382 lines
14 KiB
C
382 lines
14 KiB
C
/* Copyright (c) 2007-2014 Massachusetts Institute of Technology
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*
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* Permission is hereby granted, free of charge, to any person obtaining
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* a copy of this software and associated documentation files (the
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* "Software"), to deal in the Software without restriction, including
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* without limitation the rights to use, copy, modify, merge, publish,
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* distribute, sublicense, and/or sell copies of the Software, and to
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* permit persons to whom the Software is furnished to do so, subject to
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* the following conditions:
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*
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* The above copyright notice and this permission notice shall be
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* included in all copies or substantial portions of the Software.
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*
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* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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* WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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*/
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#ifndef NLOPT_H
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#define NLOPT_H
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#include <stddef.h> /* for ptrdiff_t and size_t */
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/* Change 0 to 1 to use stdcall convention under Win32 */
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#if 0 && (defined(_WIN32) || defined(__WIN32__))
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# if defined(__GNUC__)
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# define NLOPT_STDCALL __attribute__((stdcall))
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# elif defined(_MSC_VER) || defined(_ICC) || defined(_STDCALL_SUPPORTED)
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# define NLOPT_STDCALL __stdcall
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# else
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# define NLOPT_STDCALL
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# endif
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#else
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# define NLOPT_STDCALL
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#endif
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/* for Windows compilers, you should add a line
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*/
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#define NLOPT_DLL
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/*
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when using NLopt from a DLL, in order to do the proper
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Windows importing nonsense. */
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#if defined(NLOPT_DLL) && (defined(_WIN32) || defined(__WIN32__)) && !defined(__LCC__)
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/* annoying Windows syntax for calling functions in a DLL */
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# if defined(NLOPT_DLL_EXPORT)
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# define NLOPT_EXTERN(T) extern __declspec(dllexport) T NLOPT_STDCALL
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# else
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# define NLOPT_EXTERN(T) extern __declspec(dllimport) T NLOPT_STDCALL
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# endif
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#else
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# define NLOPT_EXTERN(T) extern T NLOPT_STDCALL
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#endif
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#ifdef __cplusplus
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extern "C"
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{
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#endif /* __cplusplus */
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typedef double (*nlopt_func)(unsigned n, const double *x,
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double *gradient, /* NULL if not needed */
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void *func_data);
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typedef void (*nlopt_mfunc)(unsigned m, double *result,
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unsigned n, const double *x,
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double *gradient, /* NULL if not needed */
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void *func_data);
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/* A preconditioner, which preconditions v at x to return vpre.
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(The meaning of "preconditioning" is algorithm-dependent.) */
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typedef void (*nlopt_precond)(unsigned n, const double *x, const double *v,
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double *vpre, void *data);
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typedef enum {
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/* Naming conventions:
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NLOPT_{G/L}{D/N}_*
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= global/local derivative/no-derivative optimization,
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respectively
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*_RAND algorithms involve some randomization.
