nlopt_result nlopt_optimize_limited(nlopt_opt opt, double *x, double *minf,
				    int maxeval, double maxtime)
{
     int save_maxeval;
     double save_maxtime;
     nlopt_result ret;

     if (!opt) return NLOPT_INVALID_ARGS;

     save_maxeval = nlopt_get_maxeval(opt);
     save_maxtime = nlopt_get_maxtime(opt);
     
     /* override opt limits if maxeval and/or maxtime are more stringent */
     if (save_maxeval <= 0 || (maxeval > 0 && maxeval < save_maxeval))
	  nlopt_set_maxeval(opt, maxeval);
     if (save_maxtime <= 0 || (maxtime > 0 && maxtime < save_maxtime))
	  nlopt_set_maxtime(opt, maxtime);

     ret = nlopt_optimize(opt, x, minf);

     nlopt_set_maxeval(opt, save_maxeval);
     nlopt_set_maxtime(opt, save_maxtime);

     return ret;
}
nlopt_opt make_opt(const mxArray *opts, unsigned n)
{
     nlopt_opt opt = NULL, local_opt = NULL;
     nlopt_algorithm algorithm;
     double *tmp = NULL;
     unsigned i;

     algorithm = (nlopt_algorithm)
	  struct_val_default(opts, "algorithm", NLOPT_NUM_ALGORITHMS);
     CHECK1(((int)algorithm) >= 0 && algorithm < NLOPT_NUM_ALGORITHMS,
	    "invalid opt.algorithm");

     tmp = (double *) mxCalloc(n, sizeof(double));
     opt = nlopt_create(algorithm, n);
     CHECK1(opt, "nlopt: out of memory");

     nlopt_set_lower_bounds(opt, struct_arrval(opts, "lower_bounds", n,
					       fill(tmp, n, -HUGE_VAL)));
     nlopt_set_upper_bounds(opt, struct_arrval(opts, "upper_bounds", n,
					       fill(tmp, n, +HUGE_VAL)));

     nlopt_set_stopval(opt, struct_val_default(opts, "stopval", -HUGE_VAL));
     nlopt_set_ftol_rel(opt, struct_val_default(opts, "ftol_rel", 0.0));
     nlopt_set_ftol_abs(opt, struct_val_default(opts, "ftol_abs", 0.0));
     nlopt_set_xtol_rel(opt, struct_val_default(opts, "xtol_rel", 0.0));
     nlopt_set_xtol_abs(opt, struct_arrval(opts, "xtol_abs", n,
					   fill(tmp, n, 0.0)));
     nlopt_set_maxeval(opt, struct_val_default(opts, "maxeval", 0.0) < 0 ?
		       0 : struct_val_default(opts, "maxeval", 0.0));
     nlopt_set_maxtime(opt, struct_val_default(opts, "maxtime", 0.0));

     nlopt_set_population(opt, struct_val_default(opts, "population", 0));
     nlopt_set_vector_storage(opt, struct_val_default(opts, "vector_storage", 0));

     if (struct_arrval(opts, "initial_step", n, NULL))
	  nlopt_set_initial_step(opt,
				 struct_arrval(opts, "initial_step", n, NULL));
     
     if (mxGetField(opts, 0, "local_optimizer")) {
	  const mxArray *local_opts = mxGetField(opts, 0, "local_optimizer");
	  CHECK1(mxIsStruct(local_opts),
		 "opt.local_optimizer must be a structure");
	  CHECK1(local_opt = make_opt(local_opts, n),
		 "error initializing local optimizer");
	  nlopt_set_local_optimizer(opt, local_opt);
	  nlopt_destroy(local_opt); local_opt = NULL;
     }

     mxFree(tmp);
     return opt;
}
Eigen::VectorXd TargetTrackingController::getControl(const EKF *ekf, const MultiAgentMotionModel *motionModel, const std::vector<const SensorModel*> &sensorModel, double *f) const {
  Evaluator evaluator(ekf, motionModel, sensorModel, params);

  Eigen::VectorXd p = Eigen::VectorXd::Zero(motionModel->getControlDim());
  Eigen::VectorXd lowerBound = Eigen::VectorXd::Constant(motionModel->getControlDim(), params("multi_rotor_control/controlMin").toDouble());
  Eigen::VectorXd upperBound = Eigen::VectorXd::Constant(motionModel->getControlDim(), params("multi_rotor_control/controlMax").toDouble());

  nlopt_opt opt = nlopt_create(NLOPT_LN_COBYLA, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LN_BOBYQA, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LN_NEWUOA_BOUND, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LN_PRAXIS, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LN_NELDERMEAD, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LN_SBPLX, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_GN_ORIG_DIRECT, p.size()); // failed
//  nlopt_opt opt = nlopt_create(NLOPT_GN_ORIG_DIRECT_L, p.size()); // very good: p    0.0118546 -6.27225e-05  6.27225e-05 -2.09075e-05  2.09075e-05 -8.51788e-06 -2.09075e-05           10
//  nlopt_opt opt = nlopt_create(NLOPT_GN_ISRES, p.size()); // rather bad
//  nlopt_opt opt = nlopt_create(NLOPT_GN_CRS2_LM, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LD_MMA, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LD_CCSAQ, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LD_SLSQP, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LD_LBFGS, p.size());
//  nlopt_opt opt = nlopt_create(NLOPT_LD_TNEWTON_PRECOND, p.size()); // bad
//  nlopt_opt opt = nlopt_create(NLOPT_LD_TNEWTON_PRECOND_RESTART, p.size()); // bad
//  nlopt_opt opt = nlopt_create(NLOPT_LD_VAR2, p.size());

  nlopt_set_min_objective(opt, f_evaluate, &evaluator);
  nlopt_set_lower_bounds(opt, lowerBound.data());
  nlopt_set_upper_bounds(opt, upperBound.data());
  nlopt_set_ftol_abs(opt, 1E-6);
  nlopt_set_xtol_rel(opt, 1E-3);
  nlopt_set_maxeval(opt, 1E8);
  nlopt_set_maxtime(opt, 7200);
  double pa[p.size()];
  memcpy(pa, p.data(), p.size()*sizeof(double));
  double cost = 0;
//  std::string tmp; std::cerr << "Press enter to start optimization\n"; std::getline(std::cin, tmp);
  nlopt_result ret = nlopt_optimize(opt, pa, &cost);
  Eigen::VectorXd p_res = Eigen::Map<Eigen::VectorXd>(pa, p.size());
  if (f)
    *f = cost;

  std::cerr << "\nInitial guess:\n";
  std::cerr << "  p " << p.transpose() << "\n";
  std::cerr << "  value " << evaluator.evaluate(p) << "\n";

  std::cerr << "Optimization result (return code " << ret << "):\n";
  std::cerr << "  p " << p_res.transpose() << "\n";
  std::cerr << "  value " << evaluator.evaluate(p_res) << "\n";
  nlopt_destroy(opt);
  return p_res;
}
Example #4
0
double NLfit::run_method(vector<realt>* best_a)
{
    if (opt_ != NULL && na_ != (int) nlopt_get_dimension(opt_)) {
        nlopt_destroy(opt_);
        opt_ = NULL;
    }

    if (opt_ == NULL) {
        opt_ = nlopt_create(algorithm_, na_);
        nlopt_set_min_objective(opt_, calculate_for_nlopt, this);
    }

