Merge pull request #67 from bluescarni/nlopt

NLopt

CMakeLists.txt

@@ -1,8 +1,8 @@
-project(pagmo)
+cmake_minimum_required(VERSION 3.2)
 
-enable_testing()
+project(pagmo VERSION 2.0)
 
-cmake_minimum_required(VERSION 3.2)
+enable_testing()
 
 set(CMAKE_MODULE_PATH ${CMAKE_MODULE_PATH} "${CMAKE_SOURCE_DIR}/cmake_modules" "${CMAKE_SOURCE_DIR}/cmake_modules/yacma")
 
@@ -27,6 +27,9 @@ option(PAGMO_BUILD_PYGMO "Build PyGMO." OFF)
 # Build option: enable features depending on Eigen3.
 option(PAGMO_WITH_EIGEN3 "Enable features depending on Eigen3 (such as CMAES). Requires Eigen3." OFF)
 
+# Build option: enable NLopt.
+option(PAGMO_WITH_NLOPT "Enable wrappers for the NLopt algorithms." OFF)
+
 # Build option: install header.
 option(PAGMO_INSTALL_HEADERS "Enable the installation of PaGMO's header files." ON)
 
@@ -66,6 +69,13 @@ if(PAGMO_WITH_EIGEN3)
     message(STATUS "Eigen version detected: ${EIGEN3_VERSION}")
 endif()
 
+# NLopt setup
+if(PAGMO_WITH_NLOPT)
+    find_package(NLOPT REQUIRED)
+    message(STATUS "NLopt include directory: ${NLOPT_INCLUDE_DIRS}")
+    message(STATUS "NLopt libraries: ${NLOPT_LIBRARIES}")
+endif()
+
 # Python setup.
 # NOTE: we do it here because we need to detect the Python bits *before*
 # looking for boost.python.
@@ -90,15 +100,29 @@ add_library(pagmo INTERFACE)
 target_link_libraries(pagmo INTERFACE Threads::Threads Boost::boost)
 target_include_directories(pagmo INTERFACE
     $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/include>
     $<INSTALL_INTERFACE:include>)
+
 if(PAGMO_WITH_EIGEN3)
+    # Link pagmo to eigen3.
     add_library(Eigen3::eigen3 INTERFACE IMPORTED)
     set_target_properties(Eigen3::eigen3 PROPERTIES INTERFACE_INCLUDE_DIRECTORIES "${EIGEN3_INCLUDE_DIR}")
     target_link_libraries(pagmo INTERFACE Eigen3::eigen3)
-    # FIXME: this needs to go into config.hpp, once implemented.
-    target_compile_definitions(pagmo INTERFACE PAGMO_WITH_EIGEN3)
+    set(PAGMO_ENABLE_EIGEN3 "#define PAGMO_WITH_EIGEN3")
 endif()
 
+if(PAGMO_WITH_NLOPT)
+    # Link pagmo to NLopt.
+    add_library(NLOPT::nlopt UNKNOWN IMPORTED)
+    set_target_properties(NLOPT::nlopt PROPERTIES INTERFACE_INCLUDE_DIRECTORIES "${NLOPT_INCLUDE_DIRS}")
+    set_target_properties(NLOPT::nlopt PROPERTIES IMPORTED_LINK_INTERFACE_LANGUAGES "C" IMPORTED_LOCATION "${NLOPT_LIBRARIES}")
+    target_link_libraries(pagmo INTERFACE NLOPT::nlopt)
+    set(PAGMO_ENABLE_NLOPT "#define PAGMO_WITH_NLOPT")
+endif()
+
+# Configure config.hpp.
+configure_file("${CMAKE_CURRENT_SOURCE_DIR}/config.hpp.in" "${CMAKE_CURRENT_BINARY_DIR}/include/pagmo/config.hpp")
+
 if(PAGMO_BUILD_TESTS)
     add_subdirectory("${CMAKE_SOURCE_DIR}/tests")
 endif()
@@ -113,4 +137,5 @@ endif()
 
 if(PAGMO_INSTALL_HEADERS)
   install(DIRECTORY include/ DESTINATION include)
+  install(FILES "${CMAKE_CURRENT_BINARY_DIR}/include/pagmo/config.hpp" DESTINATION include/pagmo)
 endif()

