Non-linear optimization. More...

#include "tpcclibConfig.h"
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include <time.h>
#include <string.h>
#include "tpcextensions.h"
#include "tpcrand.h"
#include "tpcnlopt.h"

Functions
void	nloptInit (NLOPT *nlo)
void	nloptFree (NLOPT *nlo)
int	nloptAllocate (NLOPT *nlo, unsigned int parNr)
int	nloptDuplicate (NLOPT nlo1, NLOPT nlo2)
int	nloptAddP (NLOPT nlo, double p, double funval)
int	nloptSortP (NLOPT *nlo)
int	nloptMeanP (NLOPT nlo, unsigned int nr, double meanp, double *sdp)
void	nloptPrintP (NLOPT nlo, unsigned int nr, FILE fp)
void	nloptWrite (NLOPT d, FILE fp)
unsigned int	nloptLimitFixedNr (NLOPT *d)
unsigned int	nloptFixedNr (NLOPT *d)
void	nloptRemoveEmpties (NLOPT *d)
void	nloptdataInit (NLOPT_DATA *d)

Detailed Description

Non-linear optimization.

Copyright: (c) Turku PET Centre

Definition in file nlopt.c.

Function Documentation

◆ nloptAddP()

int nloptAddP	(	NLOPT *	nlo,
		double *	p,
		double	funval )

Add parameters and value in NLOPT plist.

Parameters are added starting at index plist[(funCalls-1)*(totalNr+1)], and function value at index plist[(funCalls-1)*(totalNr+1)+totalNr], after plist[] size is increased by (totalNr+1).

See also: nloptInit, nloptFree, nloptAllocate, nloptSortP, nloptMeanP

Returns: Returns TPCERROR status, TPCERROR_OK (0) when successful.

Parameters

nlo	Pointer to initiated NLOPT structure; any old contents are deleted.
p	Pointer to parameter array of length nlo->totalNr.
funval	Value of objective function.

Definition at line 149 of file nlopt.c.

  {
  if(nlo==NULL || nlo->totalNr<1 || nlo->funCalls<1) return TPCERROR_FAIL;
  if(nlo->usePList==0) return TPCERROR_OK;
  if(nlo->plist==NULL || nlo->funCalls==1) {
    /* Allocate memory, if this is the first list item */
    nlo->plist=(double*)malloc((nlo->totalNr+1)*sizeof(double));
  } else {
    /* Reallocate memory, if this is not the first list item */
    nlo->plist=(double*)realloc(nlo->plist, (nlo->funCalls)*(nlo->totalNr+1)*sizeof(double));
  }
  if(nlo->plist==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  /* Copy the values */
  for(unsigned int i=0; i<nlo->totalNr; i++)
    nlo->plist[(nlo->funCalls-1)*(nlo->totalNr+1)+i]=p[i];
  nlo->plist[(nlo->funCalls-1)*(nlo->totalNr+1)+nlo->totalNr]=funval;
  return TPCERROR_OK;
}

Referenced by nlopt1D(), nloptIATGO(), and nloptSimplex().

◆ nloptAllocate()

int nloptAllocate	(	NLOPT *	nlo,
		unsigned int	parNr )

Allocate memory for NLOPT data. Any previous contents are deleted.

See also: nloptInit, nloptFree, nloptDuplicate

Returns: Returns TPCERROR status, TPCERROR_OK (0) when successful.

Parameters

nlo	Pointer to initiated NLOPT structure; any old contents are deleted.
parNr	Nr of parameters.

Definition at line 74 of file nlopt.c.