    // this is also handled in Fit::common_termination_criteria()
    nlopt_set_maxtime(opt_, F_->get_settings()->max_fitting_time);
    nlopt_set_maxeval(opt_, max_eval() - 1); // save 1 eval for final calc.
    nlopt_set_ftol_rel(opt_, F_->get_settings()->ftol_rel);
    nlopt_set_xtol_rel(opt_, F_->get_settings()->xtol_rel);

    double *lb = new double[na_];
    double *ub = new double[na_];
    for (int i = 0; i < na_; ++i) {
        const RealRange& d = F_->mgr.get_variable(i)->domain;
        lb[i] = d.lo;
        ub[i] = d.hi;
    }
    nlopt_set_lower_bounds(opt_, lb);
    nlopt_set_upper_bounds(opt_, ub);
    delete [] lb;
    delete [] ub;

    double opt_f;
    double *a = new double[na_];
    for (int i = 0; i < na_; ++i)
        a[i] = a_orig_[i];
    nlopt_result r = nlopt_optimize(opt_, a, &opt_f);
    F_->msg("NLopt says: " + S(nlresult_to_string(r)));
    best_a->assign(a, a+na_);
    delete [] a;
    return opt_f;
}
int main(int argc, char *argv[])
{
     double XTOL = -1; /* to be set by "user" */
     int NHITS = -1;
     
     int c;
     while ((c = getopt(argc, argv, "N:t:")) != -1)
	  switch (c) {
	  case 'N':
	       NHITS = atoi(optarg);
	       break;
	  case 't':
	       XTOL = atof(optarg);
	       break;
	  case '?':
	       if (optopt == 'N' || optopt == 't')
		    fprintf(stderr, "Option -%c requires argument.\n", optopt);
	       else
		    fprintf(stderr, "unknown option -%c\n", optopt);
	       return 1;
	  default:
	       ;
	  }

     if (XTOL < 0 || NHITS < 0) {
	  fprintf(stderr, 
		  "please specify NHITS and XTOL with -N and -t\n");
	  return 1;
     }

     /* geometry like SNO+'s (as close to 9,000 PMTS as possible) */
     int NTHETA = 67;
     int NPHI = 134;
     struct pmtmap pmtmap;
     pmtmap.N = NPHI*NTHETA;
     pmtmap.nphi = NPHI;
     pmtmap.ntheta = NTHETA;


     struct event e1;

     struct pos_data data;
     data.p = &pmtmap;
     data.e = &e1;

     init_random();
     init_pmtmap(&data);

     make_event(&e1, NHITS);
     fill_pmt_info(&data);
     
     nlopt_opt opt;
     opt = nlopt_create(NLOPT_GN_ISRES, 3);
     double lb[3] = {-6, -6, -6};
     double ub[3] = {6, 6, 6};
     nlopt_set_lower_bounds(opt, lb);
     nlopt_set_upper_bounds(opt, ub);


     nlopt_set_min_objective(opt, mf_p, &data);
     double tols[3] = {XTOL, XTOL, XTOL};
     nlopt_set_xtol_abs(opt, tols);
     nlopt_set_maxtime(opt, 10.0); /* unstick this */
     nlopt_set_maxeval(opt, 4e5); /* if timing doesn't unstick it*/

     nlopt_add_inequality_constraint(opt, radius_check, &data, 1e-10);

     double x[3] = {0, 0, 0};
     double fval = mf_p(3, x, NULL, &data);

     nlopt_result ret;
     ret = nlopt_optimize(opt, x, &fval);

     if (ret > 0)
	  printf("%g %g %g\n", x[0] - e1.spawn_pos[0], 
		 x[1] - e1.spawn_pos[1],
		 x[2] - e1.spawn_pos[2]);
     else
	  fprintf(stderr, "optimizing failed with code %d\n", ret);

     return 0;
}
Example #6
0
int main(int argc, char **argv)
{
  /* -------Initialize and Get the parameters from command line ------*/
  PetscInitialize(&argc, &argv, PETSC_NULL, PETSC_NULL);
  PetscPrintf(PETSC_COMM_WORLD,"--------Initializing------ \n");
  PetscErrorCode ierr;

  PetscBool flg;

  int myrank;
  MPI_Comm_rank(MPI_COMM_WORLD,&myrank);
  if(myrank==0) 
    mma_verbose=1;
    
  /*-------------------------------------------------*/
  int Mx,My,Mz,Mzslab, Npmlx,Npmly,Npmlz,DegFree, anisotropic;

  PetscOptionsGetInt(PETSC_NULL,"-Nx",&Nx,&flg);  MyCheckAndOutputInt(flg,Nx,"Nx","Nx");
  PetscOptionsGetInt(PETSC_NULL,"-Ny",&Ny,&flg);  MyCheckAndOutputInt(flg,Ny,"Ny","Nx");
  PetscOptionsGetInt(PETSC_NULL,"-Nz",&Nz,&flg);  MyCheckAndOutputInt(flg,Nz,"Nz","Nz");
  PetscOptionsGetInt(PETSC_NULL,"-Mx",&Mx,&flg);  MyCheckAndOutputInt(flg,Mx,"Mx","Mx");
  PetscOptionsGetInt(PETSC_NULL,"-My",&My,&flg);  MyCheckAndOutputInt(flg,My,"My","My");
  PetscOptionsGetInt(PETSC_NULL,"-Mz",&Mz,&flg);  MyCheckAndOutputInt(flg,Mz,"Mz","Mz");
  PetscOptionsGetInt(PETSC_NULL,"-Mzslab",&Mzslab,&flg);  MyCheckAndOutputInt(flg,Mzslab,"Mzslab","Mzslab");
  PetscOptionsGetInt(PETSC_NULL,"-Npmlx",&Npmlx,&flg);  MyCheckAndOutputInt(flg,Npmlx,"Npmlx","Npmlx");
  PetscOptionsGetInt(PETSC_NULL,"-Npmly",&Npmly,&flg);  MyCheckAndOutputInt(flg,Npmly,"Npmly","Npmly");
  PetscOptionsGetInt(PETSC_NULL,"-Npmlz",&Npmlz,&flg);  MyCheckAndOutputInt(flg,Npmlz,"Npmlz","Npmlz");

  Nxyz = Nx*Ny*Nz;

  // if anisotropic !=0, Degree of Freedom = 3*Mx*My*Mz; else DegFree = Mx*My*Mz;
  PetscOptionsGetInt(PETSC_NULL,"-anisotropic",&anisotropic,&flg);
  if(!flg) anisotropic = 0; // by default, it is isotropc.
  DegFree = (anisotropic ? 3 : 1 )*Mx*My*((Mzslab==0)?Mz:1); 
  PetscPrintf(PETSC_COMM_WORLD," the Degree of Freedoms is %d \n ", DegFree);
  
  int DegFreeAll=DegFree+1;
  PetscPrintf(PETSC_COMM_WORLD," the Degree of Freedoms ALL is %d \n ", DegFreeAll);

  int BCPeriod, Jdirection, Jdirectiontwo, LowerPML;
  int bx[2], by[2], bz[2];
  PetscOptionsGetInt(PETSC_NULL,"-BCPeriod",&BCPeriod,&flg);  MyCheckAndOutputInt(flg,BCPeriod,"BCPeriod","BCPeriod given");
  PetscOptionsGetInt(PETSC_NULL,"-Jdirection",&Jdirection,&flg);  MyCheckAndOutputInt(flg,Jdirection,"Jdirection","Diapole current direction");
  PetscOptionsGetInt(PETSC_NULL,"-Jdirectiontwo",&Jdirectiontwo,&flg);  MyCheckAndOutputInt(flg,Jdirectiontwo,"Jdirectiontwo","Diapole current direction for source two");
  PetscOptionsGetInt(PETSC_NULL,"-LowerPML",&LowerPML,&flg);  MyCheckAndOutputInt(flg,LowerPML,"LowerPML","PML in the lower xyz boundary");
  PetscOptionsGetInt(PETSC_NULL,"-bxl",bx,&flg);  MyCheckAndOutputInt(flg,bx[0],"bxl","BC at x lower");
  PetscOptionsGetInt(PETSC_NULL,"-bxu",bx+1,&flg);  MyCheckAndOutputInt(flg,bx[1],"bxu","BC at x upper");
  PetscOptionsGetInt(PETSC_NULL,"-byl",by,&flg);  MyCheckAndOutputInt(flg,by[0],"byl","BC at y lower");
  PetscOptionsGetInt(PETSC_NULL,"-byu",by+1,&flg);  MyCheckAndOutputInt(flg,by[1],"byu","BC at y upper");
  PetscOptionsGetInt(PETSC_NULL,"-bzl",bz,&flg);  MyCheckAndOutputInt(flg,bz[0],"bzl","BC at z lower");
  PetscOptionsGetInt(PETSC_NULL,"-bzu",bz+1,&flg);  MyCheckAndOutputInt(flg,bz[1],"bzu","BC at z upper");


  double  epssub, RRT, sigmax, sigmay, sigmaz ;
   
