Nlopt.Raw

converting haskell functions

NLOpt has three different types for functions FunPtrFunc FunPtrMFunc and FunPtrPrecond.

AD

means derivatives are calculated, and the haskell function does no IO.

G

mean you are providing the derivatives

M

means m functions are calculated at a time

toPrecondAD :: (forall a. AnyRFCxt a => Vector a -> a) -> Precond

an exact hessian calculated with AD. See toPrecondG XXX BFGS approx could also be done...

toPrecondG

Arguments

:: (Vector vec Double, v ~ vec Double)

=> (v -> v -> IO v)

given x,v calculate H(x)v where H the hessian

-> Precond

see http://ab-initio.mit.edu/wiki/index.php/NLopt_Reference#Preconditioning_with_approximate_Hessians only applies to NLOPT_LD_CCSAQ

toFuncM :: Vector v Double => (v Double -> IO (v Double)) -> MFunc

toFuncMG :: (Vector n Double, Vector n (m Double), n ~ m) => (n Double -> IO (m Double)) -> (n Double -> IO (n (m Double))) -> MFunc

n and m type variables indicate the vector size as number of inputs and number of outputs respectively

toFuncMAD :: (forall a. AnyRFCxt a => Vector a -> Vector a) -> MFunc

toFunc :: Vector v Double => (v Double -> IO Double) -> Func

toFuncAD :: (forall a. AnyRFCxt a => Vector a -> a) -> Func

where the gradient happens via AD

toFuncG

Arguments

:: Vector v Double

=> (v Double -> IO Double)

f

-> (v Double -> IO (v Double))

grad(f)

-> Func

type family UnFunPtr a

type Func = UnFunPtr FunPtrFunc

type MFunc = UnFunPtr FunPtrMFunc

type Precond = UnFunPtr FunPtrPrecond

type FunPtrFunc = FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble)

type FunPtrMFunc = FunPtr (CUInt -> Ptr CDouble -> CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ())

type FunPtrPrecond = FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ())

newtype NLOpt

Constructors

NLOpt (ForeignPtr NLOpt)

withNLOpt :: NLOpt -> (Ptr NLOpt -> IO b) -> IO b

data NloptAlgorithm

Constructors

NLOPT_GN_DIRECT

NLOPT_GN_DIRECT_L

NLOPT_GN_DIRECT_L_RAND

NLOPT_GN_DIRECT_NOSCAL

NLOPT_GN_DIRECT_L_NOSCAL

NLOPT_GN_DIRECT_L_RAND_NOSCAL

NLOPT_GN_ORIG_DIRECT

NLOPT_GN_ORIG_DIRECT_L

NLOPT_GD_STOGO

NLOPT_GD_STOGO_RAND

NLOPT_LD_LBFGS_NOCEDAL

NLOPT_LD_LBFGS

NLOPT_LN_PRAXIS

NLOPT_LD_VAR1

NLOPT_LD_VAR2

NLOPT_LD_TNEWTON

NLOPT_LD_TNEWTON_RESTART

NLOPT_LD_TNEWTON_PRECOND

NLOPT_LD_TNEWTON_PRECOND_RESTART

NLOPT_GN_CRS2_LM

NLOPT_GN_MLSL

NLOPT_GD_MLSL

NLOPT_GN_MLSL_LDS

NLOPT_GD_MLSL_LDS

NLOPT_LD_MMA

NLOPT_LN_COBYLA

NLOPT_LN_NEWUOA

NLOPT_LN_NEWUOA_BOUND

NLOPT_LN_NELDERMEAD

NLOPT_LN_SBPLX

NLOPT_LN_AUGLAG

NLOPT_LD_AUGLAG

NLOPT_LN_AUGLAG_EQ

NLOPT_LD_AUGLAG_EQ

NLOPT_LN_BOBYQA

NLOPT_GN_ISRES

NLOPT_AUGLAG

NLOPT_AUGLAG_EQ

NLOPT_G_MLSL

NLOPT_G_MLSL_LDS

NLOPT_LD_SLSQP

NLOPT_LD_CCSAQ

NLOPT_GN_ESCH

NLOPT_NUM_ALGORITHMS

Instances

Bounded NloptAlgorithm

Enum NloptAlgorithm

Eq NloptAlgorithm

Ord NloptAlgorithm

Show NloptAlgorithm

data NloptResult

negative (above NLOPT_SUCCESS) values of these are thrown as exceptions. The positive ones are return values.

