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/* 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 <stdlib.h>
#include <stdarg.h>
#include <math.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))
#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 */
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;
int nevals, 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
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