appveyor.yml

@@ -18,21 +18,21 @@ install:
 - if [%BUILD_TYPE%]==[Python35] set PATH=C:\Miniconda35-x64\Scripts;%PATH%
 - if [%BUILD_TYPE%]==[Python36] set PATH=C:\Miniconda36-x64\Scripts;%PATH%
 - conda config --add channels conda-forge --force
-- if [%BUILD_TYPE%]==[Debug] conda create -y --name pagmo python=3.6 cmake boost eigen
-- if [%BUILD_TYPE%]==[Python35] conda create -y --name pagmo python=3.5 cmake boost eigen
-- if [%BUILD_TYPE%]==[Python36] conda create -y --name pagmo python=3.6 cmake boost eigen
+- if [%BUILD_TYPE%]==[Debug] conda create -y --name pagmo python=3.6 cmake boost eigen nlopt
+- if [%BUILD_TYPE%]==[Python35] conda create -y --name pagmo python=3.5 cmake boost eigen nlopt
+- if [%BUILD_TYPE%]==[Python36] conda create -y --name pagmo python=3.6 cmake boost eigen nlopt
 - activate pagmo
 - if [%BUILD_TYPE%]==[Python35] conda install -y numpy dill ipyparallel
 - if [%BUILD_TYPE%]==[Python36] conda install -y numpy dill ipyparallel
 
 build_script:
 - mkdir build
 - cd build
-- if [%BUILD_TYPE%]==[Debug] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Debug -DPAGMO_BUILD_TESTS=YES -DPAGMO_BUILD_TUTORIALS=YES -DPAGMO_WITH_EIGEN3=YES ..
+- if [%BUILD_TYPE%]==[Debug] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Debug -DPAGMO_BUILD_TESTS=YES -DPAGMO_BUILD_TUTORIALS=YES -DPAGMO_WITH_EIGEN3=yes -DPAGMO_WITH_NLOPT=yes ..
 - if [%BUILD_TYPE%]==[Debug] cmake --build . --config Debug --target install
-- if [%BUILD_TYPE%]==[Python35] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Release -DPAGMO_WITH_EIGEN3=YES -DPAGMO_BUILD_PYGMO=yes ..
+- if [%BUILD_TYPE%]==[Python35] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Release -DPAGMO_WITH_EIGEN3=yes -DPAGMO_WITH_NLOPT=yes -DPAGMO_BUILD_PYGMO=yes ..
 - if [%BUILD_TYPE%]==[Python35] cmake --build . --config Release --target install
-- if [%BUILD_TYPE%]==[Python36] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Release -DPAGMO_WITH_EIGEN3=YES -DPAGMO_BUILD_PYGMO=yes ..
+- if [%BUILD_TYPE%]==[Python36] cmake -G "Visual Studio 14 2015 Win64" -DCMAKE_BUILD_TYPE=Release -DPAGMO_WITH_EIGEN3=yes -DPAGMO_WITH_NLOPT=yes -DPAGMO_BUILD_PYGMO=yes ..
 - if [%BUILD_TYPE%]==[Python36] cmake --build . --config Release --target install
 
 test_script:

cmake_modules/FindNLOPT.cmake

@@ -0,0 +1,43 @@
+# Copyright (c) 2015-2016, Humanoid Lab, Georgia Tech Research Corporation
+# Copyright (c) 2015-2017, Graphics Lab, Georgia Tech Research Corporation
+# Copyright (c) 2016-2017, Personal Robotics Lab, Carnegie Mellon University
+# This file is provided under the "BSD-style" License
+
+# Find NLOPT
+#
+# This sets the following variables:
+# NLOPT_FOUND
+# NLOPT_INCLUDE_DIRS
+# NLOPT_LIBRARIES
+# NLOPT_DEFINITIONS
+# NLOPT_VERSION
+
+find_package(PkgConfig QUIET)
+
+# Check to see if pkgconfig is installed.
+pkg_check_modules(PC_NLOPT nlopt QUIET)
+
+# Definitions
+set(NLOPT_DEFINITIONS ${PC_NLOPT_CFLAGS_OTHER})
+
+# Include directories
+find_path(NLOPT_INCLUDE_DIRS
+    NAMES nlopt.h
+    HINTS ${PC_NLOPT_INCLUDEDIR}
+    PATHS "${CMAKE_INSTALL_PREFIX}/include")
+
+# Libraries
+find_library(NLOPT_LIBRARIES
+    NAMES nlopt nlopt_cxx
+    HINTS ${PC_NLOPT_LIBDIR})
+
+# Version
+set(NLOPT_VERSION ${PC_NLOPT_VERSION})
+
+# Set (NAME)_FOUND if all the variables and the version are satisfied.
+include(FindPackageHandleStandardArgs)
+find_package_handle_standard_args(NLOPT
+    FAIL_MESSAGE  DEFAULT_MSG
+    REQUIRED_VARS NLOPT_INCLUDE_DIRS NLOPT_LIBRARIES
+    VERSION_VAR   NLOPT_VERSION)
+