Constructors

NLOPT_FAILURE

NLOPT_INVALID_ARGS

NLOPT_OUT_OF_MEMORY

NLOPT_ROUNDOFF_LIMITED

NLOPT_FORCED_STOP

NLOPT_SUCCESS

NLOPT_STOPVAL_REACHED

NLOPT_FTOL_REACHED

NLOPT_XTOL_REACHED

NLOPT_MAXEVAL_REACHED

NLOPT_MAXTIME_REACHED

Instances

Enum NloptResult

Show NloptResult

Typeable NloptResult

Exception NloptResult

checkEC :: CInt -> IO NloptResult

nloptSrand :: Int -> IO ()

nloptSrandTime :: IO ()

nloptVersion :: IO (Int, Int, Int)

nloptCreate :: NloptAlgorithm -> Int -> IO NLOpt

nloptCopy :: NLOpt -> IO NLOpt

nloptDestroy :: Ptr () -> IO ()

should not need to be called manually

nloptOptimize :: NLOpt -> Vec -> IO (NloptResult, Double)

nloptSetMinObjective :: NLOpt -> Func -> IO NloptResult

nloptSetMaxObjective :: NLOpt -> Func -> IO NloptResult

nloptSetPrecondMinObjective :: NLOpt -> Func -> Precond -> IO NloptResult

nloptSetPrecondMaxObjective :: NLOpt -> Func -> Precond -> IO NloptResult

nloptGetAlgorithm :: NLOpt -> IO NloptAlgorithm

nloptGetDimension :: NLOpt -> IO Int

constraints

nloptSetLowerBounds :: NLOpt -> Vec -> IO NloptResult

nloptSetUpperBounds :: NLOpt -> Vec -> IO NloptResult

nloptGetLowerBounds :: NLOpt -> Vec -> IO NloptResult

nloptGetUpperBounds :: NLOpt -> Vec -> IO NloptResult

nloptSetLowerBounds1 :: NLOpt -> Double -> IO NloptResult

nloptSetUpperBounds1 :: NLOpt -> Double -> IO NloptResult

nloptRemoveInequalityConstraints :: NLOpt -> IO NloptResult

nloptAddInequalityConstraint :: NLOpt -> Func -> Double -> IO NloptResult

nloptAddPrecondInequalityConstraint :: NLOpt -> Func -> Precond -> Double -> IO NloptResult

nloptAddInequalityMconstraint :: NLOpt -> Int -> MFunc -> Vec -> IO NloptResult

nloptRemoveEqualityConstraints :: NLOpt -> IO NloptResult

nloptAddEqualityConstraint :: NLOpt -> Func -> Double -> IO NloptResult

nloptAddPrecondEqualityConstraint :: NLOpt -> Func -> Precond -> Double -> IO NloptResult

nloptAddEqualityMconstraint :: NLOpt -> Int -> MFunc -> Vec -> IO NloptResult

stopping criteria

nloptSetStopval :: NLOpt -> Double -> IO NloptResult

nloptGetStopval :: NLOpt -> IO Double

nloptSetFtolRel :: NLOpt -> Double -> IO NloptResult

nloptGetFtolRel :: NLOpt -> IO Double

nloptSetFtolAbs :: NLOpt -> Double -> IO NloptResult

nloptGetFtolAbs :: NLOpt -> IO Double

nloptSetXtolRel :: NLOpt -> Double -> IO NloptResult

nloptGetXtolRel :: NLOpt -> IO Double

nloptSetXtolAbs1 :: NLOpt -> Double -> IO NloptResult

nloptSetXtolAbs :: NLOpt -> Vec -> IO NloptResult

nloptGetXtolAbs :: NLOpt -> Vec -> IO NloptResult

nloptSetMaxeval :: NLOpt -> Int -> IO NloptResult

nloptGetMaxeval :: NLOpt -> IO Int

nloptSetMaxtime :: NLOpt -> Double -> IO NloptResult

nloptGetMaxtime :: NLOpt -> IO Double

nloptForceStop :: NLOpt -> IO NloptResult

nloptSetForceStop :: NLOpt -> Int -> IO NloptResult

nloptGetForceStop :: NLOpt -> IO Int

more algorithm-specific parameters

nloptSetLocalOptimizer :: NLOpt -> NLOpt -> IO NloptResult

nloptSetPopulation :: NLOpt -> Int -> IO NloptResult

nloptGetPopulation :: NLOpt -> IO Int

nloptSetVectorStorage :: NLOpt -> Int -> IO NloptResult

nloptGetVectorStorage :: NLOpt -> IO Int

nloptSetInitialStep :: NLOpt -> Vec -> IO NloptResult

nloptGetInitialStep :: NLOpt -> Vec -> Vec -> IO NloptResult

nloptSetInitialStep1 :: NLOpt -> Double -> IO NloptResult

utils for ffi

much is copied from Ipopt.Raw

withNLOpt_ :: NLOpt -> (Ptr b1 -> IO b) -> IO b

vmUnsafeWith :: IOVector Double -> (Ptr CDouble -> IO b) -> IO b

ptrToVS :: Integral n => n -> Ptr CDouble -> IO Vec

ptrToV :: (Vector v Double, Integral n) => n -> Ptr CDouble -> IO (v Double)

copyInto :: (Integral n, Vector v Double) => n -> Ptr CDouble -> v Double -> IO ()

type Vec = IOVector Double

toCInt :: (Enum a, Num b) => a -> b

fromCInt :: (Enum a, Integral a1) => a1 -> a

peekInt :: (Integral a, Num b, Storable a) => Ptr a -> IO b

ptrToNLOpt :: Ptr () -> IO NLOpt

mkNloptFinalizer :: (Ptr () -> IO ()) -> IO (FunPtr (Ptr () -> IO ()))

