int simple_tnc(int n, double x[], /*double _xopt[],*/ double *f, double g[], tnc_function *function, void* state, double ubound, double lbound) {
int i, rc, maxCGit = 5, maxnfeval = 100, nfeval;
double fopt = 1.0,
*low, *up,
eta = -1.0, stepmx = 10.0,
accuracy = -1.0, fmin = 0.0, ftol = -1.0, xtol = -1.0, pgtol = -1.0,
rescale = -1.0, maxv = -1.0;
//xopt = (double*)malloc(sizeof(double)*n);
//for(i=0;i<n;i++) xopt[i] = _xopt[i];
up = (double*)malloc(sizeof(double)*n);
low = (double*)malloc(sizeof(double)*n);
//for(i=0;i<n;i++) { if(x[i] > maxv) maxv = x[i]; }
for(i=0;i<n;i++) { up[i] = ubound; low[i] = lbound; }
rc = tnc(n, x, f, g, function, state, low, up, NULL, NULL, TNC_MSG_NONE,
maxCGit, maxnfeval, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol,
rescale, &nfeval);
free(up);
free(low);
return rc;
}
int main(int argc, char **argv)
{
int i, rc, maxCGit = 2, maxnfeval = 20, nfeval;
double fopt = 1.0, f, g[2],
x[2] = {-7.0, 3.0},
xopt[2] = {0.0, 1.0},
low[2], up[2],
eta = -1.0, stepmx = -1.0,
accuracy = -1.0, fmin = 0.0, ftol = -1.0, xtol = -1.0, pgtol = -1.0,
rescale = -1.0;
low[0] = - HUGE_VAL; low[1] = 1.0;
up[0] = HUGE_VAL; up[1] = HUGE_VAL;
rc = tnc(2, x, &f, g, function, NULL, low, up, NULL, NULL, TNC_MSG_ALL,
maxCGit, maxnfeval, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol,
rescale, &nfeval, NULL);
printf("After %d function evaluations, TNC returned:\n%s\n", nfeval,
tnc_rc_string[rc - TNC_MINRC]);
for (i = 0; i < 2; i++)
printf("x[%d] = %.15f / xopt[%d] = %.15f\n", i, x[i], i, xopt[i]);
printf("\n");
printf("f = %.15f / fopt = %.15f\n", f, fopt);
return 0;
}
PyObject *moduleTNC_minimize(PyObject *self, PyObject *args)
{
PyObject *py_x0, *py_low, *py_up, *py_list, *py_scale, *py_offset;
PyObject *py_function = NULL;
PyObject *py_callback = NULL;
pytnc_state py_state;
int n, n1, n2, n3, n4;
tnc_callback *callback_function = NULL;
int rc, msg, maxCGit, maxnfeval, nfeval = 0, niter = 0;
double *x, *low, *up, *scale = NULL, *offset = NULL;
double f, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale;
if (!PyArg_ParseTuple(args, "OO!O!O!O!O!iiiddddddddO",
&py_function,
&PyList_Type, &py_x0,
&PyList_Type, &py_low,
&PyList_Type, &py_up,
&PyList_Type, &py_scale,
&PyList_Type, &py_offset,
&msg, &maxCGit, &maxnfeval, &eta, &stepmx, &accuracy, &fmin, &ftol,
&xtol, &pgtol,
&rescale,
&py_callback
))
return NULL;
if (!PyCallable_Check(py_function))
{
PyErr_SetString(PyExc_TypeError, "tnc: function must be callable");
return NULL;
}
scale = PyList_AsDoubleArray(py_scale, &n3);
if (n3 != 0 && scale == NULL)
{
PyErr_SetString(PyExc_ValueError, "tnc: invalid scaling parameters.");
return NULL;
}
offset = PyList_AsDoubleArray(py_offset, &n4);
if (n4 != 0 && offset == NULL)
{
PyErr_SetString(PyExc_ValueError, "tnc: invalid offset parameters.");
return NULL;
}
x = PyList_AsDoubleArray(py_x0, &n);
if (n != 0 && x == NULL)
{
if (scale) free(scale);
PyErr_SetString(PyExc_ValueError, "tnc: invalid initial vector.");
return NULL;
}
low = PyList_AsDoubleArray(py_low, &n1);
up = PyList_AsDoubleArray(py_up, &n2);
if ((n1 != 0 && low == NULL) || (n2 != 0 && up == NULL))
{
if (scale) free(scale);
if (x) free(x);
if (low) free(low);
if (up) free(up);
PyErr_SetString(PyExc_ValueError, "tnc: invalid bounds.");
return NULL;
}
if (n1 != n2 || n != n1 || (scale != NULL && n != n3)
|| (offset != NULL && n != n4))
{
if (scale) free(scale);
if (offset) free(offset);
if (x) free(x);
if (low) free(low);
if (up) free(up);
PyErr_SetString(PyExc_ValueError, "tnc: vector sizes must be equal.");
return NULL;
}
py_state.py_function = py_function;
py_state.n = n;
py_state.failed = 0;
Py_INCREF(py_function);
if (py_callback != Py_None)
{
if (!PyCallable_Check(py_callback))
{
PyErr_SetString(PyExc_TypeError,
"tnc: callback must be callable or None.");
return NULL;
}
py_state.py_callback = py_callback;
Py_INCREF(py_callback);
callback_function = callback;
}
rc = tnc(n, x, &f, NULL, function, &py_state, low, up, scale, offset, msg,
maxCGit, maxnfeval, eta, stepmx, accuracy, fmin, ftol, xtol, pgtol, rescale,
&nfeval, &niter, callback_function);
Py_DECREF(py_function);
if (py_callback != Py_None) Py_DECREF(py_callback);
if (low) free(low);
if (up) free(up);
if (scale) free(scale);
if (offset) free(offset);
if (py_state.failed)
{
if (x) free(x);
return NULL;
}
if (rc == TNC_ENOMEM)
{
PyErr_SetString(PyExc_MemoryError, "tnc: memory allocation failed.");
if (x) free(x);
return NULL;
}
py_list = PyDoubleArray_AsList(n, x);
if (x) free(x);
if (py_list == NULL)
{
PyErr_SetString(PyExc_MemoryError, "tnc: memory allocation failed.");
return NULL;
}
return Py_BuildValue("(iiiN)", rc, nfeval, niter, py_list);;
}
