Merge pull request #114 from jschueller/algo

Add algo enum; thank @jschueller and everyone who inputs.

c/examples/bobyqa/bobyqa_example.c

@@ -18,17 +18,17 @@ int main(int argc, char * argv[])
   (void)argv;
   const int n = 2;
   double x0[2] = {0.0, 0.0};
-  prima_problem problem;
+  prima_problem_t problem;
   prima_init_problem(&problem, n);
   problem.x0 = x0;
   problem.calfun = &fun;
-  prima_options options;
+  prima_options_t options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
   options.maxfun = 200*n;
-  prima_result result;
-  const int rc = prima_bobyqa(&problem, &options, &result);
+  prima_result_t result;
+  const int rc = prima_minimize(PRIMA_BOBYQA, &problem, &options, &result);
   printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", result.x[0], result.x[1], rc, result.message, result.nf);
   prima_free_problem(&problem);
   prima_free_result(&result);

c/examples/cobyla/cobyla_example.c

@@ -22,11 +22,11 @@ int main(int argc, char * argv[])
   (void)argv;
   const int n = 2;
   double x0[2] = {0.0, 0.0};
-  prima_problem problem;
+  prima_problem_t problem;
   prima_init_problem(&problem, n);
   problem.calcfc = &fun;
   problem.x0 = x0;
-  prima_options options;
+  prima_options_t options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
@@ -46,8 +46,8 @@ int main(int argc, char * argv[])
   double xu[2] = {6.0, 6.0};
   problem.xl = xl;
   problem.xu = xu;
-  prima_result result;
-  const int rc = prima_cobyla(&problem, &options, &result);
+  prima_result_t result;
+  const int rc = prima_minimize(PRIMA_COBYLA, &problem, &options, &result);
   printf("x*={%g, %g} f*=%g cstrv=%g nlconstr=%g rc=%d msg='%s' evals=%d\n", result.x[0], result.x[1], result.f, result.cstrv, result.nlconstr[0], rc, result.message, result.nf);
   prima_free_problem(&problem);
   prima_free_result(&result);

c/examples/lincoa/lincoa_example.c

@@ -18,11 +18,11 @@ int main(int argc, char * argv[])
   (void)argv;
   const int n = 2;
   double x0[2] = {0.0, 0.0};
-  prima_problem problem;
+  prima_problem_t problem;
   prima_init_problem(&problem, n);
   problem.calfun = &fun;
   problem.x0 = x0;
-  prima_options options;
+  prima_options_t options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
@@ -41,8 +41,8 @@ int main(int argc, char * argv[])
   double xu[2] = {6.0, 6.0};
   problem.xl = xl;
   problem.xu = xu;
-  prima_result result;
-  const int rc = prima_lincoa(&problem, &options, &result);
+  prima_result_t result;
+  const int rc = prima_minimize(PRIMA_LINCOA, &problem, &options, &result);
   printf("x*={%g, %g} f*=%g cstrv=%g rc=%d msg='%s' evals=%d\n", result.x[0], result.x[1], result.f, result.cstrv, rc, result.message, result.nf);
   prima_free_problem(&problem);
   prima_free_result(&result);

c/examples/newuoa/newuoa_example.c

@@ -18,17 +18,17 @@ int main(int argc, char * argv[])
   (void)argv;
   const int n = 2;
   double x0[2] = {0.0, 0.0};
-  prima_problem problem;
+  prima_problem_t problem;
   prima_init_problem(&problem, n);
   problem.calfun = &fun;
   problem.x0 = x0;
-  prima_options options;
+  prima_options_t options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
   options.maxfun = 200*n;
-  prima_result result;
-  const int rc = prima_newuoa(&problem, &options, &result);
+  prima_result_t result;
+  const int rc = prima_minimize(PRIMA_NEWUOA, &problem, &options, &result);
   printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", result.x[0], result.x[1], rc, result.message, result.nf);
   prima_free_problem(&problem);
   prima_free_result(&result);

c/examples/uobyqa/uobyqa_example.c

@@ -18,17 +18,17 @@ int main(int argc, char * argv[])
   (void)argv;
   const int n = 2;
   double x0[2] = {0.0, 0.0};
-  prima_problem problem;
+  prima_problem_t problem;
   prima_init_problem(&problem, n);
   problem.calfun = &fun;
   problem.x0 = x0;
-  prima_options options;
+  prima_options_t options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
   options.maxfun = 200*n;
-  prima_result result;
-  const int rc = prima_uobyqa(&problem, &options, &result);
+  prima_result_t result;
+  const int rc = prima_minimize(PRIMA_UOBYQA, &problem, &options, &result);
   printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", result.x[0], result.x[1], rc, result.message, result.nf);
   prima_free_problem(&problem);
   prima_free_result(&result);

c/include/prima/prima.h

@@ -31,7 +31,7 @@ typedef enum {
   PRIMA_MSG_EXIT = 1, /* Exit reasons */
   PRIMA_MSG_RHO = 2, /* Rho changes */
   PRIMA_MSG_FEVL = 3, /* The object/constraint functions get evaluated */
-} prima_message;
+} prima_message_t;
 