  PetscOptionsGetReal(PETSC_NULL,"-hx",&hx,&flg);  MyCheckAndOutputDouble(flg,hx,"hx","hx");
  hy = hx;
  hz = hx;
  hxyz = (Nz==1)*hx*hy + (Nz>1)*hx*hy*hz;  

  double omega, omegaone, omegatwo, wratio;
  PetscOptionsGetReal(PETSC_NULL,"-omega",&omega,&flg);  MyCheckAndOutputDouble(flg,omega,"omega","omega");
   PetscOptionsGetReal(PETSC_NULL,"-wratio",&wratio,&flg);  MyCheckAndOutputDouble(flg,wratio,"wratio","wratio");
  omegaone=omega;
  omegatwo=wratio*omega;
  PetscPrintf(PETSC_COMM_WORLD,"---omegaone is %.16e and omegatwo is %.16e ---\n",omegaone, omegatwo);

  PetscOptionsGetReal(PETSC_NULL,"-Qabs",&Qabs,&flg); 
  if (flg && Qabs>1e+15)
    Qabs=1.0/0.0;
  MyCheckAndOutputDouble(flg,Qabs,"Qabs","Qabs");
  PetscOptionsGetReal(PETSC_NULL,"-epsair",&epsair,&flg);  MyCheckAndOutputDouble(flg,epsair,"epsair","epsair");
  PetscOptionsGetReal(PETSC_NULL,"-epssub",&epssub,&flg);  MyCheckAndOutputDouble(flg,epssub,"epssub","epssub");
  PetscOptionsGetReal(PETSC_NULL,"-RRT",&RRT,&flg);  MyCheckAndOutputDouble(flg,RRT,"RRT","RRT given");
  sigmax = pmlsigma(RRT,Npmlx*hx);
  sigmay = pmlsigma(RRT,Npmly*hy);
  sigmaz = pmlsigma(RRT,Npmlz*hz);  
  PetscPrintf(PETSC_COMM_WORLD,"----sigmax is %.12e \n",sigmax);
  PetscPrintf(PETSC_COMM_WORLD,"----sigmay is %.12e \n",sigmay);
  PetscPrintf(PETSC_COMM_WORLD,"----sigmaz is %.12e \n",sigmaz);

  char initialdata[PETSC_MAX_PATH_LEN]; //filenameComm[PETSC_MAX_PATH_LEN];
  PetscOptionsGetString(PETSC_NULL,"-initialdata",initialdata,PETSC_MAX_PATH_LEN,&flg); MyCheckAndOutputChar(flg,initialdata,"initialdata","Inputdata file");
  PetscOptionsGetString(PETSC_NULL,"-filenameComm",filenameComm,PETSC_MAX_PATH_LEN,&flg); MyCheckAndOutputChar(flg,filenameComm,"filenameComm","Output filenameComm");


  // add cx, cy, cz to indicate where the diapole current is;

  int cx, cy, cz;
  PetscOptionsGetInt(PETSC_NULL,"-cx",&cx,&flg); 
  if (!flg)
    {cx=(LowerPML)*floor(Nx/2); PetscPrintf(PETSC_COMM_WORLD,"cx is %d by default \n",cx);}
  else
    {PetscPrintf(PETSC_COMM_WORLD,"the current poisiont cx is %d \n",cx);}
  

  PetscOptionsGetInt(PETSC_NULL,"-cy",&cy,&flg); 
  if (!flg)
    {cy=(LowerPML)*floor(Ny/2); PetscPrintf(PETSC_COMM_WORLD,"cy is %d by default \n",cy);}
 else
    {PetscPrintf(PETSC_COMM_WORLD,"the current poisiont cy is %d \n",cy);}
  

  PetscOptionsGetInt(PETSC_NULL,"-cz",&cz,&flg); 
  if (!flg)
    {cz=(LowerPML)*floor(Nz/2); PetscPrintf(PETSC_COMM_WORLD,"cz is %d by default \n",cz);}
  else
    {PetscPrintf(PETSC_COMM_WORLD,"the current poisiont cz is %d \n",cz);}
    
  posj = (cx*Ny+ cy)*Nz + cz;
  PetscPrintf(PETSC_COMM_WORLD,"the posj is %d \n. ", posj);

  int fixpteps;
  PetscOptionsGetInt(PETSC_NULL,"-fixpteps",&fixpteps,&flg);  MyCheckAndOutputInt(flg,fixpteps,"fixpteps","fixpteps");

  // Get minapproach;
  PetscOptionsGetInt(PETSC_NULL,"-minapproach",&minapproach,&flg);  MyCheckAndOutputInt(flg,minapproach,"minapproach","minapproach");
   
  // Get withepsinldos;
  PetscOptionsGetInt(PETSC_NULL,"-withepsinldos",&withepsinldos,&flg);  MyCheckAndOutputInt(flg,withepsinldos,"withepsinldos","withepsinldos");
  
  // Get outputbase;
  PetscOptionsGetInt(PETSC_NULL,"-outputbase",&outputbase,&flg);  MyCheckAndOutputInt(flg,outputbase,"outputbase","outputbase");
  // Get cavityverbose;
  PetscOptionsGetInt(PETSC_NULL,"-cavityverbose",&cavityverbose,&flg);
  if(!flg) cavityverbose=0;
  PetscPrintf(PETSC_COMM_WORLD,"the cavity verbose is set as %d \n", cavityverbose); 
  // Get refinedldos;
  PetscOptionsGetInt(PETSC_NULL,"-refinedldos",&refinedldos,&flg);
  if(!flg) refinedldos=0;
  PetscPrintf(PETSC_COMM_WORLD,"the refinedldos is set as %d \n", refinedldos);
  // Get cmpwrhs;
  int cmpwrhs;
   PetscOptionsGetInt(PETSC_NULL,"-cmpwrhs",&cmpwrhs,&flg);
  if(!flg) cmpwrhs=0;
  PetscPrintf(PETSC_COMM_WORLD,"the cmpwrhs is set as %d \n", cmpwrhs);
  // Get lrzsqr;
   PetscOptionsGetInt(PETSC_NULL,"-lrzsqr",&lrzsqr,&flg);
  if(!flg) lrzsqr=0;
  PetscPrintf(PETSC_COMM_WORLD,"the lrzsqr is set as %d \n", lrzsqr);
  // Get newQdef;
   PetscOptionsGetInt(PETSC_NULL,"-newQdef",&newQdef,&flg);
  if(!flg) newQdef=0;
  PetscPrintf(PETSC_COMM_WORLD,"the newQdef is set as %d \n", newQdef);
  /*--------------------------------------------------------*/

  /*--------------------------------------------------------*/


  /*---------- Set the current source---------*/
  //Mat D; //ImaginaryIMatrix;
  ImagIMat(PETSC_COMM_WORLD, &D,6*Nxyz);

  Vec J;
  ierr = VecCreateMPI(PETSC_COMM_WORLD, PETSC_DECIDE, 6*Nxyz, &J);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) J, "Source");CHKERRQ(ierr);
  VecSet(J,0.0); //initialization;

  if (Jdirection == 1)
    SourceSingleSetX(PETSC_COMM_WORLD, J, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else if (Jdirection ==2)
    SourceSingleSetY(PETSC_COMM_WORLD, J, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else if (Jdirection == 3)
    SourceSingleSetZ(PETSC_COMM_WORLD, J, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else
    PetscPrintf(PETSC_COMM_WORLD," Please specify correct direction of current: x (1) , y (2) or z (3)\n "); 

