/usr/include/openturns/NLopt.hxx is in libopenturns-dev 1.9-5.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 | // -*- C++ -*-
/**
* @brief NLopt solver
*
* Copyright 2005-2017 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 <map>
#include "openturns/OTprivate.hxx"
#include "openturns/OptimizationAlgorithmImplementation.hxx"
BEGIN_NAMESPACE_OPENTURNS
/**
* @class NLopt
* NLopt solver
*/
class OT_API NLopt :
public OptimizationAlgorithmImplementation
{
CLASSNAME;
public:
/** Default constructor */
explicit NLopt(const String & algoName = "LD_SLSQP");
/** Constructor with parameters */
explicit NLopt(const OptimizationProblem & problem,
const String & algoName = "LD_SLSQP");
/** Virtual constructor */
virtual NLopt * clone() const;
/** Performs the actual computation. Must be overloaded by the actual optimisation algorithm */
void run();
/** NLopt algorithm names accessor */
static Description GetAlgorithmNames();
void setAlgorithmName(const String algoName);
String getAlgorithmName() const;
/** Initial derivative-free local-optimization algorithms step accessor */
void setInitialStep(const Point & initialStep);
Point getInitialStep() const;
/** Local optimizer */
void setLocalSolver(const NLopt & localSolver);
NLopt getLocalSolver() const;
/** Initialize the random generator seed */
static void SetSeed(const UnsignedInteger seed);
/** String converter */
String __repr__() const;
/** String converter */
String __str__(const String & offset = "") 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;
String algoName_;
/** Initial derivative-free local-optimization algorithms step */
Point initialStep_;
/** Auxiliary solver */
Pointer<NLopt> p_localSolver_;
/** Map of NLopt algorithms names */
static std::map<String, UnsignedInteger> AlgorithmNames_;
/** Method to initialize alrogithm names map */
static void InitializeAlgorithmNames();
private:
/** NLopt algorithm code */
static UnsignedInteger GetAlgorithmCode(const String & name);
/** 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
Sample evaluationInputHistory_;
Sample evaluationOutputHistory_;
// internal solver
void * p_opt_;
};
END_NAMESPACE_OPENTURNS
#endif /* OPENTURNS_NLOPT_HXX */
|