nlopt 0.1.0 → 0.1.1
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- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/README.md +5 -1
- data/lib/nlopt/ffi.rb +78 -0
- data/lib/nlopt/opt.rb +184 -21
- data/lib/nlopt/version.rb +1 -1
- data/lib/nlopt.rb +20 -0
- metadata +2 -2
checksums.yaml
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@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: dc7b9fe5b30fd9f60c726dccd8edb8859e65eca488cd30e3e252c5ac83eacc4d
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data.tar.gz: 260121b1a693646f681419086ababd4a569903289b2e2031610af9dd2a1357c7
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SHA512:
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metadata.gz:
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metadata.gz: af0d54c03bfa3f38c080d65ef8f4ba5b3550085cb1acc8ad5990cb3a052e21e35bd7fa2ac75cfa417f21e4ef0e2dd2a0fb662aee7fe1cb40890463da3b6c1e6f
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data.tar.gz: b9273f26c650eee060ce9b8228bcc2223ed7a28df4582d903cfff8ba598cd77215529a24078cd668197e23a0bb314e399d01410cd819f7eb892691a21e8c6c93
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data/CHANGELOG.md
CHANGED
data/README.md
CHANGED
@@ -12,7 +12,7 @@ First, install NLopt. For Homebrew, use:
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brew install nlopt
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```
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-
And for Ubuntu
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And for Ubuntu 22.04+, use:
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```sh
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sudo apt-get install libnlopt0
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@@ -54,6 +54,10 @@ Perform the optimization
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xopt = opt.optimize([2, 3])
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```
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## API
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This library follows the [NLopt Python API](https://nlopt.readthedocs.io/en/latest/NLopt_Python_Reference/). You can follow Python tutorials and convert the code to Ruby in many cases. Feel free to open an issue if you run into problems.
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+
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## History
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View the [changelog](https://github.com/ankane/nlopt-ruby/blob/master/CHANGELOG.md)
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data/lib/nlopt/ffi.rb
CHANGED
@@ -14,18 +14,31 @@ module NLopt
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14
14
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15
15
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typealias "nlopt_algorithm", "int"
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16
16
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typealias "nlopt_func", "void *"
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17
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+
typealias "nlopt_mfunc", "void *"
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17
18
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typealias "nlopt_opt", "void *"
|
19
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+
typealias "nlopt_precond", "void *"
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18
20
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typealias "nlopt_result", "int"
|
19
21
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typealias "unsigned", "unsigned int"
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20
22
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|
21
23
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extern "const char * nlopt_algorithm_name(nlopt_algorithm a)"
|
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+
|
25
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+
# nlopt_algorithm enum <-> string conversion
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26
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+
|
22
27
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extern "const char * nlopt_algorithm_to_string(nlopt_algorithm algorithm)"
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23
28
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extern "nlopt_algorithm nlopt_algorithm_from_string(const char *name)"
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24