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*_NOSCAL algorithms are *not* scaled to a unit hypercube
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(i.e. they are sensitive to the units of x)
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*/
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NLOPT_GN_DIRECT = 0,
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NLOPT_GN_DIRECT_L,
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NLOPT_GN_DIRECT_L_RAND,
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NLOPT_GN_DIRECT_NOSCAL,
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NLOPT_GN_DIRECT_L_NOSCAL,
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NLOPT_GN_DIRECT_L_RAND_NOSCAL,
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NLOPT_GN_ORIG_DIRECT,
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NLOPT_GN_ORIG_DIRECT_L,
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NLOPT_GD_STOGO,
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NLOPT_GD_STOGO_RAND,
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NLOPT_LD_LBFGS_NOCEDAL,
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NLOPT_LD_LBFGS,
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NLOPT_LN_PRAXIS,
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NLOPT_LD_VAR1,
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NLOPT_LD_VAR2,
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NLOPT_LD_TNEWTON,
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NLOPT_LD_TNEWTON_RESTART,
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NLOPT_LD_TNEWTON_PRECOND,
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NLOPT_LD_TNEWTON_PRECOND_RESTART,
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NLOPT_GN_CRS2_LM,
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NLOPT_GN_MLSL,
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NLOPT_GD_MLSL,
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NLOPT_GN_MLSL_LDS,
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NLOPT_GD_MLSL_LDS,
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NLOPT_LD_MMA,
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NLOPT_LN_COBYLA,
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NLOPT_LN_NEWUOA,
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NLOPT_LN_NEWUOA_BOUND,
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NLOPT_LN_NELDERMEAD,
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NLOPT_LN_SBPLX,
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NLOPT_LN_AUGLAG,
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NLOPT_LD_AUGLAG,
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NLOPT_LN_AUGLAG_EQ,
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NLOPT_LD_AUGLAG_EQ,
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NLOPT_LN_BOBYQA,
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NLOPT_GN_ISRES,
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/* new variants that require local_optimizer to be set,
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not with older constants for backwards compatibility */
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NLOPT_AUGLAG,
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NLOPT_AUGLAG_EQ,
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NLOPT_G_MLSL,
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NLOPT_G_MLSL_LDS,
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NLOPT_LD_SLSQP,
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NLOPT_LD_CCSAQ,
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NLOPT_GN_ESCH,
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NLOPT_NUM_ALGORITHMS /* not an algorithm, just the number of them */
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} nlopt_algorithm;
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NLOPT_EXTERN(const char *) nlopt_algorithm_name(nlopt_algorithm a);
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typedef enum {
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NLOPT_FAILURE = -1, /* generic failure code */
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NLOPT_INVALID_ARGS = -2,
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NLOPT_OUT_OF_MEMORY = -3,
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NLOPT_ROUNDOFF_LIMITED = -4,
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NLOPT_FORCED_STOP = -5,
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NLOPT_SUCCESS = 1, /* generic success code */
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NLOPT_STOPVAL_REACHED = 2,
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NLOPT_FTOL_REACHED = 3,
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NLOPT_XTOL_REACHED = 4,
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NLOPT_MAXEVAL_REACHED = 5,
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NLOPT_MAXTIME_REACHED = 6
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} nlopt_result;
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#define NLOPT_MINF_MAX_REACHED NLOPT_STOPVAL_REACHED
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NLOPT_EXTERN(void) nlopt_srand(unsigned long seed);
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NLOPT_EXTERN(void) nlopt_srand_time(void);
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NLOPT_EXTERN(void) nlopt_version(int *major, int *minor, int *bugfix);
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/*************************** OBJECT-ORIENTED API **************************/
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/* The style here is that we create an nlopt_opt "object" (an opaque pointer),
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then set various optimization parameters, and then execute the
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algorithm. In this way, we can add more and more optimization parameters
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(including algorithm-specific ones) without breaking backwards
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compatibility, having functions with zillions of parameters, or
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relying non-reentrantly on global variables.*/
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struct nlopt_opt_s; /* opaque structure, defined internally */
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typedef struct nlopt_opt_s *nlopt_opt;
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/* the only immutable parameters of an optimization are the algorithm and
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the dimension n of the problem, since changing either of these could
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have side-effects on lots of other parameters */
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NLOPT_EXTERN(nlopt_opt) nlopt_create(nlopt_algorithm algorithm, unsigned n);
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NLOPT_EXTERN(void) nlopt_destroy(nlopt_opt opt);
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NLOPT_EXTERN(nlopt_opt) nlopt_copy(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_optimize(nlopt_opt opt, double *x,
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double *opt_f);