  {
  if(nlo==NULL) return TPCERROR_FAIL;
  /* Delete any previous contents */
  nloptFree(nlo);
  /* If no memory is requested, then just return */
  if(parNr<1) return TPCERROR_OK;
 
  /* Allocate memory for arrays */
  nlo->xfull=calloc(parNr, sizeof(double));
  if(nlo->xfull==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  nlo->xlower=calloc(parNr, sizeof(double));
  if(nlo->xlower==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  nlo->xupper=calloc(parNr, sizeof(double));
  if(nlo->xupper==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  nlo->xdelta=calloc(parNr, sizeof(double));
  if(nlo->xdelta==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  nlo->xtol=calloc(parNr, sizeof(double));
  if(nlo->xtol==NULL) {nloptFree(nlo); return TPCERROR_OUT_OF_MEMORY;}
  /* Set array length */
  nlo->totalNr=parNr;
  return TPCERROR_OK;
}

Referenced by nloptDuplicate().

◆ nloptdataInit()

void nloptdataInit ( NLOPT_DATA * d )

Initiate the NLOPT_DATA structure before any use.

See also: nloptAllocate, nloptFree, nloptDuplicate

Author: Vesa Oikonen

Parameters

d	Pointer to NLOPT_DATA.

Definition at line 423 of file nlopt.c.

  {
  if(d==NULL) return;
  d->n=0;
  d->x=d->y=d->w=d->sy=NULL;
  d->verbose=0;
  d->fp=stdout;
}

◆ nloptDuplicate()

int nloptDuplicate	(	NLOPT *	nlo1,
		NLOPT *	nlo2 )

Make a duplicate of NLOPT data.

NLOPT plist is not copied but usePList parameter is copied.

Postcondition: After the duplicate is no more needed, free the memory using nloptFree().

See also: nloptAllocate, nloptFree, nloptInit

Returns: Returns TPCERROR status, TPCERROR_OK (0) when successful.

Parameters

nlo1	Pointer to existing NLOPT structure to be duplicated.
nlo2	Pointer to the target NLOPT; must be initiated; any old contents are deleted.

Definition at line 112 of file nlopt.c.

  {
  if(nlo1==NULL || nlo2==NULL) return(TPCERROR_FAIL);
  nloptFree(nlo2); if(nlo1->totalNr<1) return(TPCERROR_OK);
 
  int ret=nloptAllocate(nlo2, nlo1->totalNr);
  if(ret!=TPCERROR_OK) return(ret);
 
  nlo2->totalNr=nlo1->totalNr;
  for(unsigned int i=0; i<nlo1->totalNr; i++) nlo2->xfull[i]=nlo1->xfull[i];
  for(unsigned int i=0; i<nlo1->totalNr; i++) nlo2->xlower[i]=nlo1->xlower[i];
  for(unsigned int i=0; i<nlo1->totalNr; i++) nlo2->xupper[i]=nlo1->xupper[i];
  for(unsigned int i=0; i<nlo1->totalNr; i++) nlo2->xdelta[i]=nlo1->xdelta[i];
  for(unsigned int i=0; i<nlo1->totalNr; i++) nlo2->xtol[i]=nlo1->xtol[i];
  nlo2->_fun=nlo1->_fun;
  nlo2->fundata=nlo1->fundata;
  nlo2->maxFunCalls=nlo1->maxFunCalls;
  nlo2->funCalls=nlo1->funCalls;
  nlo2->funval=nlo1->funval;
  nlo2->usePList=nlo1->usePList;
  return(TPCERROR_OK);
}

Referenced by nloptITGO1(), and nloptITGO2().

◆ nloptFixedNr()

unsigned int nloptFixedNr ( NLOPT * d )

Determine the number of fixed parameters, based on constraints or delta.

See also: nloptLimitFixedNr, nloptInit, nloptFree, nloptAllocate

Returns: Returns the number of fixed parameters.

Parameters

d	Pointer to NLOPT

Definition at line 354 of file nlopt.c.

