Numeric.Optimization.NLOPT.Bindings

Low-level interface to the NLOPT library. Please see the NLOPT reference manual for detailed information; the Haskell functions in this module closely follow the interface to the C library in nlopt.h.

Differences between this module and the C interface are documented here; functions with identical interfaces are not. In general:

Opt

corresponds to an nlopt_opt object

Result

corresponds to nlopt_result

Vector Double

corresponds to a const double * input or a double * output

ScalarFunction

corresponds to nlopt_func

VectorFunction

corresponds to nlopt_mfunc

PreconditionerFunction

corresponds to nlopt_precond

User data that is handled by void * in the C bindings can be any Haskell value.

C enums

data Algorithm

The NLOPT algorithm names, apart from the names of the actual optimization methods, follow this scheme:

G

means a global method

L

means a local method

D

means a method that requires the derivative

N

means a method that does not require the derivative

*_RAND

means the algorithm involves some randomization.

*_NOSCAL

means the algorithm is *not* scaled to a unit hypercube (i.e. it is sensitive to the units of x)

Constructors

GN_DIRECT

DIviding RECTangles

GN_DIRECT_L

DIviding RECTangles, locally-biased variant

GN_DIRECT_L_RAND

DIviding RECTangles, "slightly randomized"

GN_DIRECT_NOSCAL

DIviding RECTangles, unscaled version

GN_DIRECT_L_NOSCAL

DIviding RECTangles, locally-biased and unscaled

GN_DIRECT_L_RAND_NOSCAL

DIviding RECTangles, locally-biased, unscaled and "slightly randomized"

GN_ORIG_DIRECT

DIviding RECTangles, original FORTRAN implementation

GN_ORIG_DIRECT_L

DIviding RECTangles, locally-biased, original FORTRAN implementation

GD_STOGO

Stochastic Global Optimization

GD_STOGO_RAND

Stochastic Global Optimization, randomized variant

LD_LBFGS_NOCEDAL

Limited-memory BFGS

LD_LBFGS

Limited-memory BFGS

LN_PRAXIS

PRincipal AXIS gradient-free local optimization

LD_VAR2

Shifted limited-memory variable-metric, rank-2

LD_VAR1

Shifted limited-memory variable-metric, rank-1

LD_TNEWTON

Truncated Newton's method

LD_TNEWTON_RESTART

Truncated Newton's method with automatic restarting

LD_TNEWTON_PRECOND

Preconditioned truncated Newton's method

LD_TNEWTON_PRECOND_RESTART

Preconditioned truncated Newton's method with automatic restarting

GN_CRS2_LM

Controlled Random Search with Local Mutation

GN_MLSL

Original Multi-Level Single-Linkage

GD_MLSL

Original Multi-Level Single-Linkage, user-provided derivative

GN_MLSL_LDS

Multi-Level Single-Linkage with Sobol Low-Discrepancy Sequence for starting points

GD_MLSL_LDS

Multi-Level Single-Linkage with Sobol Low-Discrepancy Sequence for starting points, user-provided derivative

LD_MMA

Method of moving averages

LN_COBYLA

Constrained Optimization BY Linear Approximations

LN_NEWUOA

Powell's NEWUOA algorithm

LN_NEWUOA_BOUND

Powell's NEWUOA algorithm with bounds by SGJ

LN_NELDERMEAD

Nelder-Mead Simplex gradient-free method

LN_SBPLX

NLOPT implementation of Rowan's Subplex algorithm

LN_AUGLAG

AUGmented LAGrangian

LD_AUGLAG

AUGmented LAGrangian, user-provided derivative

LN_AUGLAG_EQ

AUGmented LAGrangian with penalty functions only for equality constraints

LD_AUGLAG_EQ

AUGmented LAGrangian with penalty functions only for equality constraints, user-provided derivative

LN_BOBYQA

Bounded Optimization BY Quadratic Approximations

GN_ISRES

Improved Stochastic Ranking Evolution Strategy

AUGLAG

AUGmented LAGrangian, requires local_optimizer to be set

AUGLAG_EQ

AUGmented LAGrangian with penalty functions only for equality constraints, requires local_optimizer to be set

G_MLSL

Original Multi-Level Single-Linkage, user-provided derivative, requires local_optimizer to be set

G_MLSL_LDS

Multi-Level Single-Linkage with Sobol Low-Discrepancy Sequence for starting points, requires local_optimizer to be set