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NLOPT_EXTERN(nlopt_result) nlopt_set_min_objective(nlopt_opt opt, nlopt_func f,
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void *f_data);
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NLOPT_EXTERN(nlopt_result) nlopt_set_max_objective(nlopt_opt opt, nlopt_func f,
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void *f_data);
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NLOPT_EXTERN(nlopt_result) nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
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NLOPT_EXTERN(nlopt_result) nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data);
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NLOPT_EXTERN(nlopt_algorithm) nlopt_get_algorithm(const nlopt_opt opt);
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NLOPT_EXTERN(unsigned) nlopt_get_dimension(const nlopt_opt opt);
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/* constraints: */
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NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds(nlopt_opt opt,
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const double *lb);
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NLOPT_EXTERN(nlopt_result) nlopt_set_lower_bounds1(nlopt_opt opt, double lb);
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NLOPT_EXTERN(nlopt_result) nlopt_get_lower_bounds(const nlopt_opt opt,
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double *lb);
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NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds(nlopt_opt opt,
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const double *ub);
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NLOPT_EXTERN(nlopt_result) nlopt_set_upper_bounds1(nlopt_opt opt, double ub);
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NLOPT_EXTERN(nlopt_result) nlopt_get_upper_bounds(const nlopt_opt opt,
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double *ub);
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NLOPT_EXTERN(nlopt_result) nlopt_remove_inequality_constraints(nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_constraint(nlopt_opt opt,
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nlopt_func fc,
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void *fc_data,
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double tol);
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NLOPT_EXTERN(nlopt_result) nlopt_add_precond_inequality_constraint(
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nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data,
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double tol);
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NLOPT_EXTERN(nlopt_result) nlopt_add_inequality_mconstraint(nlopt_opt opt,
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unsigned m,
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nlopt_mfunc fc,
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void *fc_data,
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const double *tol);
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NLOPT_EXTERN(nlopt_result) nlopt_remove_equality_constraints(nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_add_equality_constraint(nlopt_opt opt,
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nlopt_func h,
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void *h_data,
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double tol);
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NLOPT_EXTERN(nlopt_result) nlopt_add_precond_equality_constraint(
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nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data,
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double tol);
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NLOPT_EXTERN(nlopt_result) nlopt_add_equality_mconstraint(nlopt_opt opt,
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unsigned m,
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nlopt_mfunc h,
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void *h_data,
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const double *tol);
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/* stopping criteria: */
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NLOPT_EXTERN(nlopt_result) nlopt_set_stopval(nlopt_opt opt, double stopval);
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NLOPT_EXTERN(double) nlopt_get_stopval(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_rel(nlopt_opt opt, double tol);
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NLOPT_EXTERN(double) nlopt_get_ftol_rel(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_ftol_abs(nlopt_opt opt, double tol);
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NLOPT_EXTERN(double) nlopt_get_ftol_abs(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_rel(nlopt_opt opt, double tol);
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NLOPT_EXTERN(double) nlopt_get_xtol_rel(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs1(nlopt_opt opt, double tol);
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NLOPT_EXTERN(nlopt_result) nlopt_set_xtol_abs(nlopt_opt opt, const double *tol);
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NLOPT_EXTERN(nlopt_result) nlopt_get_xtol_abs(const nlopt_opt opt,
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double *tol);
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NLOPT_EXTERN(nlopt_result) nlopt_set_maxeval(nlopt_opt opt, int maxeval);
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NLOPT_EXTERN(int) nlopt_get_maxeval(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_maxtime(nlopt_opt opt, double maxtime);
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NLOPT_EXTERN(double) nlopt_get_maxtime(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_force_stop(nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_force_stop(nlopt_opt opt, int val);
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NLOPT_EXTERN(int) nlopt_get_force_stop(const nlopt_opt opt);
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/* more algorithm-specific parameters */
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NLOPT_EXTERN(nlopt_result) nlopt_set_local_optimizer(nlopt_opt opt,
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const nlopt_opt local_opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_population(nlopt_opt opt, unsigned pop);
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NLOPT_EXTERN(unsigned) nlopt_get_population(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_vector_storage(nlopt_opt opt, unsigned dim);
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NLOPT_EXTERN(unsigned) nlopt_get_vector_storage(const nlopt_opt opt);
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NLOPT_EXTERN(nlopt_result) nlopt_set_default_initial_step(nlopt_opt opt,
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const double *x);
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NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step(nlopt_opt opt,
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const double *dx);
