NloptMinimizer.h

//
//  Copyright (C) 2017, Alexander Stukowski and Paul Erhart
//
//  This file is part of atomicrex.
//
//  Atomicrex is free software; you can redistribute it and/or modify
//  it under the terms of 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.
//
//  Atomicrex 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 a copy of the GNU General Public License
//  along with this program.  If not, see <http://www.gnu.org/licenses/>.
//

#pragma once

#include "../Atomicrex.h"
#include "Minimizer.h"

#include <nlopt.hpp>

namespace atomicrex {

class NloptMinimizer : public Minimizer
{
public:

    NloptMinimizer(FitJob* job) : Minimizer(job) {}

    virtual void prepare(
            std::vector<double>&& x0,
            const std::function<double(const std::vector<double>&)>& func,
            const std::function<double(const std::vector<double>&, std::vector<double>&)>& gradient = std::function<double(const std::vector<double>&, std::vector<double>&)>()) override;

    virtual void setConstraints(
            std::vector<BoundConstraints>&& constraintTypes,
            std::vector<double>&& lowerBounds,
            std::vector<double>&& upperBounds) override;

    virtual MinimizerResult iterate() override;

    virtual void parse(XML::Element minimizerElement) override;

    double objective_function(const std::vector<double>&, std::vector<double>&);

    nlopt::algorithm get_algorithm(FPString);

    const nlopt::opt* get_optimizer() { return opt.get(); }
    /* std::shared_ptr<nlopt::opt> get_optimizer() { return opt; } */

private:

    std::vector<BoundConstraints> _constraintTypes;
    std::vector<double> _lowerBounds;
    std::vector<double> _upperBounds;
    std::vector<double> x;
    std::vector<double> g;

    std::vector<double> _bestParameters;
    double _bestResidual;

    FPString _name;
    nlopt::algorithm alg;
    std::unique_ptr<nlopt::opt> opt;
    nlopt::result result;

    std::shared_ptr<NloptMinimizer> _submin;

    int _count = 0;
    unsigned _n;

    int nlopt_maxeval = -1;
    double nlopt_stopval = -1;
    double nlopt_maxtime = -1;
    double nlopt_ftol_rel = -1;
    double nlopt_ftol_abs = -1;
    double nlopt_xtol_rel = -1;
    unsigned long seed = 0;
};

} // End of namespace