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 => V.Vector a -> a) -> Precond

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

toPrecondG

Arguments

:: (VG.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 :: VG.Vector v Double => (v Double -> IO (v Double)) -> MFunc

toFuncMG :: (VG.Vector n Double, VG.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 => V.Vector a -> V.Vector a) -> MFunc

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

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

where the gradient happens via AD

toFuncG

Arguments

:: VG.Vector v Double

=> (v Double -> IO Double)

f

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

grad(f)

-> Func

type family UnFunPtr a

Instances

type UnFunPtr (C2HSImp.FunPtr a) = a

type Func = UnFunPtr FunPtrFunc

type FunPtrMFunc = C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ())

type MFunc = UnFunPtr FunPtrMFunc

type FunPtrPrecond = C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ())

type Precond = UnFunPtr FunPtrPrecond

newtype NLOpt

Constructors

NLOpt (C2HSImp.ForeignPtr NLOpt)

withNLOpt :: NLOpt -> (C2HSImp.Ptr NLOpt -> IO b) -> IO b

type FunPtrFunc = C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble)

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_FORCED_STOP

NLOPT_ROUNDOFF_LIMITED

NLOPT_OUT_OF_MEMORY

NLOPT_INVALID_ARGS

NLOPT_FAILURE

NLOPT_SUCCESS

NLOPT_STOPVAL_REACHED

NLOPT_FTOL_REACHED

NLOPT_XTOL_REACHED

NLOPT_MAXEVAL_REACHED

NLOPT_MAXTIME_REACHED

Instances

Enum NloptResult

Show NloptResult

Exception NloptResult

checkEC :: C2HSImp.CInt -> IO NloptResult

nloptSrand :: Int -> IO ()

nloptSrandTime :: IO ()

nloptVersion :: IO (Int, Int, Int)

nloptCreate :: NloptAlgorithm -> Int -> IO NLOpt

nloptCopy :: NLOpt -> IO NLOpt

nloptDestroy :: C2HSImp.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 -> (C2HSImp.Ptr b1 -> IO b) -> IO b

vmUnsafeWith :: VM.IOVector Double -> (C2HSImp.Ptr C2HSImp.CDouble -> IO b) -> IO b

ptrToVS :: Integral n => n -> C2HSImp.Ptr C2HSImp.CDouble -> IO Vec

ptrToV :: (VG.Vector v Double, Integral n) => n -> C2HSImp.Ptr C2HSImp.CDouble -> IO (v Double)

copyInto :: (Integral n, VG.Vector v Double) => n -> C2HSImp.Ptr C2HSImp.CDouble -> v Double -> IO ()

type Vec = VM.IOVector Double

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

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

peekInt :: (Integral a, Num b, Storable a) => C2HSImp.Ptr a -> IO b

ptrToNLOpt :: C2HSImp.Ptr () -> IO NLOpt

mkNloptFinalizer :: (C2HSImp.Ptr () -> IO ()) -> IO (C2HSImp.FunPtr (C2HSImp.Ptr () -> IO ()))

nloptDestroyFP :: C2HSImp.FunPtr (C2HSImp.Ptr () -> IO ())

mkFunc :: Func -> IO (C2HSImp.FunPtr Func)

mkPrecond :: Precond -> IO (C2HSImp.FunPtr Precond)

mkMFunc :: MFunc -> IO (C2HSImp.FunPtr MFunc)

withFunc :: Func -> (C2HSImp.FunPtr Func -> IO b) -> IO b

withPrecond :: Precond -> (C2HSImp.FunPtr Precond -> IO b) -> IO b

withMFunc :: MFunc -> (C2HSImp.FunPtr MFunc -> IO b) -> IO b

withNull :: (C2HSImp.Ptr a -> t) -> t

peekDouble :: C2HSImp.Ptr C2HSImp.CDouble -> IO Double

c2hs generates CDouble peek a Double instead

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

naive matrix × vector

c2hs-generated

nloptSrand'_ :: C2HSImp.CULong -> IO ()

nloptSrandTime'_ :: IO ()

nloptVersion'_ :: C2HSImp.Ptr C2HSImp.CInt -> C2HSImp.Ptr C2HSImp.CInt -> C2HSImp.Ptr C2HSImp.CInt -> IO ()

nloptCreate'_ :: C2HSImp.CInt -> C2HSImp.CUInt -> IO (C2HSImp.Ptr ())

nloptCopy'_ :: C2HSImp.Ptr () -> IO (C2HSImp.Ptr ())

nloptDestroy'_ :: C2HSImp.Ptr () -> IO ()

nloptOptimize'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetMinObjective'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetMaxObjective'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetPrecondMinObjective'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetPrecondMaxObjective'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptGetAlgorithm'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptGetDimension'_ :: C2HSImp.Ptr () -> IO C2HSImp.CUInt

nloptSetLowerBounds'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetUpperBounds'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetLowerBounds'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetUpperBounds'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetLowerBounds1'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetUpperBounds1'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptRemoveInequalityConstraints'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptAddInequalityConstraint'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptAddPrecondInequalityConstraint'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptAddInequalityMconstraint'_ :: C2HSImp.Ptr () -> C2HSImp.CUInt -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptRemoveEqualityConstraints'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptAddEqualityConstraint'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptAddPrecondEqualityConstraint'_ :: C2HSImp.Ptr () -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO C2HSImp.CDouble) -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptAddEqualityMconstraint'_ :: C2HSImp.Ptr () -> C2HSImp.CUInt -> C2HSImp.FunPtr (C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.CUInt -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr () -> IO ()) -> C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetStopval'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetStopval'_ :: C2HSImp.Ptr () -> IO C2HSImp.CDouble

nloptSetFtolRel'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetFtolRel'_ :: C2HSImp.Ptr () -> IO C2HSImp.CDouble

nloptSetFtolAbs'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetFtolAbs'_ :: C2HSImp.Ptr () -> IO C2HSImp.CDouble

nloptSetXtolRel'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetXtolRel'_ :: C2HSImp.Ptr () -> IO C2HSImp.CDouble

nloptSetXtolAbs1'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetXtolAbs'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetXtolAbs'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetMaxeval'_ :: C2HSImp.Ptr () -> C2HSImp.CInt -> IO C2HSImp.CInt

nloptGetMaxeval'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetMaxtime'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetMaxtime'_ :: C2HSImp.Ptr () -> IO C2HSImp.CDouble

nloptForceStop'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetForceStop'_ :: C2HSImp.Ptr () -> C2HSImp.CInt -> IO C2HSImp.CInt

nloptGetForceStop'_ :: C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetLocalOptimizer'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr () -> IO C2HSImp.CInt

nloptSetPopulation'_ :: C2HSImp.Ptr () -> C2HSImp.CUInt -> IO C2HSImp.CInt

nloptGetPopulation'_ :: C2HSImp.Ptr () -> IO C2HSImp.CUInt

nloptSetVectorStorage'_ :: C2HSImp.Ptr () -> C2HSImp.CUInt -> IO C2HSImp.CInt

nloptGetVectorStorage'_ :: C2HSImp.Ptr () -> IO C2HSImp.CUInt

nloptSetInitialStep'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptGetInitialStep'_ :: C2HSImp.Ptr () -> C2HSImp.Ptr C2HSImp.CDouble -> C2HSImp.Ptr C2HSImp.CDouble -> IO C2HSImp.CInt

nloptSetInitialStep1'_ :: C2HSImp.Ptr () -> C2HSImp.CDouble -> IO C2HSImp.CInt