  Vec Jtwo;
  ierr = VecDuplicate(J, &Jtwo);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) Jtwo, "Sourcetwo");CHKERRQ(ierr);
  VecSet(Jtwo,0.0); //initialization;

  if (Jdirectiontwo == 1)
    SourceSingleSetX(PETSC_COMM_WORLD, Jtwo, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else if (Jdirectiontwo ==2)
    SourceSingleSetY(PETSC_COMM_WORLD, Jtwo, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else if (Jdirectiontwo == 3)
    SourceSingleSetZ(PETSC_COMM_WORLD, Jtwo, Nx, Ny, Nz, cx, cy, cz,1.0/hxyz);
  else
    PetscPrintf(PETSC_COMM_WORLD," Please specify correct direction of current two: x (1) , y (2) or z (3)\n "); 


  //Vec b; // b= i*omega*J;
  Vec bone, btwo;

  ierr = VecDuplicate(J,&b);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) b, "rhsone");CHKERRQ(ierr);

  ierr = VecDuplicate(J,&bone);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) bone, "rhsone");CHKERRQ(ierr);

  ierr = VecDuplicate(Jtwo,&btwo);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) btwo, "rhstwo");CHKERRQ(ierr);

  if (cmpwrhs==0)
    {
      ierr = MatMult(D,J,b);CHKERRQ(ierr);
      ierr = MatMult(D,Jtwo,btwo);CHKERRQ(ierr);
      
      VecCopy(b,bone);
      VecScale(bone,omegaone);

      VecScale(btwo,omegatwo);

      VecScale(b,omega);      
    }
  else
    {
      double complex cmpiomega;
      cmpiomega = cpow(1+I/Qabs,newQdef+1);
      double sqrtiomegaR = -omega*cimag(csqrt(cmpiomega));
      double sqrtiomegaI = omega*creal(csqrt(cmpiomega));
      PetscPrintf(PETSC_COMM_WORLD,"the real part of sqrt cmpomega is %g and imag sqrt is % g ", sqrtiomegaR, sqrtiomegaI);
      Vec tmpi;
      ierr = VecDuplicate(J,&tmpi);
      VecSet(b,0.0);
      VecSet(tmpi,0.0);
      CmpVecScale(J,b,sqrtiomegaR,sqrtiomegaI,D,tmpi);
      VecDestroy(&tmpi);
    }

  /*-------Get the weight vector ------------------*/
  //Vec weight;
  ierr = VecDuplicate(J,&weight); CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) weight, "weight");CHKERRQ(ierr);

  if(LowerPML==0)
    GetWeightVec(weight, Nx, Ny,Nz); // new code handles both 3D and 2D;
  else
    VecSet(weight,1.0);

  Vec weightedJ;
  ierr = VecDuplicate(J,&weightedJ); CHKERRQ(ierr);
  ierr = VecPointwiseMult(weightedJ,J,weight);
  ierr = PetscObjectSetName((PetscObject) weightedJ, "weightedJ");CHKERRQ(ierr);

  Vec weightedJtwo;
  ierr = VecDuplicate(Jtwo,&weightedJtwo); CHKERRQ(ierr);
  ierr = VecPointwiseMult(weightedJtwo,Jtwo,weight);
  ierr = PetscObjectSetName((PetscObject) weightedJtwo, "weightedJtwo");CHKERRQ(ierr);

  //Vec vR;
  ierr = VecDuplicate(J,&vR); CHKERRQ(ierr);
  GetRealPartVec(vR, 6*Nxyz);

  // VecFReal;
  if (lrzsqr)
    { ierr = VecDuplicate(J,&epsFReal); CHKERRQ(ierr); 
      ierr = PetscObjectSetName((PetscObject) epsFReal, "epsFReal");CHKERRQ(ierr);

      if (newQdef==0)
	{
	  sqrtomegaI = omega*cimag(csqrt(1+I/Qabs));
	  PetscPrintf(PETSC_COMM_WORLD,"the real part of sqrt cmpomega is %g and imag sqrt is % g ", omega*creal(csqrt(1+I/Qabs)), sqrtomegaI);
	  betar = 2*sqrtomegaI;
	  betai = betar/Qabs;
	}
      else
	{
	  double gamma;
	  gamma = omega/Qabs;
	  betar = 2*gamma*(1-1.0/pow(Qabs,2));
	  betai = 2*gamma*(2.0/Qabs);
	}

      ierr = VecDuplicate(J,&nb); CHKERRQ(ierr);
      ierr = PetscObjectSetName((PetscObject) nb, "nb"); CHKERRQ(ierr);
      
      ierr = VecDuplicate(J,&y); CHKERRQ(ierr);
      ierr = PetscObjectSetName((PetscObject) y, "y"); CHKERRQ(ierr);
      
      ierr = VecDuplicate(J,&xsqr); CHKERRQ(ierr); // xsqr = x*x;
      ierr = PetscObjectSetName((PetscObject) xsqr, "xsqr"); CHKERRQ(ierr);
      CongMat(PETSC_COMM_WORLD, &C, 6*Nxyz);
}
  /*----------- Define PML muinv vectors  */
 
  Vec muinvpml;
  MuinvPMLFull(PETSC_COMM_SELF, &muinvpml,Nx,Ny,Nz,Npmlx,Npmly,Npmlz,sigmax,sigmay,sigmaz,omega, LowerPML); 

  //double *muinv;
  muinv = (double *) malloc(sizeof(double)*6*Nxyz);
  int add=0;
  AddMuAbsorption(muinv,muinvpml,Qabs,add);
  ierr = VecDestroy(&muinvpml); CHKERRQ(ierr);  

  /*---------- Define PML eps vectors: epspml---------- */  
  Vec epspml; //epspmlQ, epscoef;
  ierr = VecDuplicate(J,&epspml);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) epspml,"EpsPMLFull"); CHKERRQ(ierr);
  EpsPMLFull(PETSC_COMM_WORLD, epspml,Nx,Ny,Nz,Npmlx,Npmly,Npmlz,sigmax,sigmay,sigmaz,omega, LowerPML);

  ierr = VecDuplicate(J,&epspmlQ);CHKERRQ(ierr);


  Vec epscoefone, epscoeftwo;
  ierr = VecDuplicate(J,&epscoefone);CHKERRQ(ierr);
  ierr = VecDuplicate(J,&epscoeftwo);CHKERRQ(ierr);
 
  // compute epspmlQ,epscoef;
  EpsCombine(D, weight, epspml, epspmlQ, epscoefone, Qabs, omegaone);
  EpsCombine(D, weight, epspml, epspmlQ, epscoeftwo, Qabs, omegatwo);
  /*--------- Setup the interp matrix ----------------------- */
  /* for a samll eps block, interp it into yee-lattice. The interp matrix A and PML epspml only need to generated once;*/
  

  //Mat A; 
  //new routine for myinterp;
  myinterp(PETSC_COMM_WORLD, &A, Nx,Ny,Nz, LowerPML*floor((Nx-Mx)/2),LowerPML*floor((Ny-My)/2),LowerPML*floor((Nz-Mz)/2), Mx,My,Mz,Mzslab, anisotropic); // LoweerPML*Npmlx,..,.., specify where the interp starts;  

  //Vec epsSReal, epsgrad, vgrad; // create compatiable vectors with A.
  ierr = MatGetVecs(A,&epsSReal, &epsgrad); CHKERRQ(ierr);  
  ierr = PetscObjectSetName((PetscObject) epsgrad, "epsgrad");CHKERRQ(ierr);
  ierr = VecDuplicate(epsSReal, &vgrad); CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) epsSReal, "epsSReal");CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) vgrad, "vgrad");CHKERRQ(ierr);
  
  /*---------Setup the epsmedium vector----------------*/
  //Vec epsmedium;
  ierr = VecDuplicate(J,&epsmedium); CHKERRQ(ierr);
  GetMediumVec(epsmedium,Nz,Mz,epsair,epssub);
 
