/// <summary>
/// Originally described at https://github.com/stevengj/nlopt/blob/master/src/api/optimize.c#L878
/// </summary>
internal static nlopt_result nlopt_optimize_limited(nlopt_opt opt, double[] x, int offset_x, ref double minf,
int maxeval, double maxtime)
{
int save_maxeval;
double save_maxtime;
nlopt_result ret;
NLoptOptions.nlopt_unset_errmsg(opt);
if (opt == null)
{
NLoptApi.RETURN_ERR(nlopt_result.NLOPT_INVALID_ARGS, opt, "NULL opt arg");
}
save_maxeval = NLoptApi.nlopt_get_maxeval(opt);
save_maxtime = NLoptApi.nlopt_get_maxtime(opt);
/* override opt limits if maxeval and/or maxtime are more stringent */
if (save_maxeval <= 0 || (maxeval > 0 && maxeval < save_maxeval))
{
NLoptApi.nlopt_set_maxeval(opt, maxeval);
}
if (save_maxtime <= 0 || (maxtime > 0 && maxtime < save_maxtime))
{
NLoptApi.nlopt_set_maxtime(opt, maxtime);
}
ret = nlopt_optimize(opt, x, offset_x, ref minf);
NLoptApi.nlopt_set_maxeval(opt, save_maxeval);
NLoptApi.nlopt_set_maxtime(opt, save_maxtime);
return(ret);
}
/// <summary>
/// Originally described at https://github.com/stevengj/nlopt/blob/master/src/api/optimize.c#L813
/// </summary>
internal static nlopt_result nlopt_optimize(nlopt_opt opt, double[] x, int x_offset, ref double opt_f)
{
nlopt_func f;
object[] f_data;
nlopt_precond pre;
f_max_data fmd = new f_max_data();
bool maximize;
nlopt_result ret;
NLoptOptions.nlopt_unset_errmsg(opt);
if (opt == null /*|| opt_f == null*/ || opt.f == null)
{
NLoptApi.RETURN_ERR(nlopt_result.NLOPT_INVALID_ARGS, opt, "NULL args to nlopt_optimize");
}
f = opt.f;
f_data = opt.f_data;
pre = opt.pre;
// for maximizing, just minimize the f_max wrapper, which flips the sign of everything
if ((maximize = opt.maximize))
{
fmd.f = f;
fmd.f_data = f_data;
fmd.pre = pre;
opt.f = f_max;
opt.f_data = new object[] { fmd };
opt.f_data_offset = 0;
if (opt.pre != null)
{
opt.pre = pre_max;
}
opt.stopval = -opt.stopval;
opt.maximize = false;
}
// possibly eliminate lb == ub dimensions for some algorithms
{
nlopt_opt elim_opt = opt;
if (elimdim_wrapcheck(opt))
{
elim_opt = elimdim_create(opt);
if (elim_opt == null)
{
NLoptOptions.nlopt_set_errmsg(opt, "failure allocating elim_opt");
ret = nlopt_result.NLOPT_OUT_OF_MEMORY;
goto done;
}
elimdim_shrink(opt.n, x, x_offset, opt.lb, opt.ub);
}
ret = nlopt_optimize_(elim_opt, x, x_offset, ref opt_f);
if (elim_opt != opt)
{
elimdim_destroy(elim_opt);
elimdim_expand(opt.n, x, x_offset, opt.lb, opt.ub);
}
}
done:
if (maximize) // restore original signs
{
opt.maximize = maximize;
opt.stopval = -opt.stopval;
opt.f = f;
opt.f_data = f_data;
opt.pre = pre;
opt_f = -opt_f;
}
return(ret);
}