  {
  if(d==NULL || d->totalNr<1) return(0);
  unsigned int i, ln=0, dn=0;
  double macheps=doubleMachEps();
  /* based on limits */
  if(d->xlower!=NULL && d->xupper!=NULL) {
    double r;
    for(i=0; i<d->totalNr; i++) {
      r=d->xupper[i]-d->xlower[i];
      if(!isnan(r) && r<macheps) ln++; 
    }
  }
  /* based on deltas */
  if(d->xdelta!=NULL) {
    for(i=0; i<d->totalNr; i++) {
//printf(" %g %g\n", d->xdelta[i], macheps);
      if(!isnan(d->xdelta[i]) && fabs(d->xdelta[i])<macheps) dn++; 
    }
  }
//printf(" %u %u\n", ln, dn);
  /* the one that is nonzero is probably used */
  if(dn==0) return(ln);
  if(ln==0) return(dn);
  /* Both seem to be used; thus check both together */
  unsigned int n=0;
  double r;
  for(i=0; i<d->totalNr; i++) {
    if(!isnan(d->xdelta[i]) && fabs(d->xdelta[i])<macheps) {n++; continue;} 
    r=d->xupper[i]-d->xlower[i];
    if(!isnan(r) && r<macheps) {n++; continue;} 
  }
  return(n);
}

Referenced by nlopt1D(), and nloptSimplex().

◆ nloptFree()

void nloptFree ( NLOPT * nlo )

Free memory allocated for NLOPT data. All contents are destroyed.

See also: nloptInit, nloptAllocate, nloptDuplicate

Precondition: Before first use initialize the structure with nloptInit().

Author: Vesa Oikonen

Parameters

nlo	Pointer to initiated NLOPT structure.

Definition at line 52 of file nlopt.c.

  {
  if(nlo==NULL) return;
  free(nlo->xfull);
  free(nlo->xlower);
  free(nlo->xupper);
  free(nlo->xdelta);
  free(nlo->xtol);
  free(nlo->plist);
  // then set everything to zero or NULL again
  nloptInit(nlo);
}

Referenced by nloptAddP(), nloptAllocate(), nloptDuplicate(), nloptITGO1(), and nloptITGO2().

◆ nloptInit()

void nloptInit ( NLOPT * nlo )

Initiate the NLOPT structure before any use.

See also: nloptAllocate, nloptFree, nloptDuplicate

Author: Vesa Oikonen

Parameters

nlo	Pointer to NLOPT

Definition at line 25 of file nlopt.c.

  {
  if(nlo==NULL) return;
  nlo->totalNr=0;
  nlo->xfull=NULL;
  nlo->xlower=NULL;
  nlo->xupper=NULL;
  nlo->xdelta=NULL;
  nlo->xtol=NULL;
  nlo->_fun=NULL;
  nlo->fundata=NULL;
  nlo->maxFunCalls=0;
  nlo->funCalls=0;
  nlo->funval=nan("");
  nlo->usePList=0;
  nlo->plist=NULL;
}

Referenced by nloptFree(), nloptITGO1(), and nloptITGO2().

◆ nloptLimitFixedNr()

unsigned int nloptLimitFixedNr ( NLOPT * d )

Determine the number of fixed parameters, based on constraints.

See also: nloptInit, nloptFree, nloptAllocate

Returns: Returns the number of fixed parameters.

Parameters

d	Pointer to NLOPT.

Definition at line 333 of file nlopt.c.

  {
  if(d==NULL || d->totalNr<1) return(0);
  if(d->xlower==NULL || d->xupper==NULL) return(0);
  unsigned int n=0;
  double macheps=doubleMachEps();
  for(unsigned int i=0; i<d->totalNr; i++) {
    double r=d->xupper[i]-d->xlower[i];
    if(!isnan(r) && r<macheps) n++; 
  }
  return(n);
}

Referenced by nloptIATGO(), nloptITGO1(), nloptITGO2(), nloptMPSO(), nloptSimplexARRS(), and nloptSimplexMS().

◆ nloptMeanP()

int nloptMeanP	(	NLOPT *	nlo,
		unsigned int	nr,
		double *	meanp,
		double *	sdp )

Calculate mean point from NLOPT plist.

Missing values are omitted from the mean.

Notice that if plist contains fixed parameters, their mean and SD may not be exactly correct because of limited accuracy of calculation with floating points; you may therefore need to set the mean to the limit and SD to zero afterwards.

