/// <summary>
/// Originally described at https://github.com/stevengj/nlopt/blob/master/src/api/optimize.c#L804
/// </summary>
private static void pre_max(int n, double[] x, int x_offset, double[] v, int v_offset, double[] vpre, int vpre_offset,
object[] data, int data_offset)
{
f_max_data d = (f_max_data)data[data_offset];
d.pre(n, x, x_offset, v, v_offset, vpre, vpre_offset, d.f_data, data_offset);
for (int i = 0; i < n; ++i)
{
vpre[i] = -vpre[i];
}
}
/// <summary>
/// Wrapper for maximizing: just flip the sign of f and grad.
/// Originally described at https://github.com/stevengj/nlopt/blob/master/src/api/optimize.c#L792
/// </summary>
private static double f_max(int n, double[] x, int x_offset, double[] grad, int grad_offset, object[] data,
int data_offset)
{
f_max_data d = (f_max_data)data[data_offset];
double val = d.f(n, x, x_offset, grad, grad_offset, d.f_data, data_offset);
if (grad != null)
{
for (int i = 0; i < n; ++i)
{
grad[i] = -grad[i];
}
}
return(-val);
}
/// <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);
}