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Mtest1.c
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Mtest1.c
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#include <rsf.h>
#include <nlopt.h>
double myfunc( unsigned n , const double *x, double *grad, void *my_func_data )
{
if(grad)
{
grad[0] = 0.0;
grad[1] = 0.5/sqrt( x[1] );
}
return sqrt( x[1] );
}
typedef struct
{
double a, b;
}my_constraint_data;
double myconstraint( unsigned n , const double *x , double *grad , void *data )
{
my_constraint_data *d = ( my_constraint_data*) data;
double a=d->a, b=d->b;
if(grad)
{
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( int argc , char* argv[] )
{
double lb[2] = { -HUGE_VAL , 0 };
nlopt_opt opt;
opt = nlopt_create(NLOPT_LD_MMA, 2); /* algorithm and dimensionality */
nlopt_set_lower_bounds(opt, lb);
nlopt_set_min_objective(opt, myfunc, NULL);
my_constraint_data data[2] = { {2,0}, {-1,1} };
nlopt_add_inequality_constraint(opt, myconstraint, &data[0], 1e-8);
nlopt_add_inequality_constraint(opt, myconstraint, &data[1], 1e-8);
nlopt_set_xtol_rel(opt, 1e-4);
double x[2] = { 1.234, 5.678 }; /* some initial guess */
double minf; /* the minimum objective value, upon return */
if (nlopt_optimize(opt, x, &minf) < 0)
printf("nlopt failed!\n");
else
printf("found minimum at f(%g,%g) = %0.10g\n", x[0], x[1], minf);
nlopt_destroy(opt);
exit(0);
}