29
|
|
30
|
+
# nlopt_result enum <-> string conversion
|
31
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+
|
25
32
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extern "const char * nlopt_result_to_string(nlopt_result algorithm)"
|
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+
extern "nlopt_result nlopt_result_from_string(const char *name)"
|
34
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+
|
35
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+
extern "void nlopt_srand(unsigned long seed)"
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36
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+
extern "void nlopt_srand_time(void)"
|
26
37
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|
27
38
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extern "void nlopt_version(int *major, int *minor, int *bugfix)"
|
28
39
|
|
40
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+
# object-oriented api
|
41
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+
|
29
42
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extern "nlopt_opt nlopt_create(nlopt_algorithm algorithm, unsigned n)"
|
30
43
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extern "void nlopt_destroy(nlopt_opt opt)"
|
31
44
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extern "nlopt_opt nlopt_copy(const nlopt_opt opt)"
|
@@ -35,10 +48,24 @@ module NLopt
|
|
35
48
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extern "nlopt_result nlopt_set_min_objective(nlopt_opt opt, nlopt_func f, void *f_data)"
|
36
49
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extern "nlopt_result nlopt_set_max_objective(nlopt_opt opt, nlopt_func f, void *f_data)"
|
37
50
|
|
51
|
+
extern "nlopt_result nlopt_set_precond_min_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data)"
|
52
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+
extern "nlopt_result nlopt_set_precond_max_objective(nlopt_opt opt, nlopt_func f, nlopt_precond pre, void *f_data)"
|
53
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+
|
38
54
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extern "nlopt_algorithm nlopt_get_algorithm(const nlopt_opt opt)"
|
39
55
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extern "unsigned nlopt_get_dimension(const nlopt_opt opt)"
|
56
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+
|
40
57
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extern "const char * nlopt_get_errmsg(nlopt_opt opt)"
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41
58
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|
59
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+
# generic algorithm parameters
|
60
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+
|
61
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+
extern "nlopt_result nlopt_set_param(nlopt_opt opt, const char *name, double val)"
|
62
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+
extern "double nlopt_get_param(const nlopt_opt opt, const char *name, double defaultval)"
|
63
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+
extern "int nlopt_has_param(const nlopt_opt opt, const char *name)"
|
64
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+
extern "unsigned nlopt_num_params(const nlopt_opt opt)"
|
65
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+
extern "const char * nlopt_nth_param(const nlopt_opt opt, unsigned n)"
|
66
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+
|
67
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+
# constraints
|
68
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+
|
42
69
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extern "nlopt_result nlopt_set_lower_bounds(nlopt_opt opt, const double *lb)"
|
43
70
|
extern "nlopt_result nlopt_set_lower_bounds1(nlopt_opt opt, double lb)"
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44
71
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extern "nlopt_result nlopt_set_lower_bound(nlopt_opt opt, int i, double lb)"
|
@@ -48,9 +75,60 @@ module NLopt
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75
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extern "nlopt_result nlopt_set_upper_bound(nlopt_opt opt, int i, double ub)"
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49
76
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extern "nlopt_result nlopt_get_upper_bounds(const nlopt_opt opt, double *ub)"
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50
77
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|