  /*--------- Setup the finitie difference matrix-------------*/
  //Mat M;
  MoperatorGeneral(PETSC_COMM_WORLD, &M, Nx,Ny,Nz,hx,hy,hz, bx, by, bz,muinv,BCPeriod);
  free(muinv);

  /*--------Setup the KSP variables ---------------*/
  
  KSP kspone;
  PC pcone; 
  ierr = KSPCreate(PETSC_COMM_WORLD,&kspone);CHKERRQ(ierr);
  //ierr = KSPSetType(ksp, KSPPREONLY);CHKERRQ(ierr);
  ierr = KSPSetType(kspone, KSPGMRES);CHKERRQ(ierr);
  ierr = KSPGetPC(kspone,&pcone);CHKERRQ(ierr);
  ierr = PCSetType(pcone,PCLU);CHKERRQ(ierr);
  ierr = PCFactorSetMatSolverPackage(pcone,MATSOLVERPASTIX);CHKERRQ(ierr);
  ierr = PCSetFromOptions(pcone);
  int maxkspit = 20;
  ierr = KSPSetTolerances(kspone,1e-14,PETSC_DEFAULT,PETSC_DEFAULT,maxkspit);CHKERRQ(ierr);
  ierr = KSPSetFromOptions(kspone);CHKERRQ(ierr);

  KSP ksptwo;
  PC pctwo;
   ierr = KSPCreate(PETSC_COMM_WORLD,&ksptwo);CHKERRQ(ierr);
  //ierr = KSPSetType(ksp, KSPPREONLY);CHKERRQ(ierr);
  ierr = KSPSetType(ksptwo, KSPGMRES);CHKERRQ(ierr);
  ierr = KSPGetPC(ksptwo,&pctwo);CHKERRQ(ierr);
  ierr = PCSetType(pctwo,PCLU);CHKERRQ(ierr);
  ierr = PCFactorSetMatSolverPackage(pctwo,MATSOLVERPASTIX);CHKERRQ(ierr);
  ierr = PCSetFromOptions(pctwo);
  ierr = KSPSetTolerances(ksptwo,1e-14,PETSC_DEFAULT,PETSC_DEFAULT,maxkspit);CHKERRQ(ierr);
  ierr = KSPSetFromOptions(ksptwo);CHKERRQ(ierr);

  /*--------- Create the space for solution vector -------------*/
  //Vec x;
  ierr = VecDuplicate(J,&x);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) x, "Solution");CHKERRQ(ierr); 
  
  /*----------- Create the space for final eps -------------*/

  //Vec epsC, epsCi, epsP;
  ierr = VecDuplicate(J,&epsC);CHKERRQ(ierr);
  ierr = PetscObjectSetName((PetscObject) epsC, "EpsC");CHKERRQ(ierr);
  ierr = VecDuplicate(J,&epsCi);CHKERRQ(ierr);
  ierr = VecDuplicate(J,&epsP);CHKERRQ(ierr);

  ierr = VecSet(epsP,0.0); CHKERRQ(ierr);
  ierr = VecAssemblyBegin(epsP); CHKERRQ(ierr);
  ierr = VecAssemblyEnd(epsP); CHKERRQ(ierr); 

  /*------------ Create space used in the solver ------------*/
  //Vec vgradlocal,tmp, tmpa,tmpb;
  ierr = VecCreateSeq(PETSC_COMM_SELF, DegFree, &vgradlocal); CHKERRQ(ierr);
  ierr = VecDuplicate(J,&tmp); CHKERRQ(ierr);
  ierr = VecDuplicate(J,&tmpa); CHKERRQ(ierr);
  ierr = VecDuplicate(J,&tmpb); CHKERRQ(ierr);
 
  // Vec pickposvec; this vector is zero except that first entry is one;
  if (withepsinldos)
    { ierr = VecDuplicate(J,&pickposvec); CHKERRQ(ierr);
      ierr = VecSet(pickposvec,0.0); CHKERRQ(ierr);
      ierr = VecSetValue(pickposvec,posj+Jdirection*Nxyz,1.0,INSERT_VALUES);
      VecAssemblyBegin(pickposvec);
      VecAssemblyEnd(pickposvec);
    }
  /*------------ Create scatter used in the solver -----------*/
  //VecScatter scatter;
  //IS from, to;
  ierr =ISCreateStride(PETSC_COMM_SELF,DegFree,0,1,&from); CHKERRQ(ierr);
  ierr =ISCreateStride(PETSC_COMM_SELF,DegFree,0,1,&to); CHKERRQ(ierr);

  /*-------------Read the input file -------------------------*/

  double *epsoptAll;
  epsoptAll = (double *) malloc(DegFreeAll*sizeof(double));

  FILE *ptf;
  ptf = fopen(initialdata,"r");
  PetscPrintf(PETSC_COMM_WORLD,"reading from input files \n");

  int i;
  // set the dielectric at the center is fixed, and alwyas high
  //epsopt[0]=myub; is defined below near lb and ub;
  for (i=0;i<DegFree;i++)
    { //PetscPrintf(PETSC_COMM_WORLD,"current eps reading is %lf \n",epsopt[i]);
      fscanf(ptf,"%lf",&epsoptAll[i]);
    }
  epsoptAll[DegFreeAll-1]=0; //initialize auxiliary variable;
  fclose(ptf);



  /*----declare these data types, althought they may not be used for job 2 -----------------*/
 
  double mylb,myub, *lb=NULL, *ub=NULL;
  int maxeval, maxtime, mynloptalg;
  double maxf;
  nlopt_opt  opt;
  nlopt_result result;
  /*--------------------------------------------------------------*/
  /*----Now based on Command Line, Do the corresponding job----*/
  /*----------------------------------------------------------------*/


  //int Job; set Job to be gloabl variables;
  PetscOptionsGetInt(PETSC_NULL,"-Job",&Job,&flg);  MyCheckAndOutputInt(flg,Job,"Job","The Job indicator you set");
  
  int numofvar=(Job==1)*DegFreeAll + (Job==3);

  /*--------   convert the epsopt array to epsSReal (if job!=optmization) --------*/
  if (Job==2 || Job ==3)
    {
      // copy epsilon from file to epsSReal; (different from FindOpt.c, because epsilon is not degree-of-freedoms in computeQ.
      // i) create a array to read file (done above in epsopt); ii) convert the array to epsSReal;
      int ns, ne;
      ierr = VecGetOwnershipRange(epsSReal,&ns,&ne);
      for(i=ns;i<ne;i++)
	{ ierr=VecSetValue(epsSReal,i,epsoptAll[i],INSERT_VALUES); 
	  CHKERRQ(ierr); }      
      if(withepsinldos)
	{ epsatinterest = epsoptAll[cx*Ny*Nz + cy*Nz + cz]  + epsair;
	  PetscPrintf(PETSC_COMM_WORLD, " the relative permitivity at the point of current is %.16e \n ",epsatinterest);}
      ierr = VecAssemblyBegin(epsSReal); CHKERRQ(ierr);
      ierr = VecAssemblyEnd(epsSReal);  CHKERRQ(ierr);
    }

  if (Job==1 || Job==3)  // optimization bounds setup;
    {      
      PetscOptionsGetInt(PETSC_NULL,"-maxeval",&maxeval,&flg);  MyCheckAndOutputInt(flg,maxeval,"maxeval","max number of evaluation");
      PetscOptionsGetInt(PETSC_NULL,"-maxtime",&maxtime,&flg);  MyCheckAndOutputInt(flg,maxtime,"maxtime","max time of evaluation");
      PetscOptionsGetInt(PETSC_NULL,"-mynloptalg",&mynloptalg,&flg);  MyCheckAndOutputInt(flg,mynloptalg,"mynloptalg","The algorithm used ");

      PetscOptionsGetReal(PETSC_NULL,"-mylb",&mylb,&flg);  MyCheckAndOutputDouble(flg,mylb,"mylb","optimization lb");
      PetscOptionsGetReal(PETSC_NULL,"-myub",&myub,&flg);  MyCheckAndOutputDouble(flg,myub,"myub","optimization ub");

