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77 lines
2.8 KiB
C++
77 lines
2.8 KiB
C++
/*
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* NloptMinimizer.hpp, part of LatAnalyze 3
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*
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* Copyright (C) 2013 - 2016 Antonin Portelli
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*
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* LatAnalyze 3 is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* LatAnalyze 3 is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with LatAnalyze 3. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef Latan_NloptMinimizer_hpp_
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#define Latan_NloptMinimizer_hpp_
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#include <LatAnalyze/Global.hpp>
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#include <LatAnalyze/Numerical/Derivative.hpp>
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#include <LatAnalyze/Functional/Function.hpp>
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#include <LatAnalyze/Numerical/Minimizer.hpp>
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#include <nlopt.hpp>
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BEGIN_LATAN_NAMESPACE
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/******************************************************************************
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* interface to NLOpt minimizers *
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* ( http://ab-initio.mit.edu/wiki/index.php/NLopt ) *
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* -------------------------------------------------------------------------- *
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* cf. http://ab-initio.mit.edu/wiki/index.php/NLopt_Algorithms for algorithm *
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* references and naming conventions *
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******************************************************************************/
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class NloptMinimizer: public Minimizer
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{
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public:
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typedef nlopt::algorithm Algorithm;
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private:
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struct NloptFuncData
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{
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const DoubleFunction *f{nullptr};
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Derivative *d{nullptr};
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unsigned int evalCount{0};
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};
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public:
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// constructor
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explicit NloptMinimizer(const Algorithm algorithm = defaultAlg_);
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// destructor
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virtual ~NloptMinimizer(void) = default;
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// access
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Algorithm getAlgorithm(void) const;
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void setAlgorithm(const Algorithm algorithm);
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virtual bool supportLimits(void) const;
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// minimization
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virtual const DVec & operator()(const DoubleFunction &f);
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private:
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// NLopt return code parser
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static std::string returnMessage(const nlopt::result status);
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// NLopt function wrapper
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static double funcWrapper(unsigned int n, const double *arg,
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double *grad , void *vdata);
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// NLopt return status parser
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static bool minSuccess(const nlopt::result status);
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private:
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Algorithm algorithm_;
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static constexpr Algorithm defaultAlg_ = Algorithm::LN_NELDERMEAD;
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CentralDerivative der_;
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};
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END_LATAN_NAMESPACE
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#endif // Latan_NloptMinimizer_hpp_
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