Add prima_problem

libprima · Oct 25, 2023 · bd02006 · bd02006
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Showing 10 changed files with 241 additions and 163 deletions.
diff --git a/NEWS.md b/NEWS.md
@@ -1,17 +1,19 @@
 # New C API
 
-The solver and problem definition options moved to a new `prima_options` struct
-that must be initialized before use with `prima_init_options`,
-and the results move to `prima_results`:
+The solver options and problem definition options moved to a new structs
+that must be initialized before use and the results moved also:
 ```
+prima_problem problem;
+prima_init_problem(&problem, n);
+problem.x0 = x0;
 prima_options options;  
 prima_init_options(&options);  
 options.iprint = PRIMA_MSG_EXIT;  
 options.rhoend= 1e-3;  
 options.maxfun = 200*n;  
-prima_results results;  
-const int rc = prima_bobyqa(&fun, n, x, &options, &results);
-prima_free_options(&options);  
-prima_free_results(&results);
+prima_result result;
+const int rc = prima_bobyqa(&fun, &problem, &options, &result);
+prima_free_problem(&problem);
+prima_free_result(&result);
 ```
-Both should be freed after use with their dedicated free function.
+Problem and result structs should be freed after use with their dedicated free function.
diff --git a/c/examples/bobyqa/bobyqa_example.c b/c/examples/bobyqa/bobyqa_example.c
@@ -17,17 +17,19 @@ int main(int argc, char * argv[])
   (void)argc;
   (void)argv;
   const int n = 2;
-  double x[2] = {0.0, 0.0};
+  double x0[2] = {0.0, 0.0};
+  prima_problem problem;
+  prima_init_problem(&problem, n);
+  problem.x0 = x0;
   prima_options 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(&fun, n, x, &options, &result);
-  const char *msg = prima_get_rc_string(rc);
-  printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", x[0], x[1], rc, msg, result.nf);
-  prima_free_options(&options);
+  const int rc = prima_bobyqa(&fun, &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);
-  return (fabs(x[0]-3)>2e-2 || fabs(x[1]-2)>2e-2);
+  return (fabs(result.x[0]-3)>2e-2 || fabs(result.x[1]-2)>2e-2);
 }
diff --git a/c/examples/cobyla/cobyla_example.c b/c/examples/cobyla/cobyla_example.c
@@ -20,32 +20,34 @@ int main(int argc, char * argv[])
   (void)argv;
   const int m_nlcon = 1;
   const int n = 2;
-  double x[2] = {0.0, 0.0};
+  double x0[2] = {0.0, 0.0};
+  prima_problem problem;
+  prima_init_problem(&problem, n);
+  problem.x0 = x0;
   prima_options options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
   options.maxfun = 200*n;
-  options.m_nlcon = m_nlcon;
+  problem.m_nlcon = m_nlcon;
   // x1<=4, x2<=3, x1+x2<=10
-  options.m_ineq = 3;
+  problem.m_ineq = 3;
   double Aineq[3*2] = {1.0, 0.0,
                        0.0, 1.0,
                        1.0, 1.0};
   double bineq[3] = {4.0,
                      3.0,
                      10.0};
-  options.Aineq = Aineq;
-  options.bineq = bineq;
+  problem.Aineq = Aineq;
+  problem.bineq = bineq;
   double xl[2] = {-6.0, -6.0};
   double xu[2] = {6.0, 6.0};
-  options.xl = xl;
-  options.xu = xu;
+  problem.xl = xl;
+  problem.xu = xu;
   prima_result result;
-  const int rc = prima_cobyla(&fun, n, x, &options, &result);
-  const char *msg = prima_get_rc_string(rc);
-  printf("x*={%g, %g} f*=%g cstrv=%g nlconstr=%g rc=%d msg='%s' evals=%d\n", x[0], x[1], result.f, result.cstrv, result.nlconstr[0], rc, msg, result.nf);
-  prima_free_options(&options);
+  const int rc = prima_cobyla(&fun, &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);
-  return (fabs(x[0]-3)>2e-2 || fabs(x[1]-2)>2e-2);
+  return (fabs(result.x[0]-3)>2e-2 || fabs(result.x[1]-2)>2e-2);
 }
diff --git a/c/examples/lincoa/lincoa_example.c b/c/examples/lincoa/lincoa_example.c
@@ -17,31 +17,33 @@ int main(int argc, char * argv[])
   (void)argc;
   (void)argv;
   const int n = 2;
-  double x[2] = {0.0, 0.0};
+  double x0[2] = {0.0, 0.0};
+  prima_problem problem;
+  prima_init_problem(&problem, n);
+  problem.x0 = x0;
   prima_options options;
   prima_init_options(&options);
   options.iprint = PRIMA_MSG_EXIT;
   options.rhoend= 1e-3;
   options.maxfun = 200*n;
   // x1<=4, x2<=3, x1+x2<=10
-  options.m_ineq = 3;
+  problem.m_ineq = 3;
   double Aineq[3*2] = {1.0, 0.0,
                        0.0, 1.0,
                        1.0, 1.0};
   double bineq[3] = {4.0,
                      3.0,
                      10.0};
-  options.Aineq = Aineq;
-  options.bineq = bineq;
+  problem.Aineq = Aineq;
+  problem.bineq = bineq;
   double xl[2] = {-6.0, -6.0};
   double xu[2] = {6.0, 6.0};
-  options.xl = xl;
-  options.xu = xu;
+  problem.xl = xl;
+  problem.xu = xu;
   prima_result result;
-  const int rc = prima_lincoa(&fun, n, x, &options, &result);
-  const char *msg = prima_get_rc_string(rc);
-  printf("x*={%g, %g} f*=%g cstrv=%g rc=%d msg='%s' evals=%d\n", x[0], x[1], result.f, result.cstrv, rc, msg, result.nf);
-  prima_free_options(&options);
+  const int rc = prima_lincoa(&fun, &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);
-  return (fabs(x[0]-3)>2e-2 || fabs(x[1]-2)>2e-2);
+  return (fabs(result.x[0]-3)>2e-2 || fabs(result.x[1]-2)>2e-2);
 }
diff --git a/c/examples/newuoa/newuoa_example.c b/c/examples/newuoa/newuoa_example.c
@@ -17,17 +17,19 @@ int main(int argc, char * argv[])
   (void)argc;
   (void)argv;
   const int n = 2;
-  double x[2] = {0.0, 0.0};
+  double x0[2] = {0.0, 0.0};
+  prima_problem problem;
+  prima_init_problem(&problem, n);
+  problem.x0 = x0;
   prima_options 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(&fun, n, x, &options, &result);
-  const char *msg = prima_get_rc_string(rc);
-  printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", x[0], x[1], rc, msg, result.nf);
-  prima_free_options(&options);
+  const int rc = prima_newuoa(&fun, &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);
-  return (fabs(x[0]-3)>2e-2 || fabs(x[1]-2)>2e-2);
+  return (fabs(result.x[0]-3)>2e-2 || fabs(result.x[1]-2)>2e-2);
 }
diff --git a/c/examples/uobyqa/uobyqa_example.c b/c/examples/uobyqa/uobyqa_example.c
@@ -17,17 +17,19 @@ int main(int argc, char * argv[])
   (void)argc;
   (void)argv;
   const int n = 2;
-  double x[2] = {0.0, 0.0};
+  double x0[2] = {0.0, 0.0};
+  prima_problem problem;
+  prima_init_problem(&problem, n);
+  problem.x0 = x0;
   prima_options 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(&fun, n, x, &options, &result);
-  const char *msg = prima_get_rc_string(rc);
-  printf("x*={%g, %g} rc=%d msg='%s' evals=%d\n", x[0], x[1], rc, msg, result.nf);
-  prima_free_options(&options);
+  const int rc = prima_uobyqa(&fun, &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);
-  return (fabs(x[0]-3)>2e-2 || fabs(x[1]-2)>2e-2);
+  return (fabs(result.x[0]-3)>2e-2 || fabs(result.x[1]-2)>2e-2);
 }
diff --git a/c/include/prima/prima.h b/c/include/prima/prima.h
@@ -54,7 +54,9 @@ typedef enum
   PRIMA_VALIDATION_FAILS = 102,
   PRIMA_MEMORY_ALLOCATION_FAILS = 103,
   PRIMA_NULL_OPTIONS = 110,
-  PRIMA_NULL_RESULT = 111,
+  PRIMA_NULL_PROBLEM = 111,
+  PRIMA_NULL_X0 = 112,
+  PRIMA_NULL_RESULT = 113,
 } prima_rc;
 