LD_SLSQP

Sequential Least-SQuares Programming

LD_CCSAQ

Conservative Convex Separable Approximation

GN_ESCH

Evolutionary Algorithm

Instances

Bounded Algorithm

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

minBound :: Algorithm

maxBound :: Algorithm

Enum Algorithm

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

succ :: Algorithm -> Algorithm

pred :: Algorithm -> Algorithm

toEnum :: Int -> Algorithm

fromEnum :: Algorithm -> Int

enumFrom :: Algorithm -> [Algorithm]

enumFromThen :: Algorithm -> Algorithm -> [Algorithm]

enumFromTo :: Algorithm -> Algorithm -> [Algorithm]

enumFromThenTo :: Algorithm -> Algorithm -> Algorithm -> [Algorithm]

Eq Algorithm

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

(==) :: Algorithm -> Algorithm -> Bool

(/=) :: Algorithm -> Algorithm -> Bool

Read Algorithm

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

readsPrec :: Int -> ReadS Algorithm

readList :: ReadS [Algorithm]

readPrec :: ReadPrec Algorithm

readListPrec :: ReadPrec [Algorithm]

Show Algorithm

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

showsPrec :: Int -> Algorithm -> ShowS

show :: Algorithm -> String

showList :: [Algorithm] -> ShowS

algorithm_name :: Algorithm -> IO String

data Result

Mostly self-explanatory.

Constructors

FAILURE

Generic failure code

INVALID_ARGS

OUT_OF_MEMORY

ROUNDOFF_LIMITED

FORCED_STOP

SUCCESS

Generic success code

STOPVAL_REACHED

FTOL_REACHED

XTOL_REACHED

MAXEVAL_REACHED

MAXTIME_REACHED

Instances

Bounded Result

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

minBound :: Result

maxBound :: Result

Enum Result

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

succ :: Result -> Result

pred :: Result -> Result

toEnum :: Int -> Result

fromEnum :: Result -> Int

enumFrom :: Result -> [Result]

enumFromThen :: Result -> Result -> [Result]

enumFromTo :: Result -> Result -> [Result]

enumFromThenTo :: Result -> Result -> Result -> [Result]

Eq Result

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

(==) :: Result -> Result -> Bool

(/=) :: Result -> Result -> Bool

Read Result

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

readsPrec :: Int -> ReadS Result

readList :: ReadS [Result]

readPrec :: ReadPrec Result

readListPrec :: ReadPrec [Result]

Show Result

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

showsPrec :: Int -> Result -> ShowS

show :: Result -> String

showList :: [Result] -> ShowS

isSuccess :: Result -> Bool

Optimizer object

data Opt

An optimizer object which must be created, configured and then passed to optimize to solve a problem

create

Arguments

:: Algorithm

Choice of algorithm

-> Word

Parameter vector dimension

-> IO (Maybe Opt)

Optimizer object

Create a new Opt object

destroy :: Opt -> IO ()

copy :: Opt -> IO Opt

Random number generator seeding

srand :: Integral a => a -> IO ()

srand_time :: IO ()

Metadata

data Version

NLOPT library version, e.g. 2.4.2

Constructors

Version

Fields

• major :: Int
• minor :: Int
• bugfix :: Int

Instances

Eq Version

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

(==) :: Version -> Version -> Bool

(/=) :: Version -> Version -> Bool

Ord Version

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

compare :: Version -> Version -> Ordering

(<) :: Version -> Version -> Bool

(<=) :: Version -> Version -> Bool

(>) :: Version -> Version -> Bool

(>=) :: Version -> Version -> Bool

max :: Version -> Version -> Version

min :: Version -> Version -> Version

Read Version

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

readsPrec :: Int -> ReadS Version

readList :: ReadS [Version]

readPrec :: ReadPrec Version

readListPrec :: ReadPrec [Version]

Show Version

Defined in Numeric.Optimization.NLOPT.Bindings

Methods

showsPrec :: Int -> Version -> ShowS

show :: Version -> String

showList :: [Version] -> ShowS

version :: IO Version

get_algorithm :: Opt -> IO Algorithm

get_dimension :: Opt -> IO Word

Callbacks

type ScalarFunction a

Arguments

 = Vector Double

Parameter vector

-> Maybe (IOVector Double)

Gradient vector to be filled in

-> a

User data

-> IO Double

Scalar result

This function type corresponds to nlopt_func in C and is used for scalar functions of the parameter vector. You may pass data of any type a to the functions in this module that take a ScalarFunction as an argument; this data will be supplied to your your function when it is called.

type VectorFunction a

Arguments

 = Vector Double

Parameter vector

-> IOVector Double

Output vector to be filled in

-> Maybe (IOVector Double)