78
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+
extern "nlopt_result nlopt_remove_inequality_constraints(nlopt_opt opt)"
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79
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+
extern "nlopt_result nlopt_add_inequality_constraint(nlopt_opt opt, nlopt_func fc, void *fc_data, double tol)"
|
80
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+
extern "nlopt_result nlopt_add_precond_inequality_constraint(nlopt_opt opt, nlopt_func fc, nlopt_precond pre, void *fc_data, double tol)"
|
81
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+
extern "nlopt_result nlopt_add_inequality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc fc, void *fc_data, const double *tol)"
|
82
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+
|
83
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+
extern "nlopt_result nlopt_remove_equality_constraints(nlopt_opt opt)"
|
84
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+
extern "nlopt_result nlopt_add_equality_constraint(nlopt_opt opt, nlopt_func h, void *h_data, double tol)"
|
85
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+
extern "nlopt_result nlopt_add_precond_equality_constraint(nlopt_opt opt, nlopt_func h, nlopt_precond pre, void *h_data, double tol)"
|
86
|
+
extern "nlopt_result nlopt_add_equality_mconstraint(nlopt_opt opt, unsigned m, nlopt_mfunc h, void *h_data, const double *tol)"
|
87
|
+
|
88
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+
# stopping criteria
|
89
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+
|
90
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+
extern "nlopt_result nlopt_set_stopval(nlopt_opt opt, double stopval)"
|
91
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+
extern "double nlopt_get_stopval(const nlopt_opt opt)"
|
92
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+
|
93
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+
extern "nlopt_result nlopt_set_ftol_rel(nlopt_opt opt, double tol)"
|
94
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+
extern "double nlopt_get_ftol_rel(const nlopt_opt opt)"
|
95
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+
extern "nlopt_result nlopt_set_ftol_abs(nlopt_opt opt, double tol)"
|
96
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+
extern "double nlopt_get_ftol_abs(const nlopt_opt opt)"
|
97
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+
|
98
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+
extern "nlopt_result nlopt_set_xtol_rel(nlopt_opt opt, double tol)"
|
99
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+
extern "double nlopt_get_xtol_rel(const nlopt_opt opt)"
|
100
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+
extern "nlopt_result nlopt_set_xtol_abs1(nlopt_opt opt, double tol)"
|
101
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+
extern "nlopt_result nlopt_set_xtol_abs(nlopt_opt opt, const double *tol)"
|
102
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+
extern "nlopt_result nlopt_get_xtol_abs(const nlopt_opt opt, double *tol)"
|
103
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+
extern "nlopt_result nlopt_set_x_weights1(nlopt_opt opt, double w)"
|
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+
extern "nlopt_result nlopt_set_x_weights(nlopt_opt opt, const double *w)"
|
105
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+
extern "nlopt_result nlopt_get_x_weights(const nlopt_opt opt, double *w)"
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+
|
51
107
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extern "nlopt_result nlopt_set_maxeval(nlopt_opt opt, int maxeval)"
|
52
108
|
extern "int nlopt_get_maxeval(const nlopt_opt opt)"
|
53
109
|
|
54
110
|
extern "int nlopt_get_numevals(const nlopt_opt opt)"
|
111
|
+
|
112
|
+
extern "nlopt_result nlopt_set_maxtime(nlopt_opt opt, double maxtime)"
|
113
|
+
extern "double nlopt_get_maxtime(const nlopt_opt opt)"
|
114
|
+
|
115
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+
extern "nlopt_result nlopt_force_stop(nlopt_opt opt)"
|
116
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+
extern "nlopt_result nlopt_set_force_stop(nlopt_opt opt, int val)"
|
117
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+
extern "int nlopt_get_force_stop(const nlopt_opt opt)"
|
118
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+
|
119
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+
# more algorithm-specific parameters
|