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NLOPT_EXTERN(nlopt_result) nlopt_set_initial_step1(nlopt_opt opt, double dx);
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NLOPT_EXTERN(nlopt_result) nlopt_get_initial_step(const nlopt_opt opt,
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const double *x, double *dx);
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/* the following are functions mainly designed to be used internally
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by the Fortran and SWIG wrappers, allow us to tel nlopt_destroy and
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nlopt_copy to do something to the f_data pointers (e.g. free or
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duplicate them, respectively) */
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typedef void* (*nlopt_munge)(void *p);
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NLOPT_EXTERN(void) nlopt_set_munge(nlopt_opt opt,
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nlopt_munge munge_on_destroy,
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nlopt_munge munge_on_copy);
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typedef void* (*nlopt_munge2)(void *p, void *data);
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NLOPT_EXTERN(void) nlopt_munge_data(nlopt_opt opt,
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nlopt_munge2 munge, void *data);
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/*************************** DEPRECATED API **************************/
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/* The new "object-oriented" API is preferred, since it allows us to
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gracefully add new features and algorithm-specific options in a
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re-entrant way, and we can automatically assume reasonable defaults
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for unspecified parameters. */
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/* Where possible (e.g. for gcc >= 3.1), enable a compiler warning
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for code that uses a deprecated function */
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#if defined(__GNUC__) && (__GNUC__ > 3 || (__GNUC__==3 && __GNUC_MINOR__ > 0))
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# define NLOPT_DEPRECATED __attribute__((deprecated))
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#else
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# define NLOPT_DEPRECATED
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#endif
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typedef double (*nlopt_func_old)(int n, const double *x,
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double *gradient, /* NULL if not needed */
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void *func_data);
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NLOPT_EXTERN(nlopt_result) nlopt_minimize(
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nlopt_algorithm algorithm,
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int n, nlopt_func_old f, void *f_data,
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const double *lb, const double *ub, /* bounds */
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double *x, /* in: initial guess, out: minimizer */
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double *minf, /* out: minimum */
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double minf_max, double ftol_rel, double ftol_abs,
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double xtol_rel, const double *xtol_abs,
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int maxeval, double maxtime) NLOPT_DEPRECATED;
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NLOPT_EXTERN(nlopt_result) nlopt_minimize_constrained(
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nlopt_algorithm algorithm,
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int n, nlopt_func_old f, void *f_data,
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int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
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const double *lb, const double *ub, /* bounds */
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double *x, /* in: initial guess, out: minimizer */
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double *minf, /* out: minimum */
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double minf_max, double ftol_rel, double ftol_abs,
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double xtol_rel, const double *xtol_abs,
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int maxeval, double maxtime) NLOPT_DEPRECATED;
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NLOPT_EXTERN(nlopt_result) nlopt_minimize_econstrained(
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nlopt_algorithm algorithm,
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int n, nlopt_func_old f, void *f_data,
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int m, nlopt_func_old fc, void *fc_data, ptrdiff_t fc_datum_size,
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int p, nlopt_func_old h, void *h_data, ptrdiff_t h_datum_size,
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const double *lb, const double *ub, /* bounds */
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double *x, /* in: initial guess, out: minimizer */
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double *minf, /* out: minimum */
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double minf_max, double ftol_rel, double ftol_abs,
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double xtol_rel, const double *xtol_abs,
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double htol_rel, double htol_abs,
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int maxeval, double maxtime) NLOPT_DEPRECATED;
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NLOPT_EXTERN(void) nlopt_get_local_search_algorithm(nlopt_algorithm *deriv,
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nlopt_algorithm *nonderiv,
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int *maxeval) NLOPT_DEPRECATED;
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NLOPT_EXTERN(void) nlopt_set_local_search_algorithm(nlopt_algorithm deriv,
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nlopt_algorithm nonderiv,
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int maxeval) NLOPT_DEPRECATED;
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NLOPT_EXTERN(int) nlopt_get_stochastic_population(void) NLOPT_DEPRECATED;
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NLOPT_EXTERN(void) nlopt_set_stochastic_population(int pop) NLOPT_DEPRECATED;
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/*********************************************************************/
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#ifdef __cplusplus
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} /* extern "C" */
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#endif /* __cplusplus */
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#endif
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