/usr/include/openturns/NLopt.hxx is in libopenturns-dev 1.7-3.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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/**
* @brief NLopt solver
*
* Copyright 2005-2015 Airbus-EDF-IMACS-Phimeca
*
* This library is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* along with this library. If not, see <http://www.gnu.org/licenses/>.
*
*/
#ifndef OPENTURNS_NLOPT_HXX
#define OPENTURNS_NLOPT_HXX
#include "OTprivate.hxx"
#include "OptimizationSolverImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NLopt
* NLopt solver
*/
class OT_API NLopt :
public OptimizationSolverImplementation
{
CLASSNAME;
public:
/** Default constructor */
explicit NLopt(const UnsignedInteger algoType = 0);
/** Constructor with parameters */
explicit NLopt(const OptimizationProblem & problem,
const UnsignedInteger algoType = 0);
/** Virtual constructor */
virtual NLopt * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
void run();
/** String converter */
String __repr__() const;
/** Method save() stores the object through the StorageManager */
void save(Advocate & adv) const;
/** Method load() reloads the object from the StorageManager */
void load(Advocate & adv);
protected:
/** Check whether this problem can be solved by this solver. Must be overloaded by the actual optimisation algorithm */
virtual void checkProblem(const OptimizationProblem & problem) const;
UnsignedInteger algoType_;
private:
/** Compute the objective function of the optimization problem */
static double ComputeObjective(const std::vector<double> & x, std::vector<double> & grad, void * f_data);
/** Compute the inequality constraint of the optimization problem */
static double ComputeInequalityConstraint(const std::vector<double> & x, std::vector<double> & grad, void * f_data);
/** Compute the equality constraint of the optimization problem */
static double ComputeEqualityConstraint(const std::vector<double> & x, std::vector<double> & grad, void * f_data);
/// temporary, used to track input/outputs
NumericalSample evaluationInputHistory_;
NumericalSample evaluationOutputHistory_;
};
class OT_API SLSQP : public NLopt
{
CLASSNAME;
public:
SLSQP();
virtual SLSQP * clone() const;
explicit SLSQP(const OptimizationProblem & problem);
};
class OT_API LBFGS : public NLopt
{
CLASSNAME;
public:
LBFGS();
virtual LBFGS * clone() const;
explicit LBFGS(const OptimizationProblem & problem);
};
class OT_API NelderMead : public NLopt
{
CLASSNAME;
public:
NelderMead();
virtual NelderMead * clone() const;
explicit NelderMead(const OptimizationProblem & problem);
};
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NLOPT_HXX */
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