Gradient vector to be filled in

-> a

User data

-> IO ()

This function type corresponds to nlopt_mfunc in C and is used for vector functions of the parameter vector. You may pass data of any type a to the functions in this module that take a VectorFunction as an argument; this data will be supplied to your function when it is called.

type PreconditionerFunction a

Arguments

 = Vector Double

Parameter vector

-> Vector Double

Vector v to precondition

-> IOVector Double

Output vector vpre to be filled in

-> a

User data

-> IO ()

This function type corresponds to nlopt_precond in C and is used for functions that precondition a vector at a given point in the parameter space. You may pass data of any type a to the functions in this module that take a PreconditionerFunction as an argument; this data will be supplied to your function when it is called.

Running the optimizer

data Output

The output of an NLOPT optimizer run.

Constructors

Output

Fields

• resultCode :: Result

  Return code

• resultCost :: Double

  Minimum of the objective function if optimization succeeded

• resultParameters :: Vector Double

  Parameters corresponding to the minimum if optimization succeeded

optimize

Arguments

:: Opt

Optimizer object set up to solve the problem

-> Vector Double

Initial-guess parameter vector

-> IO Output

Results of the optimization run

This function is very similar to the C function nlopt_optimize, but it does not use mutable vectors and returns an Output structure.

Objective function configuration

set_min_objective :: Opt -> ScalarFunction a -> a -> IO Result

set_max_objective :: Opt -> ScalarFunction a -> a -> IO Result

set_precond_min_objective :: Opt -> ScalarFunction a -> PreconditionerFunction a -> a -> IO Result

set_precond_max_objective :: Opt -> ScalarFunction a -> PreconditionerFunction a -> a -> IO Result

Bound configuration

set_lower_bounds :: Opt -> Vector Double -> IO Result

set_lower_bounds1 :: Opt -> Double -> IO Result

get_lower_bounds :: Opt -> IO (Vector Double, Result)

set_upper_bounds :: Opt -> Vector Double -> IO Result

set_upper_bounds1 :: Opt -> Double -> IO Result

get_upper_bounds :: Opt -> IO (Vector Double, Result)

Constraint configuration

remove_inequality_constraints :: Opt -> IO Result

add_inequality_constraint :: Opt -> ScalarFunction a -> a -> Double -> IO Result

add_precond_inequality_constraint :: Opt -> ScalarFunction a -> PreconditionerFunction a -> a -> Double -> IO Result

add_inequality_mconstraint :: Opt -> Word -> VectorFunction a -> a -> Double -> IO Result

remove_equality_constraints :: Opt -> IO Result

add_equality_constraint :: Opt -> ScalarFunction a -> a -> Double -> IO Result

add_precond_equality_constraint :: Opt -> ScalarFunction a -> PreconditionerFunction a -> a -> Double -> IO Result

add_equality_mconstraint :: Opt -> Word -> VectorFunction a -> a -> Double -> IO Result

Stopping criterion configuration

set_stopval :: Opt -> Double -> IO Result

get_stopval :: Opt -> IO Double

set_ftol_rel :: Opt -> Double -> IO Result

get_ftol_rel :: Opt -> IO Double

set_ftol_abs :: Opt -> Double -> IO Result

get_ftol_abs :: Opt -> IO Double

set_xtol_rel :: Opt -> Double -> IO Result

get_xtol_rel :: Opt -> IO Double

set_xtol_abs1 :: Opt -> Double -> IO Result

set_xtol_abs :: Opt -> Vector Double -> IO Result

get_xtol_abs :: Opt -> IO (Result, Vector Double)

set_maxeval :: Opt -> Word -> IO Result

get_maxeval :: Opt -> IO Word

set_maxtime :: Opt -> Double -> IO Result

get_maxtime :: Opt -> IO Double

force_stop :: Opt -> IO Result

set_force_stop :: Opt -> Word -> IO Result

get_force_stop :: Opt -> IO Word

Algorithm-specific configuration

set_local_optimizer

Arguments

:: Opt

Primary optimizer

-> Opt

Subsidiary (local) optimizer

-> IO Result

set_population :: Opt -> Word -> IO Result

get_population :: Opt -> IO Word

set_vector_storage :: Opt -> Word -> IO Result

get_vector_storage :: Opt -> IO Word

set_default_initial_step :: Opt -> Vector Double -> IO Result

set_initial_step :: Opt -> Vector Double -> IO Result

set_initial_step1 :: Opt -> Double -> IO Result

get_initial_step :: Opt -> Vector Double -> IO (Result, Vector Double)