/* Copyright (c) 2007-2014 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_UTIL_H #define NLOPT_UTIL_H #include #include #include #include "nlopt_config.h" #include "nlopt.h" /* workaround for Solaris + gcc 3.4.x bug (see configure.ac) */ #if defined(__GNUC__) && defined(REPLACEMENT_HUGE_VAL) # undef HUGE_VAL # define HUGE_VAL REPLACEMENT_HUGE_VAL #endif #ifndef HAVE_COPYSIGN /* not quite right for y == -0, but good enough for us */ # define copysign(x, y) ((y) < 0 ? -fabs(x) : fabs(x)) #elif !defined(__cplusplus) && __STDC_VERSION__ < 199901 extern double copysign(double x, double y); /* may not be declared in C89 */ #endif #ifdef __cplusplus extern "C" { #endif /* __cplusplus */ int nlopt_isinf(double x); int nlopt_isfinite(double x); int nlopt_istiny(double x); int nlopt_isnan(double x); /* re-entrant qsort, uses the BSD convention */ extern void nlopt_qsort_r(void *base_, size_t nmemb, size_t size, void *thunk, int (*compar) (void *, const void *, const void *)); /* seconds timer */ extern double nlopt_seconds(void); extern unsigned long nlopt_time_seed(void); /* pseudorandom number generation by Mersenne twister algorithm */ extern void nlopt_init_genrand(unsigned long s); extern double nlopt_urand(double a, double b); extern int nlopt_iurand(int n); extern double nlopt_nrand(double mean, double stddev); /* Sobol' low-discrepancy-sequence generation */ typedef struct nlopt_soboldata_s *nlopt_sobol; extern nlopt_sobol nlopt_sobol_create(unsigned sdim); extern void nlopt_sobol_destroy(nlopt_sobol s); extern void nlopt_sobol_next01(nlopt_sobol s, double *x); extern void nlopt_sobol_next(nlopt_sobol s, double *x, const double *lb, const double *ub); extern void nlopt_sobol_skip(nlopt_sobol s, unsigned n, double *x); /* stopping criteria */ typedef struct { unsigned n; double minf_max; double ftol_rel; double ftol_abs; double xtol_rel; const double *xtol_abs; const double *x_weights; int *nevals_p, maxeval; double maxtime, start; int *force_stop; char **stop_msg; /* pointer to msg string to update */ } nlopt_stopping; extern int nlopt_stop_f(const nlopt_stopping * stop, double f, double oldf); extern int nlopt_stop_ftol(const nlopt_stopping * stop, double f, double oldf); extern int nlopt_stop_x(const nlopt_stopping * stop, const double *x, const double *oldx); extern int nlopt_stop_dx(const nlopt_stopping * stop, const double *x, const double *dx); extern int nlopt_stop_xs(const nlopt_stopping * stop, const double *xs, const double *oldxs, const double *scale_min, const double *scale_max); extern int nlopt_stop_evals(const nlopt_stopping * stop); extern int nlopt_stop_time_(double start, double maxtime); extern int nlopt_stop_time(const nlopt_stopping * stop); extern int nlopt_stop_evalstime(const nlopt_stopping * stop); extern int nlopt_stop_forced(const nlopt_stopping * stop); /* like vsprintf, but reallocs p to whatever size is needed */ extern char *nlopt_vsprintf(char *p, const char *format, va_list ap); extern void nlopt_stop_msg(const nlopt_stopping * s, const char *format, ...) #ifdef __GNUC__ __attribute__ ((format(printf, 2, 3))) #endif ; /* for local optimizations, temporarily setting eval/time limits */ extern nlopt_result nlopt_optimize_limited(nlopt_opt opt, double *x, double *minf, int maxevals, double maxtime); /* data structure for nonlinear inequality or equality constraint (f <= 0 or f = 0, respectively). tol (>= 0) is a tolerance that is used for stopping criteria -- the point is considered "feasible" for purposes of stopping if the constraint is violated by at most tol. */ typedef struct { unsigned m; /* dimensional of constraint: mf maps R^n -> R^m */ nlopt_func f; /* one-dimensional constraint, requires m == 1 */ nlopt_mfunc mf; nlopt_precond pre; /* preconditioner for f (NULL if none or if mf) */ void *f_data; double *tol; } nlopt_constraint; extern unsigned nlopt_count_constraints(unsigned p, const nlopt_constraint * c); extern unsigned nlopt_max_constraint_dim(unsigned p, const nlopt_constraint * c); extern void nlopt_eval_constraint(double *result, double *grad, const nlopt_constraint * c, unsigned n, const double *x); /* rescale.c: */ double *nlopt_compute_rescaling(unsigned n, const double *dx); double *nlopt_new_rescaled(unsigned n, const double *s, const double *x); void nlopt_rescale(unsigned n, const double *s, const double *x, double *xs); void nlopt_unscale(unsigned n, const double *s, const double *x, double *xs); void nlopt_reorder_bounds(unsigned n, double *lb, double *ub); #ifdef __cplusplus } /* extern "C" */ #endif /* __cplusplus */ #endif