/* given opt, create a new opt with equal-constraint dimensions eliminated */
static nlopt_opt elimdim_create(nlopt_opt opt)
{
nlopt_opt opt0 = nlopt_copy(opt);
double *x, *grad = NULL;
unsigned i;
if (!opt0) return NULL;
x = (double *) malloc(sizeof(double) * opt->n);
if (opt->n && !x) { nlopt_destroy(opt0); return NULL; }
if (opt->algorithm == NLOPT_GD_STOGO
|| opt->algorithm == NLOPT_GD_STOGO_RAND) {
grad = (double *) malloc(sizeof(double) * opt->n);
if (opt->n && !grad) goto bad;
}
opt0->n = elimdim_dimension(opt->n, opt->lb, opt->ub);
elimdim_shrink(opt->n, opt0->lb, opt->lb, opt->ub);
elimdim_shrink(opt->n, opt0->ub, opt->lb, opt->ub);
elimdim_shrink(opt->n, opt0->xtol_abs, opt->lb, opt->ub);
elimdim_shrink(opt->n, opt0->dx, opt->lb, opt->ub);
opt0->munge_on_destroy = opt0->munge_on_copy = NULL;
opt0->f = elimdim_func;
opt0->f_data = elimdim_makedata(opt->f, NULL, opt->f_data,
opt->n, x, opt->lb, opt->ub, grad);
if (!opt0->f_data) goto bad;
for (i = 0; i < opt->m; ++i) {
opt0->fc[i].f = elimdim_func;
opt0->fc[i].mf = elimdim_mfunc;
opt0->fc[i].f_data = elimdim_makedata(opt->fc[i].f, opt->fc[i].mf,
opt->fc[i].f_data,
opt->n, x, opt->lb, opt->ub,
NULL);
if (!opt0->fc[i].f_data) goto bad;
}
for (i = 0; i < opt->p; ++i) {
opt0->h[i].f = elimdim_func;
opt0->h[i].mf = elimdim_mfunc;
opt0->h[i].f_data = elimdim_makedata(opt->h[i].f, opt->h[i].mf,
opt->h[i].f_data,
opt->n, x, opt->lb, opt->ub,
NULL);
if (!opt0->h[i].f_data) goto bad;
}
return opt0;
bad:
free(grad);
free(x);
nlopt_destroy(opt0);
return NULL;
}
nlopt_result
NLOPT_STDCALL nlopt_set_local_optimizer(nlopt_opt opt,
const nlopt_opt local_opt)
{
if (opt) {
if (local_opt && local_opt->n != opt->n) return NLOPT_INVALID_ARGS;
nlopt_destroy(opt->local_opt);
opt->local_opt = nlopt_copy(local_opt);
if (local_opt) {
if (!opt->local_opt) return NLOPT_OUT_OF_MEMORY;
nlopt_set_lower_bounds(opt->local_opt, opt->lb);
nlopt_set_upper_bounds(opt->local_opt, opt->ub);
nlopt_remove_inequality_constraints(opt->local_opt);
nlopt_remove_equality_constraints(opt->local_opt);
nlopt_set_min_objective(opt->local_opt, NULL, NULL);
nlopt_set_munge(opt->local_opt, NULL, NULL);
opt->local_opt->force_stop = 0;
}
return NLOPT_SUCCESS;
}
return NLOPT_INVALID_ARGS;
}
nlopt_opt NLOPT_STDCALL nlopt_copy(const nlopt_opt opt)
{
nlopt_opt nopt = NULL;
unsigned i;
if (opt) {
nlopt_munge munge;
nopt = (nlopt_opt) malloc(sizeof(struct nlopt_opt_s));
*nopt = *opt;
nopt->lb = nopt->ub = nopt->xtol_abs = NULL;
nopt->fc = nopt->h = NULL;
nopt->m_alloc = nopt->p_alloc = 0;
nopt->local_opt = NULL;
nopt->dx = NULL;
nopt->work = NULL;
opt->force_stop_child = NULL;
munge = nopt->munge_on_copy;
if (munge && nopt->f_data)
if (!(nopt->f_data = munge(nopt->f_data))) goto oom;
if (opt->n > 0) {
nopt->lb = (double *) malloc(sizeof(double) * (opt->n));
if (!opt->lb) goto oom;
nopt->ub = (double *) malloc(sizeof(double) * (opt->n));
if (!opt->ub) goto oom;
nopt->xtol_abs = (double *) malloc(sizeof(double) * (opt->n));
if (!opt->xtol_abs) goto oom;
memcpy(nopt->lb, opt->lb, sizeof(double) * (opt->n));
memcpy(nopt->ub, opt->ub, sizeof(double) * (opt->n));
memcpy(nopt->xtol_abs, opt->xtol_abs, sizeof(double) * (opt->n));
}
if (opt->m) {
nopt->m_alloc = opt->m;
nopt->fc = (nlopt_constraint *) malloc(sizeof(nlopt_constraint)
* (opt->m));
if (!nopt->fc) goto oom;
memcpy(nopt->fc, opt->fc, sizeof(nlopt_constraint) * (opt->m));
for (i = 0; i < opt->m; ++i) nopt->fc[i].tol = NULL;
if (munge)
for (i = 0; i < opt->m; ++i)
if (nopt->fc[i].f_data &&
!(nopt->fc[i].f_data
= munge(nopt->fc[i].f_data)))
goto oom;
for (i = 0; i < opt->m; ++i)
if (opt->fc[i].tol) {
nopt->fc[i].tol = (double *) malloc(sizeof(double)
* nopt->fc[i].m);
if (!nopt->fc[i].tol) goto oom;
memcpy(nopt->fc[i].tol, opt->fc[i].tol,
sizeof(double) * nopt->fc[i].m);
}
}
if (opt->p) {
nopt->p_alloc = opt->p;
nopt->h = (nlopt_constraint *) malloc(sizeof(nlopt_constraint)
* (opt->p));
if (!nopt->h) goto oom;
memcpy(nopt->h, opt->h, sizeof(nlopt_constraint) * (opt->p));
for (i = 0; i < opt->p; ++i) nopt->h[i].tol = NULL;
if (munge)
for (i = 0; i < opt->p; ++i)
if (nopt->h[i].f_data &&
!(nopt->h[i].f_data
= munge(nopt->h[i].f_data)))
goto oom;
for (i = 0; i < opt->p; ++i)
if (opt->h[i].tol) {
nopt->h[i].tol = (double *) malloc(sizeof(double)
* nopt->h[i].m);
if (!nopt->h[i].tol) goto oom;
memcpy(nopt->h[i].tol, opt->h[i].tol,
sizeof(double) * nopt->h[i].m);
}
}
if (opt->local_opt) {
nopt->local_opt = nlopt_copy(opt->local_opt);
if (!nopt->local_opt) goto oom;
}
if (opt->dx) {
nopt->dx = (double *) malloc(sizeof(double) * (opt->n));
if (!nopt->dx) goto oom;
memcpy(nopt->dx, opt->dx, sizeof(double) * (opt->n));
}
}
return nopt;
oom:
nopt->munge_on_destroy = NULL; // better to leak mem than crash
nlopt_destroy(nopt);
return NULL;
}