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+
|
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+
extern "nlopt_result nlopt_set_local_optimizer(nlopt_opt opt, const nlopt_opt local_opt)"
|
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+
|
123
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+
extern "nlopt_result nlopt_set_population(nlopt_opt opt, unsigned pop)"
|
124
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+
extern "unsigned nlopt_get_population(const nlopt_opt opt)"
|
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+
|
126
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extern "nlopt_result nlopt_set_vector_storage(nlopt_opt opt, unsigned dim)"
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extern "unsigned nlopt_get_vector_storage(const nlopt_opt opt)"
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128
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+
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129
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extern "nlopt_result nlopt_set_default_initial_step(nlopt_opt opt, const double *x)"
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extern "nlopt_result nlopt_set_initial_step(nlopt_opt opt, const double *dx)"
|
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extern "nlopt_result nlopt_set_initial_step1(nlopt_opt opt, double dx)"
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extern "nlopt_result nlopt_get_initial_step(const nlopt_opt opt, const double *x, double *dx)"
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55
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end
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56
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end
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data/lib/nlopt/opt.rb
CHANGED
@@ -1,5 +1,7 @@
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1
1
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module NLopt
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2
2
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class Opt
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3
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+
attr_reader :last_optimum_value
|
4
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+
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3
5
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def initialize(algorithm, n)
|
4
6
|
algorithm = FFI.nlopt_algorithm_from_string(algorithm)
|
5
7
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if algorithm < 0
|
@@ -14,21 +16,29 @@ module NLopt
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14
16
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@opt.free = FFI["nlopt_destroy"]
|
15
17
|
end
|
16
18
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|
19
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+
def dimension
|
20
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+
FFI.nlopt_get_dimension(@opt)
|
21
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+
end
|
22
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+
|
23
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+
def algorithm_name
|
24
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+
FFI.nlopt_algorithm_name(FFI.nlopt_get_algorithm(@opt)).to_s
|
25
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+
end
|
26
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+
|
17
27
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def set_min_objective(f)
|
18
|
-
|
19
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-
@
|
20
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-
|
28
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+
cb = objective_callback(f)
|
29
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+
check_res FFI.nlopt_set_min_objective(@opt, cb, nil)
|
30
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+
@cb = cb # keep reference
|
21
31
|
end
|
22
32
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|
23
33
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def set_max_objective(f)
|
24
|
-
|
25
|
-
@
|
26
|
-
|
34
|
+
cb = objective_callback(f)
|
35
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+
check_res FFI.nlopt_set_max_objective(@opt, cb, nil)
|
36
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+
@cb = cb # keep reference
|
27
37
|
end
|
28
38
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|
29
39
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def set_lower_bounds(lb)
|
30
