NloptSolver is a nonlinear programming solver that provides many unlerlying algorithms through nlopt (an third-party library: https://nlopt.readthedocs.io/). More...

#include <NloptSolver.hpp>

Inheritance diagram for dart::optimizer::NloptSolver:

Public Types
enum	Algorithm { GN_DIRECT = 0 , GN_DIRECT_L , GN_DIRECT_L_RAND , GN_DIRECT_NOSCAL , GN_DIRECT_L_NOSCAL , GN_DIRECT_L_RAND_NOSCAL , GN_ORIG_DIRECT , GN_ORIG_DIRECT_L , GD_STOGO , GD_STOGO_RAND , LD_LBFGS_NOCEDAL , LD_LBFGS , LN_PRAXIS , LD_VAR1 , LD_VAR2 , LD_TNEWTON , LD_TNEWTON_RESTART , LD_TNEWTON_PRECOND , LD_TNEWTON_PRECOND_RESTART , GN_CRS2_LM , GN_MLSL , GD_MLSL , GN_MLSL_LDS , GD_MLSL_LDS , LD_MMA , LN_COBYLA , LN_NEWUOA , LN_NEWUOA_BOUND , LN_NELDERMEAD , LN_SBPLX , LN_AUGLAG , LD_AUGLAG , LN_AUGLAG_EQ , LD_AUGLAG_EQ , LN_BOBYQA , GN_ISRES , AUGLAG , AUGLAG_EQ , G_MLSL , G_MLSL_LDS , LD_SLSQP , LD_CCSAQ , GN_ESCH , NUM_ALGORITHMS }

Public Member Functions
	NloptSolver (const Solver::Properties &properties, nlopt::algorithm alg)
	Default Constructor. More...

	NloptSolver (const Solver::Properties &properties=Solver::Properties(), Algorithm alg=LN_COBYLA)
	Default Constructor. More...

	NloptSolver (std::shared_ptr< Problem > problem, nlopt::algorithm alg)
	Alternative Constructor. More...

	NloptSolver (std::shared_ptr< Problem > problem, Algorithm alg=LN_COBYLA)
	Alternative Constructor. More...

	~NloptSolver () override
	Destructor. More...

bool	solve () override
	Solve optimization problem. More...

Eigen::VectorXd	getLastConfiguration () const

std::string	getType () const override
	Get the type (implementation) of this Solver. More...

std::shared_ptr< Solver >	clone () const override
	Create an identical clone of this Solver. More...

void	copy (const NloptSolver &other)
	Copy the Properties of another NloptSolver. More...

NloptSolver &	operator= (const NloptSolver &other)
	Copy the Properties of another NloptSolver. More...

void	setAlgorithm (nlopt::algorithm alg)
	Set the algorithm that is to be used by the nlopt solver. More...

void	setAlgorithm (Algorithm alg)
	Set the algorithm that is to be used by the nlopt solver. More...

nlopt::algorithm	getAlgorithm () const
	Get the algorithm that is to be used by the nlopt solver. More...

Algorithm	getAlgorithm2 () const
	Get the algorithm that is to be used by the nlopt solver. More...

void	setProperties (const Properties &_properties)
	Set the generic Properties of this Solver. More...

const Properties &	getSolverProperties () const
	Get the generic Properties of this Solver. More...

void	copy (const Solver &_otherSolver)
	Copy the generic Properties of another Solver. More...

virtual void	setProblem (std::shared_ptr< Problem > _newProblem)
	Set the nonlinear optimization problem. More...

std::shared_ptr< Problem >	getProblem () const
	Get nonlinear optimization problem. More...

virtual void	setTolerance (double _newTolerance)
	Set the maximum step size allowed for the Problem to be considered converged. More...

double	getTolerance () const
	Get the maximum step size allowed for the Problem to be considered converged. More...

virtual void	setNumMaxIterations (std::size_t _newMax)
	Set the maximum number of iterations that the Solver should use. More...

std::size_t	getNumMaxIterations () const
	Get the maximum number of iterations that the Solver should use. More...

virtual void	setIterationsPerPrint (std::size_t _newRatio)
	Set the number of iterations that should pass between printing progress to the terminal. More...

