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https://github.com/abarbu/nlopt

Chicken egg for NLopt, the nonlinear optimization library
https://github.com/abarbu/nlopt

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Chicken egg for NLopt, the nonlinear optimization library

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Do not edit this page, it is maintained in the this package's [https://github.com/abarbu/nlopt github repository].



= NLopt =



This is a Chicken Scheme egg which provides bindings to NLopt, a library for non-linear optimization. http://ab-initio.mit.edu/wiki/index.php/NLopt



==== High-level setup ====



(nlopt:optimize algorithm initial f)



Call ''f'', a function that will be passed an NLopt optimizer object

and will set up the optimization problem, run the algorithm specificed

with the initial starting position give. It returns a 3-vector: final

paramters, final objective value, reason for exit. The reason for

exiting is currently just an integer, see section on Errors.



result. Keep

in mind that the optimizer may have failed, but a result is always

provided.



(nlopt:srand seed)

(nlopt:srand-time)



Some NLopt algorithm generate random values, this sets the seed for

the random number generator. The latter uses the current clock time.



(nlopt:get-algorithm nlopt)

(nlopt:get-dimension nlopt)



Find the algorithm or arity of an nlopt object.



==== High-level optimization ====



(nlopt:set-min-objective nlopt f)

(nlopt:set-max-objective nlopt f)



Ask the optimizer to minimize or maximize ''f''.



nlopt:set-lower-bounds

nlopt:set-lower-bounds1

nlopt:set-upper-bounds

nlopt:set-upper-bounds1

nlopt:remove-inequality-constraints

nlopt:add-inequality-constraint

nlopt:remove-equality-constraints

nlopt:add-equality-constraint

nlopt:set-stopval

nlopt:get-stopval

nlopt:set-ftol-rel

nlopt:get-ftol-rel

nlopt:set-ftol-abs

nlopt:get-ftol-abs

nlopt:set-xtol-rel

nlopt:get-xtol-rel

nlopt:set-xtol-abs1

nlopt:set-xtol-abs

nlopt:get-xtol-abs

nlopt:set-maxeval

nlopt:get-maxeval

nlopt:set-maxtime

nlopt:get-maxtime

nlopt:force-stop

nlopt:set-force-stop

nlopt:get-force-stop

nlopt:set-local-optimizer

nlopt:set-population

nlopt:get-population

nlopt:set-default-initial-step

nlopt:set-initial-step

nlopt:set-initial-step1

nlopt:get-initial-step



These calls correspond well to those in NLopt.



TODO: nlopt:add-inequality-mconstraint nlopt:add-equality-mconstraint



==== Low-level ====



(nlopt:create algorithm arity)



Create a new NLopt object for an optimizer of a particular arity using

the algorithm provided.



(nlopt:destroy nlopt)

(nlopt:copy nlopt)



Delete and copy an NLopt object.



(with-nlopt kind arg f)

(nlopt:optimize-now nlopt initial)

(nlopt:wrap-single f)



These are implementation details users should not have to worry about.



==== Algorithms ====



: nlopt:gn-direct

: nlopt:gn-direct-l

: nlopt:gn-direct-l-rand

: nlopt:gn-direct-noscal

: nlopt:gn-direct-l-noscal

: nlopt:gn-direct-l-rand-noscal

: nlopt:gn-orig-direct

: nlopt:gn-orig-direct-l

: nlopt:gd-stogo

: nlopt:gd-stogo-rand

: nlopt:ld-lbfgs-nocedal

: nlopt:ld-lbfgs

: nlopt:ln-praxis

: nlopt:ld-var1

: nlopt:ld-var2

: nlopt:ld-tnewton

: nlopt:ld-tnewton-restart

: nlopt:ld-tnewton-precond

: nlopt:ld-tnewton-precond-restart

: nlopt:gn-crs2-lm

: nlopt:gn-mlsl

: nlopt:gd-mlsl

: nlopt:gn-mlsl-lds

: nlopt:gd-mlsl-lds

: nlopt:ld-mma

: nlopt:ln-cobyla

: nlopt:ln-newuoa

: nlopt:ln-newuoa_bound

: nlopt:ln-neldermead

: nlopt:ln-sbplx

: nlopt:ln-auglag

: nlopt:ld-auglag

: nlopt:ln-auglag-eq

: nlopt:ld-auglag-eq

: nlopt:ln-bobyqa

: nlopt:gn-isres

: nlopt:auglag

: nlopt:auglag-eq

: nlopt:g-mlsl

: nlopt:g-mlsl-lds

: nlopt:ld-slsqp



==== Errors ====



Error handling is very basic and left almsot entirely to the

user. These error codes may be returned by nlopt:optimize as the last

element of the 3-vector it returns.



nlopt:failure

nlopt:invalid-args

nlopt:out-of-memory

nlopt:roundoff-limited

nlopt:forced-stop

nlopt:success

nlopt:stopval-reached

nlopt:ftol-reached

nlopt:xtol-reached

nlopt:maxeval-reached

nlopt:maxtime-reached



==== Misc ====



(nlopt:algorithm-name algorithm)



Produce the name of the algorithm provided as a string.



=== License ===



Copyright 2012 Purdue University. All rights reserved.

This program is free software: you can redistribute it and/or modify

it under the terms of the GNU General Public License as published by

the Free Software Foundation, either version 3 of the License, or

(at your option) any later version.

This program is distributed in the hope that it will be useful,

but WITHOUT ANY WARRANTY; without even the implied warranty of

MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the

GNU General Public License for more details.

You should have received a copy of the GNU General Public License

along with this program.  If not, see http://www.gnu.org/licenses.