      
 
      lb = (double *) malloc(numofvar*sizeof(double));
      ub = (double *) malloc(numofvar*sizeof(double));

      // the dielectric constant at center is fixed!
      for(i=0;i<numofvar;i++)
	{
	  lb[i] = mylb;
	  ub[i] = myub;
	}  //initial guess, lower bounds, upper bounds;

      // set lower and upper bounds for auxiliary variable;
      lb[numofvar-1]=0;
      ub[numofvar-1]=1.0/0.0;

      //fix the dielectric at the center to be high for topology optimization;
      if (Job==1 && fixpteps==1)
	{
	  epsoptAll[0]=myub;
	  lb[0]=myub;
	  ub[0]=myub;
	}



      opt = nlopt_create(mynloptalg, numofvar);
      
      myfundatatypeshg data[2] = {{omegaone, bone, weightedJ, epscoefone,kspone},{omegatwo, btwo, weightedJtwo, epscoeftwo,ksptwo}};

      nlopt_add_inequality_constraint(opt,ldosconstraint, &data[0], 1e-8);
      nlopt_add_inequality_constraint(opt,ldosconstraint, &data[1], 1e-8);

      nlopt_set_lower_bounds(opt,lb);
      nlopt_set_upper_bounds(opt,ub);
      nlopt_set_maxeval(opt,maxeval);
      nlopt_set_maxtime(opt,maxtime);


      /*add functionality to choose local optimizer; */
      int mynloptlocalalg;
      nlopt_opt local_opt;
      PetscOptionsGetInt(PETSC_NULL,"-mynloptlocalalg",&mynloptlocalalg,&flg);  MyCheckAndOutputInt(flg,mynloptlocalalg,"mynloptlocalalg","The local optimization algorithm used ");
      if (mynloptlocalalg)
	{ 
	  local_opt=nlopt_create(mynloptlocalalg,numofvar);
	  nlopt_set_ftol_rel(local_opt, 1e-14);
	  nlopt_set_maxeval(local_opt,100000);
	  nlopt_set_local_optimizer(opt,local_opt);
	}
    }

  switch (Job)
    {
    case 1:
      {
	if (minapproach)
	  nlopt_set_min_objective(opt,maxminobjfun,NULL);// NULL: no data to be passed because of global variables;
	else
	  nlopt_set_max_objective(opt,maxminobjfun,NULL);

	result = nlopt_optimize(opt,epsoptAll,&maxf);
      }      
      break;
    case 2 :  //AnalyzeStructure
      { 
	int Linear, Eig, maxeigit;
	PetscOptionsGetInt(PETSC_NULL,"-Linear",&Linear,&flg);  MyCheckAndOutputInt(flg,Linear,"Linear","Linear solver indicator");
	PetscOptionsGetInt(PETSC_NULL,"-Eig",&Eig,&flg);  MyCheckAndOutputInt(flg,Eig,"Eig","Eig solver indicator");
	PetscOptionsGetInt(PETSC_NULL,"-maxeigit",&maxeigit,&flg);  MyCheckAndOutputInt(flg,maxeigit,"maxeigit","maximum number of Eig solver iterations is");

	/*----------------------------------*/
	//EigenSolver(Linear, Eig, maxeigit);
	/*----------------------------------*/

	OutputVec(PETSC_COMM_WORLD, weight,filenameComm, "weight.m");
      }
      break;   
    default:
      PetscPrintf(PETSC_COMM_WORLD,"--------Interesting! You're doing nothing!--------\n ");
 }


  if(Job==1 || Job==3)
    {
      /* print the optimization parameters */
#if 0
      double xrel, frel, fabs;
      // double *xabs;
      frel=nlopt_get_ftol_rel(opt);
      fabs=nlopt_get_ftol_abs(opt);
      xrel=nlopt_get_xtol_rel(opt);
      PetscPrintf(PETSC_COMM_WORLD,"nlopt frel is %g \n",frel);
      PetscPrintf(PETSC_COMM_WORLD,"nlopt fabs is %g \n",fabs);
      PetscPrintf(PETSC_COMM_WORLD,"nlopt xrel is %g \n",xrel);
      //nlopt_result nlopt_get_xtol_abs(const nlopt_opt opt, double *tol);
#endif
      /*--------------*/

      if (result < 0) {
	PetscPrintf(PETSC_COMM_WORLD,"nlopt failed! \n", result);
      }
      else {
	PetscPrintf(PETSC_COMM_WORLD,"found extremum  %0.16e\n", minapproach?1.0/maxf:maxf); 
      }

      PetscPrintf(PETSC_COMM_WORLD,"nlopt returned value is %d \n", result);


      if(Job==1)
	{ //OutputVec(PETSC_COMM_WORLD, epsopt,filenameComm, "epsopt.m");
	  //OutputVec(PETSC_COMM_WORLD, epsgrad,filenameComm, "epsgrad.m");
	  //OutputVec(PETSC_COMM_WORLD, vgrad,filenameComm, "vgrad.m");
	  //OutputVec(PETSC_COMM_WORLD, x,filenameComm, "x.m");
	  int rankA;
	  MPI_Comm_rank(PETSC_COMM_WORLD, &rankA);

	  if(rankA==0)
	    {
	      ptf = fopen(strcat(filenameComm,"epsopt.txt"),"w");
	      for (i=0;i<DegFree;i++)
		fprintf(ptf,"%0.16e \n",epsoptAll[i]);
	      fclose(ptf);
	      PetscPrintf(PETSC_COMM_WORLD,"the t parameter is %.8e \n",epsoptAll[DegFreeAll-1]);
	    }  
	}

      nlopt_destroy(opt);
    }
     


  ierr = PetscPrintf(PETSC_COMM_WORLD,"--------Done!--------\n ");CHKERRQ(ierr);

  /*------------------------------------*/
 

  /* ----------------------Destroy Vecs and Mats----------------------------*/ 

  free(epsoptAll);
  free(lb);
  free(ub);
  ierr = VecDestroy(&J); CHKERRQ(ierr);
  ierr = VecDestroy(&b); CHKERRQ(ierr);
  ierr = VecDestroy(&weight); CHKERRQ(ierr);
  ierr = VecDestroy(&weightedJ); CHKERRQ(ierr);
  ierr = VecDestroy(&vR); CHKERRQ(ierr);
  ierr = VecDestroy(&epspml); CHKERRQ(ierr);
  ierr = VecDestroy(&epspmlQ); CHKERRQ(ierr);
  ierr = VecDestroy(&epsSReal); CHKERRQ(ierr);
  ierr = VecDestroy(&epsgrad); CHKERRQ(ierr);
  ierr = VecDestroy(&vgrad); CHKERRQ(ierr);  
  ierr = VecDestroy(&epsmedium); CHKERRQ(ierr);
  ierr = VecDestroy(&epsC); CHKERRQ(ierr);
  ierr = VecDestroy(&epsCi); CHKERRQ(ierr);
  ierr = VecDestroy(&epsP); CHKERRQ(ierr);
  ierr = VecDestroy(&x); CHKERRQ(ierr);
  ierr = VecDestroy(&vgradlocal);CHKERRQ(ierr);
  ierr = VecDestroy(&tmp); CHKERRQ(ierr);
  ierr = VecDestroy(&tmpa); CHKERRQ(ierr);
  ierr = VecDestroy(&tmpb); CHKERRQ(ierr);
  ierr = MatDestroy(&A); CHKERRQ(ierr);  
  ierr = MatDestroy(&D); CHKERRQ(ierr);
  ierr = MatDestroy(&M); CHKERRQ(ierr);  
 

  ierr = VecDestroy(&epscoefone); CHKERRQ(ierr);
  ierr = VecDestroy(&epscoeftwo); CHKERRQ(ierr);
  ierr = KSPDestroy(&kspone);CHKERRQ(ierr);
  ierr = KSPDestroy(&ksptwo);CHKERRQ(ierr);