std::size_t	getIterationsPerPrint () const
	Get the number of iterations that should pass between printing progress to the terminal. More...

virtual void	setOutStream (std::ostream *_os)
	Set the output stream that prints the Solver's progress. More...

std::ostream *	getOutStream () const
	Get the output stream that prints the Solver's progress. More...

virtual void	setPrintFinalResult (bool _print)
	Set to true if the final result should be printed to the terminal. More...

bool	getPrintFinalResult () const
	Returns true if the final result should be printed to the terminal. More...

virtual void	setResultFileName (const std::string &_resultFile)
	Set the name of the file that results should be printed to. More...

const std::string &	getResultFileName () const
	Get the name of the file that results should be printed to. More...

Protected Attributes
Properties	mProperties

Static Private Member Functions
static nlopt::algorithm	convertAlgorithm (Algorithm algorithm)
	Converts nlopt::algorithm to NloptSolver::Algorithm. More...

static Algorithm	convertAlgorithm (nlopt::algorithm algorithm)
	Converts NloptSolver::Algorithm to nlopt::algorithm. More...

static double	_nlopt_func (unsigned n, const double x, double gradient, void *func_data)
	Wrapping function for nlopt callback function, nlopt_func. More...

static void	_nlopt_mfunc (unsigned m, double result, unsigned n, const double x, double gradient, void func_data)
	Wrapping function for nlopt callback function, nlopt_mfunc. More...

Private Attributes
std::unique_ptr< nlopt::opt >	mOpt
	NLOPT data structure. More...

nlopt::algorithm	mAlg
	Algorithm to be used by the nlopt::opt. More...

std::vector< double >	mX
	Optimization parameters. More...

double	mMinF
	Optimum value of the objective function. More...

Detailed Description

NloptSolver is a nonlinear programming solver that provides many unlerlying algorithms through nlopt (an third-party library: https://nlopt.readthedocs.io/).

The algorithms falls into four categories: (1) Global derivative-free (2) Global gradient-based (3) Local derivative-free (4) Local gradient-based, which can be specified by NloptSolver::Algorithm. The element of NloptSolver are mostly of the form NLOPT_{G,L}{N,D}_xxxx, where G/L denotes global/local optimization and N/D denotes derivative-free/gradient-based algorithms, respectively. For the details, please see: https://nlopt.readthedocs.io/en/latest/NLopt_Algorithms/

Member Enumeration Documentation

◆ Algorithm

enum dart::optimizer::NloptSolver::Algorithm

Enumerator
GN_DIRECT
GN_DIRECT_L
GN_DIRECT_L_RAND
GN_DIRECT_NOSCAL
GN_DIRECT_L_NOSCAL
GN_DIRECT_L_RAND_NOSCAL
GN_ORIG_DIRECT
GN_ORIG_DIRECT_L
GD_STOGO
GD_STOGO_RAND
LD_LBFGS_NOCEDAL
LD_LBFGS
LN_PRAXIS
LD_VAR1
LD_VAR2
LD_TNEWTON
LD_TNEWTON_RESTART
LD_TNEWTON_PRECOND
LD_TNEWTON_PRECOND_RESTART
GN_CRS2_LM
GN_MLSL
GD_MLSL
GN_MLSL_LDS
GD_MLSL_LDS
LD_MMA
LN_COBYLA
LN_NEWUOA
LN_NEWUOA_BOUND
LN_NELDERMEAD
LN_SBPLX
LN_AUGLAG
LD_AUGLAG
LN_AUGLAG_EQ
LD_AUGLAG_EQ
LN_BOBYQA
GN_ISRES
AUGLAG
AUGLAG_EQ
G_MLSL
G_MLSL_LDS
LD_SLSQP
LD_CCSAQ
GN_ESCH
NUM_ALGORITHMS	Not an algorithm, just the number of them.

Constructor & Destructor Documentation

◆ NloptSolver() [1/4]

dart::optimizer::NloptSolver::NloptSolver	(	const Solver::Properties &	properties,
		nlopt::algorithm	alg
	)

Default Constructor.

