/* * NloptMinimizer.hpp, part of LatAnalyze 3 * * Copyright (C) 2013 - 2016 Antonin Portelli * * LatAnalyze 3 is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * LatAnalyze 3 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 General Public License for more details. * * You should have received a copy of the GNU General Public License * along with LatAnalyze 3. If not, see . */ #ifndef Latan_NloptMinimizer_hpp_ #define Latan_NloptMinimizer_hpp_ #include #include #include #include #include BEGIN_LATAN_NAMESPACE /****************************************************************************** * interface to NLOpt minimizers * * ( http://ab-initio.mit.edu/wiki/index.php/NLopt ) * * -------------------------------------------------------------------------- * * cf. http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms for algorithm * * references and naming conventions * ******************************************************************************/ class NloptMinimizer: public Minimizer { public: typedef nlopt::algorithm Algorithm; private: struct NloptFuncData { const DoubleFunction *f{nullptr}; Derivative *d{nullptr}; unsigned int evalCount{0}; }; public: // constructor explicit NloptMinimizer(const Algorithm algorithm = defaultAlg_); // destructor virtual ~NloptMinimizer(void) = default; // access Algorithm getAlgorithm(void) const; void setAlgorithm(const Algorithm algorithm); // minimization virtual const DVec & operator()(const DoubleFunction &f); private: // NLopt return code parser static std::string returnMessage(const nlopt::result status); // NLopt function wrapper static double funcWrapper(unsigned int n, const double *arg, double *grad , void *vdata); // NLopt return status parser static bool minSuccess(const nlopt::result status); private: Algorithm algorithm_; static constexpr Algorithm defaultAlg_ = Algorithm::LN_NELDERMEAD; CentralDerivative der_; }; END_LATAN_NAMESPACE #endif // Latan_NloptMinimizer_hpp_