static struct option *make_long_opts(const char *exclude_str,
const struct ibdiag_opt *custom_opts,
const struct ibdiag_opt *map[])
{
struct option *long_opts, *l;
const struct ibdiag_opt *o;
unsigned n = 0;
if (custom_opts)
for (o = custom_opts; o->name; o++)
n++;
long_opts = malloc((sizeof(common_opts) / sizeof(common_opts[0]) + n) *
sizeof(*long_opts));
if (!long_opts)
return NULL;
l = long_opts;
if (custom_opts)
for (o = custom_opts; o->name; o++)
make_opt(l++, o, map);
for (o = common_opts; o->name; o++) {
if (exclude_str && strchr(exclude_str, o->letter))
continue;
make_opt(l++, o, map);
}
memset(l, 0, sizeof(*l));
return long_opts;
}
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;
}
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
unsigned n;
double *x, *x0, opt_f;
nlopt_result ret;
mxArray *x_mx, *mx;
user_function_data d, dpre, *dfc = NULL, *dh = NULL;
nlopt_opt opt = NULL;
CHECK(nrhs == 2 && nlhs <= 3, "wrong number of arguments");
/* options = prhs[0] */
CHECK(mxIsStruct(prhs[0]), "opt must be a struct");
/* x0 = prhs[1] */
CHECK(mxIsDouble(prhs[1]) && !mxIsComplex(prhs[1])
&& (mxGetM(prhs[1]) == 1 || mxGetN(prhs[1]) == 1),
"x must be real row or column vector");
n = mxGetM(prhs[1]) * mxGetN(prhs[1]),
x0 = mxGetPr(prhs[1]);
CHECK(opt = make_opt(prhs[0], n), "error initializing nlopt options");
d.neval = 0;
d.verbose = (int) struct_val_default(prhs[0], "verbose", 0);
d.opt = opt;
/* function f = prhs[1] */
mx = struct_funcval(prhs[0], "min_objective");
if (!mx) mx = struct_funcval(prhs[0], "max_objective");
CHECK(mx, "either opt.min_objective or opt.max_objective must exist");
if (mxIsChar(mx)) {
CHECK(mxGetString(mx, d.f, FLEN) == 0,
"error reading function name string (too long?)");
d.nrhs = 1;
d.xrhs = 0;
}
else {
d.prhs[0] = mx;
strcpy(d.f, "feval");
d.nrhs = 2;
d.xrhs = 1;
}
d.prhs[d.xrhs] = mxCreateDoubleMatrix(1, n, mxREAL);
if ((mx = struct_funcval(prhs[0], "pre"))) {
CHECK(mxIsChar(mx) || mxIsFunctionHandle(mx),
"pre must contain function handles or function names");
if (mxIsChar(mx)) {
CHECK(mxGetString(mx, dpre.f, FLEN) == 0,
"error reading function name string (too long?)");
dpre.nrhs = 2;
dpre.xrhs = 0;
}
else {
dpre.prhs[0] = mx;
strcpy(dpre.f, "feval");
dpre.nrhs = 3;
dpre.xrhs = 1;
}
dpre.verbose = d.verbose > 2;
dpre.opt = opt;
dpre.neval = 0;
dpre.prhs[dpre.xrhs] = d.prhs[d.xrhs];
dpre.prhs[d.xrhs+1] = mxCreateDoubleMatrix(1, n, mxREAL);
d.dpre = &dpre;
if (struct_funcval(prhs[0], "min_objective"))
nlopt_set_precond_min_objective(opt, user_function,user_pre,&d);
else
nlopt_set_precond_max_objective(opt, user_function,user_pre,&d);
}
else {
dpre.nrhs = 0;
if (struct_funcval(prhs[0], "min_objective"))
nlopt_set_min_objective(opt, user_function, &d);
else
nlopt_set_max_objective(opt, user_function, &d);
}
if ((mx = mxGetField(prhs[0], 0, "fc"))) {
int j, m;
double *fc_tol;
CHECK(mxIsCell(mx), "fc must be a Cell array");
m = mxGetM(mx) * mxGetN(mx);;
dfc = (user_function_data *) mxCalloc(m, sizeof(user_function_data));
fc_tol = struct_arrval(prhs[0], "fc_tol", m, NULL);
for (j = 0; j < m; ++j) {
mxArray *fc = mxGetCell(mx, j);
CHECK(mxIsChar(fc) || mxIsFunctionHandle(fc),
"fc must contain function handles or function names");
if (mxIsChar(fc)) {
CHECK(mxGetString(fc, dfc[j].f, FLEN) == 0,
"error reading function name string (too long?)");
dfc[j].nrhs = 1;
dfc[j].xrhs = 0;
}
else {
dfc[j].prhs[0] = fc;
strcpy(dfc[j].f, "feval");
dfc[j].nrhs = 2;
dfc[j].xrhs = 1;
}
dfc[j].verbose = d.verbose > 1;
dfc[j].opt = opt;
dfc[j].neval = 0;
dfc[j].prhs[dfc[j].xrhs] = d.prhs[d.xrhs];
CHECK(nlopt_add_inequality_constraint(opt, user_function,
dfc + j,
fc_tol ? fc_tol[j] : 0)
> 0, "nlopt error adding inequality constraint");
}
}
if ((mx = mxGetField(prhs[0], 0, "h"))) {
int j, m;
double *h_tol;
CHECK(mxIsCell(mx), "h must be a Cell array");
m = mxGetM(mx) * mxGetN(mx);;
dh = (user_function_data *) mxCalloc(m, sizeof(user_function_data));
h_tol = struct_arrval(prhs[0], "h_tol", m, NULL);
for (j = 0; j < m; ++j) {
mxArray *h = mxGetCell(mx, j);
CHECK(mxIsChar(h) || mxIsFunctionHandle(h),
"h must contain function handles or function names");
if (mxIsChar(h)) {
CHECK(mxGetString(h, dh[j].f, FLEN) == 0,
"error reading function name string (too long?)");
dh[j].nrhs = 1;
dh[j].xrhs = 0;
}
else {
dh[j].prhs[0] = h;
strcpy(dh[j].f, "feval");
dh[j].nrhs = 2;
dh[j].xrhs = 1;
}
dh[j].verbose = d.verbose > 1;
dh[j].opt = opt;
dh[j].neval = 0;
dh[j].prhs[dh[j].xrhs] = d.prhs[d.xrhs];
CHECK(nlopt_add_equality_constraint(opt, user_function,
dh + j,
h_tol ? h_tol[j] : 0)
> 0, "nlopt error adding equality constraint");
}
}
x_mx = mxCreateDoubleMatrix(mxGetM(prhs[1]), mxGetN(prhs[1]), mxREAL);
x = mxGetPr(x_mx);
memcpy(x, x0, sizeof(double) * n);
ret = nlopt_optimize(opt, x, &opt_f);
mxFree(dh);
mxFree(dfc);
mxDestroyArray(d.prhs[d.xrhs]);
if (dpre.nrhs > 0) mxDestroyArray(dpre.prhs[d.xrhs+1]);
nlopt_destroy(opt);
plhs[0] = x_mx;
if (nlhs > 1) {
plhs[1] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[1])) = opt_f;
}
if (nlhs > 2) {
plhs[2] = mxCreateDoubleMatrix(1, 1, mxREAL);
*(mxGetPr(plhs[2])) = (int) ret;
}
}