config.hpp.in

@@ -0,0 +1,40 @@
+/* Copyright 2017 PaGMO development team
+
+This file is part of the PaGMO library.
+
+The PaGMO library is free software; you can redistribute it and/or modify
+it under the terms of either:
+
+  * the GNU Lesser General Public License as published by the Free
+    Software Foundation; either version 3 of the License, or (at your
+    option) any later version.
+
+or
+
+  * 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.
+
+or both in parallel, as here.
+
+The PaGMO library 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 copies of the GNU General Public License and the
+GNU Lesser General Public License along with the PaGMO library.  If not,
+see https://www.gnu.org/licenses/. */
+
+#ifndef PAGMO_CONFIG_HPP
+#define PAGMO_CONFIG_HPP
+
+// Start of defines instantiated by CMake.
+// clang-format off
+#define PAGMO_VERSION @pagmo_VERSION@
+@PAGMO_ENABLE_EIGEN3@
+@PAGMO_ENABLE_NLOPT@
+// clang-format on
+// End of defines instantiated by CMake.
+
+#endif

doc/doxygen/Doxyfile

@@ -2058,7 +2058,9 @@ INCLUDE_FILE_PATTERNS  =
 # recursively expanded use the := operator instead of the = operator.
 # This tag requires that the tag ENABLE_PREPROCESSING is set to YES.
 
-PREDEFINED             = PAGMO_DOXYGEN_INVOKED
+PREDEFINED             = PAGMO_DOXYGEN_INVOKED \
+                         PAGMO_WITH_EIGEN3 \
+                         PAGMO_WITH_NLOPT
 
 # If the MACRO_EXPANSION and EXPAND_ONLY_PREDEF tags are set to YES then this
 # tag can be used to specify a list of macro names that should be expanded. The

doc/sphinx/docs/cpp/algorithms/nlopt.rst

@@ -0,0 +1,5 @@
+NLopt solvers
+=============
+
+.. doxygenclass:: pagmo::nlopt
+   :members:

doc/sphinx/docs/cpp/cpp_docs.rst

@@ -32,6 +32,7 @@ Implemented algorithms
   algorithms/moead
   algorithms/mbh
   algorithms/cstrs_self_adaptive
+  algorithms/nlopt
   algorithms/nsga2
   algorithms/pso
   algorithms/sade
@@ -54,13 +55,13 @@ Implemented problems
   problems/dtlz
   problems/hock_schittkowsky_71
   problems/inventory
+  problems/luksan_vlcek1
   problems/translate
   problems/decompose
   problems/cec2006
   problems/cec2009
   problems/cec2013
   problems/unconstrain
-  problems/luksan_vlcek1
 
 Implemented islands
 ^^^^^^^^^^^^^^^^^^^

doc/sphinx/docs/python/algorithms/py_algorithms.rst

@@ -72,4 +72,9 @@ Algorithms exposed from C++
 -------------------------------------------------------------
 
 .. autoclass:: pygmo.core.cstrs_self_adaptive
-   :members:
+   :members:
+
+-------------------------------------------------------------
+
+.. autoclass:: pygmo.core.nlopt
+   :members:

doc/sphinx/docs/python/problems/py_problems.rst

@@ -71,6 +71,11 @@ Problems exposed from C++
 
 -------------------------------------------------------------
 
+.. autoclass:: pygmo.core.luksan_vlcek1
+   :members:
+
+-------------------------------------------------------------
+
 .. autoclass:: pygmo.core.translate
    :members:
 

doc/sphinx/docs/python/tutorials/coding_udp_simple.rst

@@ -164,6 +164,10 @@ be revealed only when calling the malformed method:
     ...
     AttributeError: 'numpy.float64' object has no attribute '__iter__'
 
+In this case, the issue is that the ``fitness()`` method returns a scalar instead of an array-like object (remember that pygmo is also
+able to solve multi-objective and constrained problems, thus the fitness value must be, in general, a vector). pygmo will complain
+about the wrong return type the first time the ``fitness()`` method is invoked.
+
 Notes on computational speed
 ^^^^^^^^^^^^^^^^^^^^^^^^^^^^
 
@@ -227,6 +231,8 @@ our fitness method into C code.
     >>> start_time = time.time(); [prob_jit.fitness(dummy_x) for i in range(1000)]; print(time.time() - start_time) #doctest: +SKIP
     0.03771...
 
+With a bit more elbow grease, we can further improve performance:
+
 .. doctest::
 
     >>> from numba import jit, float64
@@ -250,9 +256,9 @@ our fitness method into C code.
     0.01687...
 
 
-much better right? 
+Much better, right?
 
-.. note:: For more information on using Numba to speed up your python code see `Numba documentation pages <http://numba.pydata.org/>`_.
+.. note:: For more information on using Numba to speed up your python code see the `Numba documentation pages <http://numba.pydata.org/>`_.
           In particular, note that only a limited part of NumPy and the python language in general is supported by this use.
 