 /*
  * Possible return values
@@ -58,13 +58,13 @@ typedef enum
   PRIMA_NULL_X0 = 112,
   PRIMA_NULL_RESULT = 113,
   PRIMA_NULL_FUNCTION = 114,
-} prima_rc;
+} prima_rc_t;
 
 /*
  * Return code string
  */
 PRIMAC_API
-const char *prima_get_rc_string(int rc);
+const char *prima_get_rc_string(const prima_rc_t rc);
 
 /*
  * A function as required by solvers
@@ -77,8 +77,8 @@ const char *prima_get_rc_string(int rc);
  *          NaN values can be passed to signal evaluation errors
  *          only for cobyla
 */
-typedef void (*prima_obj)(const double x[], double *f, const void *data);
-typedef void (*prima_objcon)(const double x[], double *f, double constr[], const void *data);
+typedef void (*prima_obj_t)(const double x[], double *f, const void *data);
+typedef void (*prima_objcon_t)(const double x[], double *f, double constr[], const void *data);
 
 
 typedef struct {
@@ -92,7 +92,7 @@ typedef struct {
   // maximum number of function evaluations (default=-1 interpreted as 500*n)
   int maxfun;
 
-  // verbosity level, see the prima_message enum (default=PRIMA_MSG_NONE)
+  // verbosity level, see the prima_message_t enum (default=PRIMA_MSG_NONE)
   int iprint;
 
   // target function value; optimization stops when f <= ftarget for a feasible point (default=-inf)
@@ -105,22 +105,22 @@ typedef struct {
   // user-data, will be passed through the objective function callback
   void *data;
 
-} prima_options;
+} prima_options_t;
 
 /* Initialize problem */
 PRIMAC_API
-int prima_init_options(prima_options *options);
+int prima_init_options(prima_options_t *options);
 
 typedef struct {
 
   // dimension of the problem
   int n;
 
   // objective function to minimize (not cobyla)
-  prima_obj calfun;
+  prima_obj_t calfun;
 
   // objective function to minimize with constraints (cobyla)
-  prima_objcon calcfc;
+  prima_objcon_t calcfc;
 
   // starting point
   double *x0;
@@ -157,15 +157,15 @@ typedef struct {
   // whether prima had to allocate nlconstr0 (private, do not use)
   int _allocated_nlconstr0;
 
-} prima_problem;
+} prima_problem_t;
 
 
 /* Initialize/free problem */
 PRIMAC_API
-int prima_init_problem(prima_problem *problem, int n);
+int prima_init_problem(prima_problem_t *problem, int n);
 
 PRIMAC_API
-int prima_free_problem(prima_problem *problem);
+int prima_free_problem(prima_problem_t *problem);
 
 
 typedef struct {
@@ -194,34 +194,36 @@ typedef struct {
   // error message
   const char *message;
 
-} prima_result;
+} prima_result_t;
 
 
 /* Free result after optimization */
 PRIMAC_API
-int prima_free_result(prima_result * result);
+int prima_free_result(prima_result_t * result);
 
 /*
+ * Algorithm
+ */
+typedef enum
+{
+  PRIMA_BOBYQA,
+  PRIMA_COBYLA,
+  PRIMA_LINCOA,
+  PRIMA_NEWUOA,
+  PRIMA_UOBYQA
+} prima_algorithm_t;
+
+
+/*
+ * algorithm : optimization algorithm (see prima_algorithm)
  * problem   : optimization problem (see prima_problem)
  * options   : optimization options (see prima_options)
  * result    : optimization result (see prima_result)
- * return    : see prima_rc enum for return codes
+ * return    : see prima_rc_t enum for return codes
  */
 
 PRIMAC_API
-int prima_bobyqa(prima_problem *problem, prima_options *options, prima_result *result);
-
-PRIMAC_API
-int prima_newuoa(prima_problem *problem, prima_options *options, prima_result *result);
-
-PRIMAC_API
-int prima_uobyqa(prima_problem *problem, prima_options *options, prima_result *result);
-
-PRIMAC_API
-int prima_cobyla(prima_problem *problem, prima_options *options, prima_result *result);
-
-PRIMAC_API
-int prima_lincoa(prima_problem *problem, prima_options *options, prima_result *result);
+int prima_minimize(const prima_algorithm_t algorithm, prima_problem_t *problem, prima_options_t *options, prima_result_t *result);
 
 #ifdef __cplusplus
 }