nloptDestroyFP :: FunPtr (Ptr () -> IO ())

mkFunc :: Func -> IO (FunPtr Func)

mkPrecond :: Precond -> IO (FunPtr Precond)

mkMFunc :: MFunc -> IO (FunPtr MFunc)

withFunc :: Func -> (FunPtr Func -> IO b) -> IO b

withPrecond :: Precond -> (FunPtr Precond -> IO b) -> IO b

withMFunc :: MFunc -> (FunPtr MFunc -> IO b) -> IO b

withNull :: (Ptr a -> t) -> t

peekDouble :: Ptr CDouble -> IO Double

c2hs generates CDouble peek a Double instead

mXv :: Num a => Vector (Vector a) -> Vector a -> Vector a

naive matrix × vector

c2hs-generated

nloptSrand'_ :: CULong -> IO ()

nloptSrandTime'_ :: IO ()

nloptVersion'_ :: Ptr CInt -> Ptr CInt -> Ptr CInt -> IO ()

nloptCreate'_ :: CInt -> CUInt -> IO (Ptr ())

nloptCopy'_ :: Ptr () -> IO (Ptr ())

nloptDestroy'_ :: Ptr () -> IO ()

nloptOptimize'_ :: Ptr () -> Ptr CDouble -> Ptr CDouble -> IO CInt

nloptSetMinObjective'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> Ptr () -> IO CInt

nloptSetMaxObjective'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> Ptr () -> IO CInt

nloptSetPrecondMinObjective'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> IO CInt

nloptSetPrecondMaxObjective'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> IO CInt

nloptGetAlgorithm'_ :: Ptr () -> IO CInt

nloptGetDimension'_ :: Ptr () -> IO CUInt

nloptSetLowerBounds'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptSetUpperBounds'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptGetLowerBounds'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptGetUpperBounds'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptSetLowerBounds1'_ :: Ptr () -> CDouble -> IO CInt

nloptSetUpperBounds1'_ :: Ptr () -> CDouble -> IO CInt

nloptRemoveInequalityConstraints'_ :: Ptr () -> IO CInt

nloptAddInequalityConstraint'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> Ptr () -> CDouble -> IO CInt

nloptAddPrecondInequalityConstraint'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> CDouble -> IO CInt

nloptAddInequalityMconstraint'_ :: Ptr () -> CUInt -> FunPtr (CUInt -> Ptr CDouble -> CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> Ptr CDouble -> IO CInt

nloptRemoveEqualityConstraints'_ :: Ptr () -> IO CInt

nloptAddEqualityConstraint'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> Ptr () -> CDouble -> IO CInt

nloptAddPrecondEqualityConstraint'_ :: Ptr () -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO CDouble) -> FunPtr (CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> CDouble -> IO CInt

nloptAddEqualityMconstraint'_ :: Ptr () -> CUInt -> FunPtr (CUInt -> Ptr CDouble -> CUInt -> Ptr CDouble -> Ptr CDouble -> Ptr () -> IO ()) -> Ptr () -> Ptr CDouble -> IO CInt

nloptSetStopval'_ :: Ptr () -> CDouble -> IO CInt

nloptGetStopval'_ :: Ptr () -> IO CDouble

nloptSetFtolRel'_ :: Ptr () -> CDouble -> IO CInt

nloptGetFtolRel'_ :: Ptr () -> IO CDouble

nloptSetFtolAbs'_ :: Ptr () -> CDouble -> IO CInt

nloptGetFtolAbs'_ :: Ptr () -> IO CDouble

nloptSetXtolRel'_ :: Ptr () -> CDouble -> IO CInt

nloptGetXtolRel'_ :: Ptr () -> IO CDouble

nloptSetXtolAbs1'_ :: Ptr () -> CDouble -> IO CInt

nloptSetXtolAbs'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptGetXtolAbs'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptSetMaxeval'_ :: Ptr () -> CInt -> IO CInt

nloptGetMaxeval'_ :: Ptr () -> IO CInt

nloptSetMaxtime'_ :: Ptr () -> CDouble -> IO CInt

nloptGetMaxtime'_ :: Ptr () -> IO CDouble

nloptForceStop'_ :: Ptr () -> IO CInt

nloptSetForceStop'_ :: Ptr () -> CInt -> IO CInt

nloptGetForceStop'_ :: Ptr () -> IO CInt

nloptSetLocalOptimizer'_ :: Ptr () -> Ptr () -> IO CInt

nloptSetPopulation'_ :: Ptr () -> CUInt -> IO CInt

nloptGetPopulation'_ :: Ptr () -> IO CUInt

nloptSetVectorStorage'_ :: Ptr () -> CUInt -> IO CInt

nloptGetVectorStorage'_ :: Ptr () -> IO CUInt

nloptSetInitialStep'_ :: Ptr () -> Ptr CDouble -> IO CInt

nloptGetInitialStep'_ :: Ptr () -> Ptr CDouble -> Ptr CDouble -> IO CInt

nloptSetInitialStep1'_ :: Ptr () -> CDouble -> IO CInt