  ISDestroy(&from);
  ISDestroy(&to);

  if (withepsinldos)
    {ierr=VecDestroy(&pickposvec); CHKERRQ(ierr);}

  if (lrzsqr)
    {
      ierr=VecDestroy(&epsFReal); CHKERRQ(ierr);
      ierr=VecDestroy(&xsqr); CHKERRQ(ierr);
      ierr=VecDestroy(&y); CHKERRQ(ierr);
      ierr=VecDestroy(&nb); CHKERRQ(ierr);
      ierr=MatDestroy(&C); CHKERRQ(ierr);
    }

  ierr = VecDestroy(&bone); CHKERRQ(ierr);
  ierr = VecDestroy(&btwo); CHKERRQ(ierr);
  ierr = VecDestroy(&Jtwo); CHKERRQ(ierr);
  

  /*------------ finalize the program -------------*/

  {
    int rank;
    MPI_Comm_rank(PETSC_COMM_WORLD, &rank);
    //if (rank == 0) fgetc(stdin);
    MPI_Barrier(PETSC_COMM_WORLD);
  }
  
  ierr = PetscFinalize(); CHKERRQ(ierr);

  return 0;
}
Example #7
0
nlopt_result
NLOPT_STDCALL nlopt_minimize_econstrained(
     nlopt_algorithm algorithm,
     int n, nlopt_func_old f, void *f_data,
     int m, nlopt_func_old fc, void *fc_data_, ptrdiff_t fc_datum_size,
     int p, nlopt_func_old h, void *h_data_, ptrdiff_t h_datum_size,
     const double *lb, const double *ub, /* bounds */
     double *x, /* in: initial guess, out: minimizer */
     double *minf, /* out: minimum */
     double minf_max, double ftol_rel, double ftol_abs,
     double xtol_rel, const double *xtol_abs,
     double htol_rel, double htol_abs,
     int maxeval, double maxtime)
{
     char *fc_data = (char *) fc_data_;
     char *h_data = (char *) h_data_;
     nlopt_opt opt;
     nlopt_result ret;
     int i;

     if (n < 0 || m < 0 || p < 0) return NLOPT_INVALID_ARGS;

     opt = nlopt_create(algorithm, (unsigned) n);
     if (!opt) return NLOPT_INVALID_ARGS;

     ret = nlopt_set_min_objective(opt, (nlopt_func) f, f_data);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     for (i = 0; i < m; ++i) {
	  ret = nlopt_add_inequality_constraint(opt, (nlopt_func) fc, 
						fc_data + i*fc_datum_size,
						0.0);
	  if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     }

     (void) htol_rel; /* unused */
     for (i = 0; i < p; ++i) {
	  ret = nlopt_add_equality_constraint(opt, (nlopt_func) h, 
					      h_data + i*h_datum_size,
					      htol_abs);
	  if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     }

     ret = nlopt_set_lower_bounds(opt, lb);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     ret = nlopt_set_upper_bounds(opt, ub);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_stopval(opt, minf_max);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_ftol_rel(opt, ftol_rel);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     ret = nlopt_set_ftol_abs(opt, ftol_abs);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_xtol_rel(opt, xtol_rel);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     ret = nlopt_set_xtol_abs(opt, xtol_abs);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }
     
     ret = nlopt_set_maxeval(opt, maxeval);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_set_maxtime(opt, maxtime);
     if (ret != NLOPT_SUCCESS) { nlopt_destroy(opt); return ret; }

     ret = nlopt_optimize(opt, x, minf);

     nlopt_destroy(opt);
     return ret;
}
void Fit2DPeaks(unsigned nPeaks, int NrPixelsThisRegion, double *z, int **UsefulPixels, double *MaximaValues,
				int **MaximaPositions, double *IntegratedIntensity, double *IMAX, double *YCEN, double *ZCEN, 
				double *RCens, double *EtaCens,double Ycen, double Zcen, double Thresh, int *NrPx,double *OtherInfo)
{
	unsigned n = 1 + (8*nPeaks);
	double x[n],xl[n],xu[n];
	x[0] = Thresh/2;
	xl[0] = 0;
	xu[0] = Thresh;
	int i;
	double *Rs, *Etas;
	Rs = malloc(NrPixelsThisRegion*2*sizeof(*Rs));
	Etas = malloc(NrPixelsThisRegion*2*sizeof(*Etas));
	for (i=0;i<NrPixelsThisRegion;i++){
		Rs[i] = CalcNorm2(UsefulPixels[i][0]-Ycen,UsefulPixels[i][1]-Zcen);
		Etas[i] = CalcEtaAngle(UsefulPixels[i][0]-Ycen,UsefulPixels[i][1]-Zcen);
	}
	double Width = sqrt(NrPixelsThisRegion/nPeaks);
	for (i=0;i<nPeaks;i++){
		x[(8*i)+1] = MaximaValues[i]; // Imax
		x[(8*i)+2] = CalcNorm2(MaximaPositions[i][0]-Ycen,MaximaPositions[i][1]-Zcen); //Radius
		x[(8*i)+3] = CalcEtaAngle(MaximaPositions[i][0]-Ycen,MaximaPositions[i][1]-Zcen); // Eta
		x[(8*i)+4] = 0.5; // Mu
		x[(8*i)+5] = Width; //SigmaGR
		x[(8*i)+6] = Width; //SigmaLR
		x[(8*i)+7] = atand(Width/x[(8*i)+2]); //SigmaGEta //0.5;
		x[(8*i)+8] = atand(Width/x[(8*i)+2]); //SigmaLEta //0.5;

		double dEta = rad2deg*atan(1/x[(8*i)+2]);
		xl[(8*i)+1] = MaximaValues[i]/2;
		xl[(8*i)+2] = x[(8*i)+2] - 1;
		xl[(8*i)+3] = x[(8*i)+3] - dEta;
		xl[(8*i)+4] = 0;
		xl[(8*i)+5] = 0.01;
		xl[(8*i)+6] = 0.01;
		xl[(8*i)+7] = 0.005;
		xl[(8*i)+8] = 0.005;

		xu[(8*i)+1] = MaximaValues[i]*2;
		xu[(8*i)+2] = x[(8*i)+2] + 1;
		xu[(8*i)+3] = x[(8*i)+3] + dEta;
		xu[(8*i)+4] = 1;
		xu[(8*i)+5] = 30;
		xu[(8*i)+6] = 30;
		xu[(8*i)+7] = 2;
		xu[(8*i)+8] = 2;
	}
	struct func_data f_data;
	f_data.NrPixels = NrPixelsThisRegion;
	f_data.Rs = &Rs[0];
	f_data.Etas = &Etas[0];
	f_data.z = &z[0];
	struct func_data *f_datat;
	f_datat = &f_data;
	void *trp = (struct func_data *)  f_datat;
	nlopt_opt opt;
	opt = nlopt_create(NLOPT_LN_NELDERMEAD, n);
	nlopt_set_lower_bounds(opt, xl);
	nlopt_set_upper_bounds(opt, xu);
	nlopt_set_maxtime(opt, 300);
	nlopt_set_min_objective(opt, problem_function, trp);
	double minf;
	nlopt_optimize(opt, x, &minf);
	nlopt_destroy(opt);
	for (i=0;i<nPeaks;i++){
		IMAX[i] = x[(8*i)+1];
		RCens[i] = x[(8*i)+2];
		EtaCens[i] = x[(8*i)+3];
		if (x[(8*i)+5] > x[(8*i)+6]){
			OtherInfo[2*i] = x[(8*i)+5];
		}else{
			OtherInfo[2*i] = x[(8*i)+6];
		}
		if (x[(8*i)+7] > x[(8*i)+8]){
			OtherInfo[2*i+1] = x[(8*i)+7];
		}else{
			OtherInfo[2*i+1] = x[(8*i)+8];
		}
	}
	YZ4mREta(nPeaks,RCens,EtaCens,YCEN,ZCEN);
	CalcIntegratedIntensity(nPeaks,x,Rs,Etas,NrPixelsThisRegion,IntegratedIntensity,NrPx);
	free(Rs);
	free(Etas);
}
Example #9
0
static int test_function(int ifunc)
{
    nlopt_opt opt;
    testfunc func;
    int i, iter;
    double *x, minf, minf_max, f0, *xtabs, *lb, *ub;
    nlopt_result ret;
    double start = nlopt_seconds();
    int total_count = 0, max_count = 0, min_count = 1 << 30;
    double total_err = 0, max_err = 0;
    bounds_wrap_data bw;