40
|
if lb.is_a?(Array)
|
31
|
-
check_res FFI.nlopt_set_lower_bounds(@opt,
|
41
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+
check_res FFI.nlopt_set_lower_bounds(@opt, alloc_dptr(lb))
|
32
42
|
elsif lb.is_a?(Numeric)
|
33
43
|
check_res FFI.nlopt_set_lower_bounds1(@opt, lb)
|
34
44
|
else
|
@@ -38,7 +48,7 @@ module NLopt
|
|
38
48
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|
39
49
|
def set_upper_bounds(ub)
|
40
50
|
if ub.is_a?(Array)
|
41
|
-
check_res FFI.nlopt_set_upper_bounds(@opt,
|
51
|
+
check_res FFI.nlopt_set_upper_bounds(@opt, alloc_dptr(ub))
|
42
52
|
elsif ub.is_a?(Numeric)
|
43
53
|
check_res FFI.nlopt_set_upper_bounds1(@opt, ub)
|
44
54
|
else
|
@@ -46,16 +56,125 @@ module NLopt
|
|
46
56
|
end
|
47
57
|
end
|
48
58
|
|
59
|
+
def lower_bounds
|
60
|
+
out_dptr { |ptr| FFI.nlopt_get_lower_bounds(@opt, ptr) }
|
61
|
+
end
|
62
|
+
|
63
|
+
def upper_bounds
|
64
|
+
out_dptr { |ptr| FFI.nlopt_get_upper_bounds(@opt, ptr) }
|
65
|
+
end
|
66
|
+
|
67
|
+
def remove_inequality_constraints
|
68
|
+
check_res FFI.nlopt_remove_inequality_constraints(@opt)
|
69
|
+
end
|
70
|
+
|
71
|
+
def remove_equality_constraints
|
72
|
+
check_res FFI.nlopt_remove_equality_constraints(@opt)
|
73
|
+
end
|
74
|
+
|
75
|
+
def set_stopval(stopval)
|
76
|
+
check_res FFI.nlopt_set_stopval(@opt, stopval)
|
77
|
+
end
|
78
|
+
|
79
|
+
def stopval
|
80
|
+
FFI.nlopt_get_stopval(@opt)
|
81
|
+
end
|
82
|
+
|
83
|
+
def set_ftol_rel(tol)
|
84
|
+
check_res FFI.nlopt_set_ftol_rel(@opt, tol)
|
85
|
+
end
|
86
|
+
|
87
|
+
def ftol_rel
|
88
|
+
FFI.nlopt_get_ftol_rel(@opt)
|
89
|
+
end
|
90
|
+
|
91
|
+
def set_ftol_abs(tol)
|
92
|
+
check_res FFI.nlopt_set_ftol_abs(@opt, tol)
|
93
|
+
end
|
94
|
+
|
95
|
+
def ftol_abs
|
96
|
+
FFI.nlopt_get_ftol_abs(@opt)
|
97
|
+
end
|
98
|
+
|
99
|
+
def set_xtol_rel(tol)
|
100
|
+
check_res FFI.nlopt_set_xtol_rel(@opt, tol)
|
101
|
+
end
|
102
|
+
|
103
|
+
def xtol_rel
|
104
|
+
FFI.nlopt_get_xtol_rel(@opt)
|
105
|
+
end
|
106
|
+
|
107
|
+
def set_xtol_abs(tol)
|
108
|
+
if tol.is_a?(Array)
|
109
|
+
check_res FFI.nlopt_set_xtol_abs(@opt, alloc_dptr(tol))
|
110
|
+
elsif tol.is_a?(Numeric)
|
111
|
+
check_res FFI.nlopt_set_xtol_abs1(@opt, tol)
|
112
|
+
else
|
113
|
+
raise TypeError, "expected array or numeric"
|
114
|
+
end
|
115
|
+
end
|
116
|
+
|
117
|
+
def xtol_abs
|
118
|
+
out_dptr { |ptr| FFI.nlopt_get_xtol_abs(@opt, ptr) }
|
119
|
+
end
|
120
|
+
|
121
|
+
def set_x_weights(w)
|
122
|
+
if w.is_a?(Array)
|
123
|
+
check_res FFI.nlopt_set_x_weights(@opt, alloc_dptr(w))
|
124
|
+
elsif w.is_a?(Numeric)
|
125
|
+
check_res FFI.nlopt_set_x_weights1(@opt, w)
|
126
|
+
else
|
127
|
+
raise TypeError, "expected array or numeric"
|
128
|
+
end
|
129
|
+
end
|
130
|
+
|
131
|
+
def x_weights
|
132
|
+
out_dptr { |ptr| FFI.nlopt_get_x_weights(@opt, ptr) }
|
133
|
+
end
|
134
|
+
|
49
135
|
def set_maxeval(maxeval)
|
50
136
|
check_res FFI.nlopt_set_maxeval(@opt, maxeval)
|
51
137
|
end
|
52
138
|
|
53
|
-
def
|
54
|
-
|
55
|
-
|
56
|
-
|
139
|
+
def maxeval
|
140
|
+
FFI.nlopt_get_maxeval(@opt)
|
141
|
+
end
|
142
|
+
|
143
|
+
def set_maxtime(maxtime)
|
144
|
+
check_res FFI.nlopt_set_maxtime(@opt, maxtime)
|
145
|
+
end
|
146
|
+
|
147
|
+
def maxtime
|
148
|
+
FFI.nlopt_get_maxtime(@opt)
|
149
|
+
end
|
150
|
+
|
151
|
+
def numevals
|
152
|
+
FFI.nlopt_get_numevals(@opt)
|
153
|
+
end
|
154
|
+
|
155
|
+
def set_param(name, val)
|
156
|
+
check_res FFI.nlopt_set_param(@opt, name, val)
|
157
|
+
end
|
158
|
+
|
159
|
+
def param(name, defaultval)
|
160
|
+
FFI.nlopt_get_param(@opt, name, defaultval)
|
161
|
+
end
|
162
|
+
|
163
|
+
def has_param?(name)
|
164
|
+
FFI.nlopt_has_param(@opt, name) == 1
|
165
|
+
end
|
166
|
+
|
167
|
+
def num_params
|
168
|
+
FFI.nlopt_num_params(@opt)
|
169
|
+
end
|
170
|
+
|
171
|
+
def nth_param(n)
|
172
|
+
ptr = FFI.nlopt_nth_param(@opt, n)
|
173
|
+
!ptr.null? ? ptr.to_s : nil
|
174
|
+
end
|
57
175
|
|
58
|
-
|
176
|
+
def optimize(init)
|
177
|
+
x = alloc_dptr(init)
|
59
178
|
opt_f = Fiddle::Pointer.malloc(Fiddle::SIZEOF_DOUBLE)
|
60
179
|
res = FFI.nlopt_optimize(@opt, x, opt_f)
|
61
180
|
|
@@ -65,19 +184,43 @@ module NLopt
|
|
65
184
|
raise Error, msg
|
66
185
|
end
|
67
186
|
|
68
|
-
|
187
|
+
@last_optimum_value = read_dptr(opt_f)[0]
|
188
|
+
|
189
|
+
read_dptr(x)
|
69
190
|
end
|
70
191
|
|
71
|
-
def
|
72
|
-
FFI.
|
192
|
+
def force_stop
|
193
|
+
check_res FFI.nlopt_force_stop(@opt)
|
73
194
|
end
|
74
195
|
|
75
|
-
def
|
76
|
-
FFI.
