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nmsimplex.h
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nmsimplex.h
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/*
* header for nmsimplex.c
* Author : Michael F. Hutt
* http://www.mikehutt.com
*
* An implementation of the Nelder-Mead simplex method.
*
* Copyright (c) 1997-2011 <Michael F. Hutt>
*
* Permission is hereby granted, free of charge, to any person obtaining
* a copy of this software and associated documentation files (the
* "Software"), to deal in the Software without restriction, including
* without limitation the rights to use, copy, modify, merge, publish,
* distribute, sublicense, and/or sell copies of the Software, and to
* permit persons to whom the Software is furnished to do so, subject to
* the following conditions:
*
* The above copyright notice and this permission notice shall be
* included in all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
* NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
* LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
* WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*
*/
#ifndef NM_SIMPLEX_H
#define NM_SIMPLEX_H
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#ifdef MACOSX
#include <malloc/malloc.h>
#else
#include <malloc.h>
#endif
#define MAX_IT 1000 /* maximum number of iterations */
#define ALPHA 1.0 /* reflection coefficient */
#define BETA 0.5 /* contraction coefficient */
#define GAMMA 2.0 /* expansion coefficient */
//void my_constraints(double x[], int n);
//double simplex(double (*objfunc)(double[]), double start[],int n, double EPSILON, double scale, void (*constrain)(double[],int n));
double simplex(double (*objfunc)(double * x, void * pFuncParams), double start[],int n, double EPSILON, double scale, void (*constrain)(double *x,int n, void *pFuncParams),
void *pFuncParams);
#endif