    if (ifunc < 0 || ifunc >= NTESTFUNCS) {
        fprintf(stderr, "testopt: invalid function %d\n", ifunc);
        listfuncs(stderr);
        return 0;
    }
    func = testfuncs[ifunc];
    x = (double *) malloc(sizeof(double) * func.n * 5);
    if (!x) {
        fprintf(stderr, "testopt: Out of memory!\n");
        return 0;
    }

    lb = x + func.n * 3;
    ub = lb + func.n;
    xtabs = x + func.n * 2;
    bw.lb = lb;
    bw.ub = ub;
    bw.f = func.f;
    bw.f_data = func.f_data;

    for (i = 0; i < func.n; ++i)
        xtabs[i] = xtol_abs;
    minf_max = minf_max_delta > (-HUGE_VAL) ? minf_max_delta + func.minf : (-HUGE_VAL);

    printf("-----------------------------------------------------------\n");
    printf("Optimizing %s (%d dims) using %s algorithm\n", func.name, func.n, nlopt_algorithm_name(algorithm));
    printf("lower bounds at lb = [");
    for (i = 0; i < func.n; ++i)
        printf(" %g", func.lb[i]);
    printf("]\n");
    printf("upper bounds at ub = [");
    for (i = 0; i < func.n; ++i)
        printf(" %g", func.ub[i]);
    printf("]\n");
    memcpy(lb, func.lb, func.n * sizeof(double));
    memcpy(ub, func.ub, func.n * sizeof(double));
    for (i = 0; i < func.n; ++i)
        if (fix_bounds[i]) {
            printf("fixing bounds for dim[%d] to xmin[%d]=%g\n", i, i, func.xmin[i]);
            lb[i] = ub[i] = func.xmin[i];
        }
    if (force_constraints) {
        for (i = 0; i < func.n; ++i) {
            if (nlopt_iurand(2) == 0)
                ub[i] = nlopt_urand(lb[i], func.xmin[i]);
            else
                lb[i] = nlopt_urand(func.xmin[i], ub[i]);
        }
        printf("adjusted lower bounds at lb = [");
        for (i = 0; i < func.n; ++i)
            printf(" %g", lb[i]);
        printf("]\n");
        printf("adjusted upper bounds at ub = [");
        for (i = 0; i < func.n; ++i)
            printf(" %g", ub[i]);
        printf("]\n");
    }

    if (fabs(func.f(func.n, func.xmin, 0, func.f_data) - func.minf) > 1e-8) {
        fprintf(stderr, "BUG: function does not achieve given lower bound!\n");
        fprintf(stderr, "f(%g", func.xmin[0]);
        for (i = 1; i < func.n; ++i)
            fprintf(stderr, ", %g", func.xmin[i]);
        fprintf(stderr, ") = %0.16g instead of %0.16g, |diff| = %g\n", func.f(func.n, func.xmin, 0, func.f_data), func.minf, fabs(func.f(func.n, func.xmin, 0, func.f_data) - func.minf));
        free(x);
        return 0;
    }

    for (iter = 0; iter < iterations; ++iter) {
        double val;
        testfuncs_counter = 0;

        printf("Starting guess x = [");
        for (i = 0; i < func.n; ++i) {
            if (center_start)
                x[i] = (ub[i] + lb[i]) * 0.5;
            else if (xinit_tol < 0) {   /* random starting point near center of box */
                double dx = (ub[i] - lb[i]) * 0.25;
                double xm = 0.5 * (ub[i] + lb[i]);
                x[i] = nlopt_urand(xm - dx, xm + dx);
            } else {
                x[i] = nlopt_urand(-xinit_tol, xinit_tol)
                    + (1 + nlopt_urand(-xinit_tol, xinit_tol)) * func.xmin[i];
                if (x[i] > ub[i])
                    x[i] = ub[i];
                else if (x[i] < lb[i])
                    x[i] = lb[i];
            }
            printf(" %g", x[i]);
        }
        printf("]\n");
        f0 = func.f(func.n, x, x + func.n, func.f_data);
        printf("Starting function value = %g\n", f0);

        if (iter == 0 && testfuncs_verbose && func.has_gradient) {
            printf("checking gradient:\n");
            for (i = 0; i < func.n; ++i) {
                double f;
                x[i] *= 1 + 1e-6;
                f = func.f(func.n, x, NULL, func.f_data);
                x[i] /= 1 + 1e-6;
                printf("  grad[%d] = %g vs. numerical derivative %g\n", i, x[i + func.n], (f - f0) / (x[i] * 1e-6));
            }
        }

        testfuncs_counter = 0;
        opt = nlopt_create(algorithm, func.n);
        nlopt_set_min_objective(opt, bounds_wrap_func, &bw);
        nlopt_set_lower_bounds(opt, lb);
        nlopt_set_upper_bounds(opt, ub);
        nlopt_set_stopval(opt, minf_max);
        nlopt_set_ftol_rel(opt, ftol_rel);
        nlopt_set_ftol_abs(opt, ftol_abs);
        nlopt_set_xtol_rel(opt, xtol_rel);
        nlopt_set_xtol_abs(opt, xtabs);
        nlopt_set_maxeval(opt, maxeval);
        nlopt_set_maxtime(opt, maxtime);
        ret = nlopt_optimize(opt, x, &minf);
        printf("finished after %g seconds.\n", nlopt_seconds() - start);
        printf("return code %d from nlopt_minimize\n", ret);
        if (ret < 0 && ret != NLOPT_ROUNDOFF_LIMITED && ret != NLOPT_FORCED_STOP) {
            fprintf(stderr, "testopt: error in nlopt_minimize\n");
            free(x);
            return 0;
        }
        printf("Found minimum f = %g after %d evaluations (numevals = %d).\n", minf, testfuncs_counter, nlopt_get_numevals(opt));
        nlopt_destroy(opt);
        total_count += testfuncs_counter;
        if (testfuncs_counter > max_count)
            max_count = testfuncs_counter;
        if (testfuncs_counter < min_count)
            min_count = testfuncs_counter;
        printf("Minimum at x = [");
        for (i = 0; i < func.n; ++i)
            printf(" %g", x[i]);
        printf("]\n");
        if (func.minf == 0)
            printf("|f - minf| = %g\n", fabs(minf - func.minf));
        else
            printf("|f - minf| = %g, |f - minf| / |minf| = %e\n", fabs(minf - func.minf), fabs(minf - func.minf) / fabs(func.minf));
        total_err += fabs(minf - func.minf);
        if (fabs(minf - func.minf) > max_err)
            max_err = fabs(minf - func.minf);
        printf("vs. global minimum f = %g at x = [", func.minf);
        for (i = 0; i < func.n; ++i)
            printf(" %g", func.xmin[i]);
        printf("]\n");

        val = func.f(func.n, x, NULL, func.f_data);
        if (fabs(val - minf) > 1e-12) {
            fprintf(stderr, "Mismatch %g between returned minf=%g and f(x) = %g\n", minf - val, minf, val);
            free(x);
            return 0;
        }
    }
    if (iterations > 1)
        printf("average #evaluations = %g (%d-%d)\naverage |f-minf| = %g, max |f-minf| = %g\n", total_count * 1.0 / iterations, min_count, max_count, total_err / iterations, max_err);

    free(x);
    return 1;
}