See also: nloptInit, nloptFree, nloptAllocate, nloptAddP, nloptSortP

Returns: Returns TPCERROR status, TPCERROR_OK (0) when successful.

Parameters

nlo	Pointer to NLOPT structure.
nr	Number of points to include; enter 0 to use all.
meanp	Pointer to array of size totalNr where mean point is saved.
sdp	Pointer to array of size totalNr where point SD is saved; enter NULL, if not needed.

Definition at line 219 of file nlopt.c.

  {
  if(nlo==NULL || meanp==NULL) return(TPCERROR_FAIL);
  if(nlo->usePList==0 || nlo->plist==NULL || nlo->totalNr<1) return(TPCERROR_NO_DATA);
  if(nlo->funCalls<1) return(TPCERROR_OK);
  if(nr<1 || nr>nlo->funCalls) nr=nlo->funCalls;
 
  unsigned int dim=nlo->totalNr;
  for(unsigned int j=0; j<dim; j++) {
    unsigned int n=0;
    meanp[j]=0.0;
    for(unsigned int i=0; i<nr; i++) {
      if(isfinite(nlo->plist[i*(dim+1)+j])) meanp[j]+=nlo->plist[i*(dim+1)+j];
      n++;
    }
    if(n<1) return(TPCERROR_NO_DATA);
    meanp[j]/=(double)n;
  }
 
  /* Calculate SDs if required */
  if(sdp==NULL) return(TPCERROR_OK);
  for(unsigned int j=0; j<dim; j++) {
    sdp[j]=0.0;
    unsigned int n=0;
    double sqrsum=0.0, sumsqr=0.0;
    for(unsigned int i=0; i<nr; i++) {
      if(isfinite(nlo->plist[i*(dim+1)+j])) {
        sqrsum+=nlo->plist[i*(dim+1)+j];
        sumsqr+=nlo->plist[i*(dim+1)+j]*nlo->plist[i*(dim+1)+j];
        n++;
      }
    }
    if(n<2) continue; // SD=0 if n==1
    sqrsum*=sqrsum;
    double ff=sumsqr - sqrsum/(double)n;
    if(!(ff>0.0)) sdp[j]=0.0;
    else sdp[j]=sqrt( ff / (double)(n-1) );
  }
  return(TPCERROR_OK);
}

Referenced by nloptIATGO(), and nloptSimplexARRS().

◆ nloptPrintP()

void nloptPrintP	(	NLOPT *	nlo,
		unsigned int	nr,
		FILE *	fp )

Print the contents of NLOPT plist.

See also: nloptInit, nloptFree, nloptAllocate, nloptAddP, nloptSortP

Parameters

nlo	Pointer to NLOPT structure.
nr	Number of points to print; enter 0 or a large number to print all.
fp	File pointer for the output.

Definition at line 274 of file nlopt.c.

  {
  if(nlo==NULL || fp==NULL) return;
  if(nlo->usePList==0 || nlo->plist==NULL || nlo->totalNr<1) return;
  fprintf(fp, "\nSampled points:\n");
  if(nlo->funCalls<1) return;
  if(nr<1 || nr>nlo->funCalls) nr=nlo->funCalls;
 
  unsigned int dim=nlo->totalNr;
  for(unsigned int si=0; si<nr; si++) {
    fprintf(fp, "%d\t", 1+si);
    for(unsigned int i=0; i<dim; i++) fprintf(fp, "%e ", nlo->plist[si*(dim+1)+i]);
    fprintf(fp, "=> %e\n", nlo->plist[si*(dim+1)+dim]);
  }
  fflush(fp);
}

Referenced by nloptIATGO(), and nloptSimplexARRS().

◆ nloptRemoveEmpties()

void nloptRemoveEmpties ( NLOPT * d )

Remove any empty parameters from NLOPT structure.

See also: nloptInit, nloptFree, nloptAllocate

Parameters which have NaN in place of xfull[] or xdelta[] are removed from the list; if found, totalNr is reduced accordingly.

Definition at line 398 of file nlopt.c.