 /*
@@ -102,6 +104,20 @@ typedef struct {
   // user-data, will be passed through the objective function callback
   void *data;
 
+} prima_options;
+
+/* Initialize problem */
+PRIMAC_API
+int prima_init_options(prima_options *options);
+
+typedef struct {
+
+  // dimension of the problem
+  int n;
+
+  // starting point
+  double *x0;
+
   // bound constraints, ignored for newuoa & uobyqa
   double *xl;
   double *xu;
@@ -134,17 +150,22 @@ typedef struct {
   // whether prima had to allocate nlconstr0 (private, do not use)
   int _allocated_nlconstr0;
 
-} prima_options;
+} prima_problem;
 
 
-/* Initialize/free option data */
+/* Initialize/free problem */
 PRIMAC_API
-int prima_init_options(prima_options * options);
+int prima_init_problem(prima_problem *problem, int n);
 
 PRIMAC_API
-int prima_free_options(prima_options * opt);
+int prima_free_problem(prima_problem *problem);
+
 
 typedef struct {
+
+  // final point
+  double *x;
+
   // objective value
   double f;
 
@@ -160,6 +181,12 @@ typedef struct {
   // size of nlconstr (private, do not use)
   int _m_nlcon;
 
+  // exit code
+  int status;
+
+  // error message
+  const char *message;
+
 } prima_result;
 
 
@@ -179,19 +206,19 @@ int prima_free_result(prima_result * result);
  */
 
 PRIMAC_API
-int prima_bobyqa(const prima_obj calfun, const int n, double x[], prima_options *options, prima_result *result);
+int prima_bobyqa(const prima_obj calfun, prima_problem *problem, prima_options *options, prima_result *result);
 
 PRIMAC_API
-int prima_newuoa(const prima_obj calfun, const int n, double x[], prima_options *options, prima_result *result);
+int prima_newuoa(const prima_obj calfun, prima_problem *problem, prima_options *options, prima_result *result);
 
 PRIMAC_API
-int prima_uobyqa(const prima_obj calfun, const int n, double x[], prima_options *options, prima_result *result);
+int prima_uobyqa(const prima_obj calfun, prima_problem *problem, prima_options *options, prima_result *result);
 
 PRIMAC_API
-int prima_cobyla(const prima_objcon calcfc, const int n, double x[], prima_options *options, prima_result *result);
+int prima_cobyla(const prima_objcon calcfc, prima_problem *problem, prima_options *options, prima_result *result);
 
 PRIMAC_API
-int prima_lincoa(const prima_obj calfun, const int n, double x[], prima_options *options, prima_result *result);
+int prima_lincoa(const prima_obj calfun, prima_problem *problem, prima_options *options, prima_result *result);
 
 #ifdef __cplusplus
 }