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#include <iostream>
#include <vector>
#include <string>
#include <cmath>
#include <iomanip>
#include <nlopt.hpp>
double myvfunc(const std::vector<double> &x, std::vector<double> &grad, void *data)
{
(void)data;
if (!grad.empty()) {
grad[0] = 0.0;
grad[1] = 0.5 / sqrt(x[1]);
}
return sqrt(x[1]);
}
typedef struct {
double a, b;
} my_constraint_data;
double myvconstraint(const std::vector<double> &x, std::vector<double> &grad, void *data)
{
my_constraint_data *d = reinterpret_cast<my_constraint_data*>(data);
double a = d->a, b = d->b;
if (!grad.empty()) {
grad[0] = 3 * a * (a*x[0] + b) * (a*x[0] + b);
grad[1] = -1.0;
}
return ((a*x[0] + b) * (a*x[0] + b) * (a*x[0] + b) - x[1]);
}
int main() {
nlopt::opt opt("LD_MMA", 2);
std::vector<double> lb(2);
lb[0] = -HUGE_VAL; lb[1] = 0;
opt.set_lower_bounds(lb);
opt.set_min_objective(myvfunc, NULL);
my_constraint_data data[2] = { {2,0}, {-1,1} };
opt.add_inequality_constraint(myvconstraint, &data[0], 1e-8);
opt.add_inequality_constraint(myvconstraint, &data[1], 1e-8);
opt.set_xtol_rel(1e-4);
// try setting an algorithm parameter: */
opt.set_param("inner_maxeval", 123);
if (opt.get_param("inner_maxeval", 1234) != 123 || opt.get_param("not a param", 1234) != 1234 ||
opt.num_params() != 1 || std::string(opt.nth_param(0)) != "inner_maxeval") {
std::cerr << "failed to retrieve nlopt parameter" << std::endl;
return EXIT_FAILURE;
}
std::vector<double> x(2);
x[0] = 1.234; x[1] = 5.678;
double minf;
try{
opt.optimize(x, minf);
std::cout << "found minimum at f(" << x[0] << "," << x[1] << ") = "
<< std::setprecision(10) << minf <<std::endl;
return std::fabs(minf - 0.5443310474) < 1e-3 ? EXIT_SUCCESS : EXIT_FAILURE;
}
catch(std::exception &e) {
std::cerr << "nlopt failed: " << e.what() << std::endl;
return EXIT_FAILURE;
}
}
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