  {
  if(d==NULL || d->totalNr<1) return;
  unsigned int i=0, j;
  while(i<d->totalNr) {
    if(!isnan(d->xfull[i]) && !isnan(d->xdelta[i])) {i++; continue;}
    for(j=i+1; j<d->totalNr; j++) {
      d->xfull[j-1]=d->xfull[j];
      d->xlower[j-1]=d->xlower[j];
      d->xupper[j-1]=d->xupper[j];
      d->xdelta[j-1]=d->xdelta[j];
      d->xtol[j-1]=d->xtol[j];
    }
    d->totalNr--;
  }
  return;
}

◆ nloptSortP()

int nloptSortP ( NLOPT * nlo )

Sort NLOPT plist into the order of increasing function values.

The first 'funCalls' items in plist are sorted.

See also: nloptInit, nloptFree, nloptAllocate, nloptAddP, nloptMeanP, nloptPrintP

Returns: Returns TPCERROR status, TPCERROR_OK (0) when successful.

Parameters

nlo	Pointer to NLOPT structure.

Definition at line 182 of file nlopt.c.

  {
  if(nlo==NULL) return(TPCERROR_FAIL);
  if(nlo->usePList==0 || nlo->plist==NULL || nlo->totalNr<1) return(TPCERROR_NO_DATA);
  if(nlo->funCalls<2) return(TPCERROR_OK); // nothing to sort
 
  unsigned int dim=nlo->totalNr;
  unsigned int nr=nlo->funCalls;
  for(unsigned int i=0; i<nr-1; i++)
    for(unsigned int j=i+1; j<nr; j++) {
      if( (!isfinite(nlo->plist[i*(dim+1)+dim]) && isfinite(nlo->plist[j*(dim+1)+dim]))
         || nlo->plist[i*(dim+1)+dim] > nlo->plist[j*(dim+1)+dim])
      {
        for(unsigned int k=0; k<=dim; k++) {
          double d=nlo->plist[i*(dim+1)+k];
          nlo->plist[i*(dim+1)+k]=nlo->plist[j*(dim+1)+k]; nlo->plist[j*(dim+1)+k]=d;
        }
      }
    }
  return(TPCERROR_OK);
}

Referenced by nloptIATGO(), and nloptSimplexARRS().

◆ nloptWrite()

void nloptWrite	(	NLOPT *	d,
		FILE *	fp )

Write the contents of NLOPT structure to the specified file pointer.

See also: nloptInit, nloptFree, nloptAllocate

Parameters

d	Pointer to NLOPT
fp	Output file pointer

Definition at line 302 of file nlopt.c.

  {
  if(d==NULL || fp==NULL) return;
  if(d->totalNr==0) {fprintf(fp, "NLOPT is empty\n"); return;}
  fprintf(fp, "param      xfull     xlower     xupper     xdelta       xtol\n");
  for(unsigned int i=0; i<d->totalNr; i++) {
    fprintf(fp, "%5d", 1+i);
    fprintf(fp, " %10.5f", d->xfull[i]);
    fprintf(fp, " %10.5f", d->xlower[i]);
    fprintf(fp, " %10.5f", d->xupper[i]);
    fprintf(fp, " %10.5f", d->xdelta[i]);
    fprintf(fp, " %10.5f\n", d->xtol[i]);
  }
  fprintf(fp, "maxFunCalls := %d\n", d->maxFunCalls);
  fprintf(fp, "funCalls := %d\n", d->funCalls);
  fprintf(fp, "funval := %g\n", d->funval);
  fprintf(fp, "usePList := %d\n", d->usePList);
  fflush(fp);
  return;
}

Functions

Detailed Description

Function Documentation

◆ nloptAddP()

◆ nloptAllocate()

◆ nloptdataInit()

◆ nloptDuplicate()

◆ nloptFixedNr()

◆ nloptFree()

◆ nloptInit()

◆ nloptLimitFixedNr()

◆ nloptMeanP()

◆ nloptPrintP()

◆ nloptRemoveEmpties()

◆ nloptSortP()

◆ nloptWrite()