|
196
|
+
def set_local_optimizer(local_opt)
|
197
|
+
check_res FFI.nlopt_set_local_optimizer(@opt, local_opt)
|
77
198
|
end
|
78
199
|
|
79
|
-
def
|
80
|
-
|
200
|
+
def set_initial_step(dx)
|
201
|
+
if dx.is_a?(Array)
|
202
|
+
check_res FFI.nlopt_set_initial_step(@opt, alloc_dptr(dx))
|
203
|
+
elsif dx.is_a?(Numeric)
|
204
|
+
check_res FFI.nlopt_set_initial_step1(@opt, dx)
|
205
|
+
else
|
206
|
+
raise TypeError, "expected array or numeric"
|
207
|
+
end
|
208
|
+
end
|
209
|
+
|
210
|
+
def set_population(pop)
|
211
|
+
check_res FFI.nlopt_set_population(@opt, pop)
|
212
|
+
end
|
213
|
+
|
214
|
+
def population
|
215
|
+
FFI.nlopt_get_population(@opt)
|
216
|
+
end
|
217
|
+
|
218
|
+
def set_vector_storage(dim)
|
219
|
+
check_res FFI.nlopt_set_vector_storage(@opt, dim)
|
220
|
+
end
|
221
|
+
|
222
|
+
def vector_storage
|
223
|
+
FFI.nlopt_get_vector_storage(@opt)
|
81
224
|
end
|
82
225
|
|
83
226
|
private
|
@@ -88,9 +231,29 @@ module NLopt
|
|
88
231
|
end
|
89
232
|
end
|
90
233
|
|
234
|
+
def alloc_dptr(arr)
|
235
|
+
n = dimension
|
236
|
+
if arr.size != n
|
237
|
+
raise ArgumentError, "size does not match dimension"
|
238
|
+
end
|
239
|
+
Fiddle::Pointer[arr.pack("d#{n}")]
|
240
|
+
end
|
241
|
+
|
242
|
+
def read_dptr(ptr, size = nil)
|
243
|
+
size ||= ptr.size
|
244
|
+
ptr.to_s(size).unpack("d*")
|
245
|
+
end
|
246
|
+
|
247
|
+
def out_dptr
|
248
|
+
ptr = Fiddle::Pointer.malloc(dimension * Fiddle::SIZEOF_DOUBLE)
|
249
|
+
res = yield ptr
|
250
|
+
check_res res
|
251
|
+
read_dptr(ptr)
|
252
|
+
end
|
253
|
+
|
91
254
|
def objective_callback(f)
|
92
255
|
Fiddle::Closure::BlockCaller.new(Fiddle::TYPE_DOUBLE, [Fiddle::TYPE_UINT, Fiddle::TYPE_VOIDP, Fiddle::TYPE_VOIDP, Fiddle::TYPE_VOIDP]) do |n, x, gradient, func_data|
|
93
|
-
x = x
|
256
|
+
x = read_dptr(x, n * Fiddle::SIZEOF_DOUBLE)
|
94
257
|
grad = !gradient.null? ? Gradient.new(gradient, n) : nil
|
95
258
|
f.call(x, grad)
|
96
259
|
end
|
data/lib/nlopt/version.rb
CHANGED
data/lib/nlopt.rb
CHANGED
@@ -37,4 +37,24 @@ module NLopt
|
|
37
37
|
FFI.nlopt_version(major, minor, bugfix)
|
38
38
|
[major, minor, bugfix].map { |v| v.to_s(v.size).unpack1("i") }.join(".")
|
39
39
|
end
|
40
|
+
|
41
|
+
def self.srand(seed)
|
42
|
+
FFI.nlopt_srand(seed)
|
43
|
+
end
|
44
|
+
|
45
|
+
def self.srand_time
|
46
|
+
FFI.nlopt_srand_time
|
47
|
+
end
|
48
|
+
|
49
|
+
def self.version_major
|
50
|
+
lib_version.split(".")[0].to_i
|
51
|
+
end
|
52
|
+
|
53
|
+
def self.version_minor
|
54
|
+
lib_version.split(".")[1].to_i
|
55
|
+
end
|
56
|
+
|
57
|
+
def self.version_bugfix
|
58
|
+
lib_version.split(".")[2].to_i
|
59
|
+
end
|
40
60
|
end
|
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: nlopt
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.1.
|
4
|
+
version: 0.1.1
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- Andrew Kane
|
8
8
|
autorequire:
|
9
9
|
bindir: bin
|
10
10
|
cert_chain: []
|
11
|
-
date: 2024-12-
|
11
|
+
date: 2024-12-15 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: fiddle
|