********************************************************************/
extern void nlopt_srand_time_default(void); /* init the rand. seed only if unset */

/*********************************************************************/
/* global defaults set by deprecated API: */

extern nlopt_algorithm nlopt_local_search_alg_deriv;
extern nlopt_algorithm nlopt_local_search_alg_nonderiv;
extern int nlopt_local_search_maxeval;
extern unsigned nlopt_stochastic_population;

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

#ifdef __cplusplus
}  /* extern "C" */
#endif /* __cplusplus */

#endif /* NLOPT_INTERNAL_H */