 

doc/sphinx/docs/python/tutorials/using_problem.rst

@@ -33,12 +33,14 @@ Let us start:
     	Lower bounds: [-5, -5, -5, -5, -5]
     	Upper bounds: [10, 10, 10, 10, 10]
     <BLANKLINE>
-    	Has gradient: false
+        Has gradient: true
     	User implemented gradient sparsity: false
+        Expected gradients: 5
     	Has hessians: false
     	User implemented hessians sparsity: false
     <BLANKLINE>
     	Function evaluations: 0
+        Gradient evaluations: 0
     <BLANKLINE>
     	Thread safety: basic
     <BLANKLINE>

doc/sphinx/install.rst

@@ -11,11 +11,13 @@ C++
 
 Pagmo is a header-only library which has the following third party dependencies:
 
-* `Boost <http://www.boost.org/>`_, headers only (needs the libraries only if you intend to compile the python bindings)
-* `Eigen <http://eigen.tuxfamily.org/index.php?title=Main_Page>`_, headers only (optional)
+* `Boost <http://www.boost.org/>`_, **mandatory**, header-only (needs the libraries only if you
+  intend to compile the python bindings)
+* `Eigen <http://eigen.tuxfamily.org/index.php?title=Main_Page>`_, optional, header-only
+* `NLopt <http://ab-initio.mit.edu/wiki/index.php/NLopt>`_, optional, requires linking
 
 
-After making sure the dependencies above are installed in your system and their headers visible to your compiler, you can download 
+After making sure the dependencies above are installed in your system, you can download the
 pagmo source via the ``git`` command 
 
 .. code-block:: bash
@@ -28,7 +30,7 @@ and configure your build using ``cmake``. When done, type (in your build directo
 
    make install
 
-The headers will be installed in the ``CMAKE_INSTALL_PREFIX/include directory``. To check that all went well
+The headers will be installed in the ``CMAKE_INSTALL_PREFIX/include`` directory. To check that all went well
 compile the :ref:`quick-start example <getting_started_c++>`.
 
 -----------------------------------------------------------------------
@@ -38,8 +40,8 @@ Python
 The python module correponding to pagmo is called pygmo
 It can be installed either directly from ``conda`` or ``pip`` or by building the module from source.
 
-Installing with pip
-^^^^^^^^^^^^^^^^^^^
+Installation with pip/conda
+^^^^^^^^^^^^^^^^^^^^^^^^^^^
 The python package pygmo (python binding of the C++ code) can be installed using ``pip`` or ``conda``:
 
 .. code-block:: bash
@@ -53,13 +55,14 @@ or
    conda config --add channels conda-forge 
    conda install pygmo
 
-Building the module
-^^^^^^^^^^^^^^^^^^^
+Installation from source
+^^^^^^^^^^^^^^^^^^^^^^^^
 
-To build the module you need to have the boost python libraries installed and to activate the ``BUILD_PYGMO`` option from within ``cmake``.
+To build the module from source you need to have the Boost.Python libraries installed and to activate the cmake
+``PAGMO_BUILD_PYGMO`` option.
 
-Check carefully what python version is detected and what libraries are linked to. In particular select the correct boost_python
-according to the python version (2 or 3) you want to compile the module for.
+Check carefully what python version is detected and what libraries are linked to. In particular, select the correct Boost.Python
+version according to the python version (2 or 3) you want to compile the module for.
 
 The ``CMAKE_INSTALL_PREFIX`` will be used to construct the final location of headers and Python module after install.
 

doc/sphinx/quickstart.rst

@@ -17,11 +17,20 @@ After following the :ref:`install` you will be able to compile and run your firs
    :language: c++
    :linenos:
 
-Place it into a getting_started.cpp text file and compile it (for example) with:
+Place it into a ``getting_started.cpp`` text file and compile it (for example) with:
 
 .. code-block:: bash
 
-   g++ -std=c++11 getting_started.cpp -pthread
+   g++ -O2 -DNDEBUG -std=c++11 getting_started.cpp -pthread
+
+If you installed pagmo with support for optional 3rd party libraries, you might need to
+add additional switches to the command-line invocation of the compiler. For instance,
+if you enabled the optional NLopt support, you will have to link your executable to the
+``nlopt`` library:
+
+.. code-block:: bash
+
+   g++ -O2 -DNDEBUG -std=c++11 getting_started.cpp -pthread -lnlopt
 
 -----------------------------------------------------------------------
 
@@ -36,7 +45,7 @@ If you have successfully installed pygmo following the :ref:`install` you can tr
    :language: python
    :linenos:
 
-Place it into a getting_started.py text file and run it with:
+Place it into a ``getting_started.py`` text file and run it with:
 
 .. code-block:: bash