◆ NloptSolver() [2/4]

dart::optimizer::NloptSolver::NloptSolver	(	const Solver::Properties &	properties = `Solver::Properties()`,
		NloptSolver::Algorithm	alg = `LN_COBYLA`
	)

Default Constructor.

◆ NloptSolver() [3/4]

dart::optimizer::NloptSolver::NloptSolver	(	std::shared_ptr< Problem >	problem,
		nlopt::algorithm	alg
	)

Alternative Constructor.

◆ NloptSolver() [4/4]

dart::optimizer::NloptSolver::NloptSolver	(	std::shared_ptr< Problem >	problem,
		NloptSolver::Algorithm	alg = `LN_COBYLA`
	)

Alternative Constructor.

◆ ~NloptSolver()

dart::optimizer::NloptSolver::~NloptSolver ( )

override

Destructor.

Member Function Documentation

◆ _nlopt_func()

double dart::optimizer::NloptSolver::_nlopt_func	(	unsigned	n,
		const double *	x,
		double *	gradient,
		void *	func_data
	)

staticprivate

Wrapping function for nlopt callback function, nlopt_func.

◆ _nlopt_mfunc()

void dart::optimizer::NloptSolver::_nlopt_mfunc	(	unsigned	m,
		double *	result,
		unsigned	n,
		const double *	x,
		double *	gradient,
		void *	func_data
	)

staticprivate

Wrapping function for nlopt callback function, nlopt_mfunc.

◆ clone()

std::shared_ptr< Solver > dart::optimizer::NloptSolver::clone ( ) const

overridevirtual

Create an identical clone of this Solver.

Implements dart::optimizer::Solver.

◆ convertAlgorithm() [1/2]

nlopt::algorithm dart::optimizer::NloptSolver::convertAlgorithm ( NloptSolver::Algorithm algorithm )

staticprivate

Converts nlopt::algorithm to NloptSolver::Algorithm.

◆ convertAlgorithm() [2/2]

NloptSolver::Algorithm dart::optimizer::NloptSolver::convertAlgorithm ( nlopt::algorithm algorithm )

staticprivate

Converts NloptSolver::Algorithm to nlopt::algorithm.

◆ copy() [1/2]

void dart::optimizer::NloptSolver::copy ( const NloptSolver & other )

Copy the Properties of another NloptSolver.

◆ copy() [2/2]

void dart::optimizer::Solver::copy ( const Solver & _otherSolver )

inherited

Copy the generic Properties of another Solver.

◆ getAlgorithm()

nlopt::algorithm dart::optimizer::NloptSolver::getAlgorithm ( ) const

Get the algorithm that is to be used by the nlopt solver.

◆ getAlgorithm2()

NloptSolver::Algorithm dart::optimizer::NloptSolver::getAlgorithm2 ( ) const

Get the algorithm that is to be used by the nlopt solver.

◆ getIterationsPerPrint()

std::size_t dart::optimizer::Solver::getIterationsPerPrint ( ) const

inherited

Get the number of iterations that should pass between printing progress to the terminal.

A value of 0 means there will be no printing.

◆ getLastConfiguration()

Eigen::VectorXd dart::optimizer::NloptSolver::getLastConfiguration ( ) const

◆ getNumMaxIterations()

std::size_t dart::optimizer::Solver::getNumMaxIterations ( ) const

inherited

Get the maximum number of iterations that the Solver should use.

◆ getOutStream()

std::ostream * dart::optimizer::Solver::getOutStream ( ) const

inherited

Get the output stream that prints the Solver's progress.

◆ getPrintFinalResult()

bool dart::optimizer::Solver::getPrintFinalResult ( ) const

inherited

Returns true if the final result should be printed to the terminal.

◆ getProblem()

std::shared_ptr< Problem > dart::optimizer::Solver::getProblem ( ) const

inherited

Get nonlinear optimization problem.

◆ getResultFileName()

const std::string & dart::optimizer::Solver::getResultFileName ( ) const

inherited

Get the name of the file that results should be printed to.

An empty string indicates that results should not be printed to a file.

◆ getSolverProperties()

const Solver::Properties & dart::optimizer::Solver::getSolverProperties ( ) const

inherited

Get the generic Properties of this Solver.

◆ getTolerance()

double dart::optimizer::Solver::getTolerance ( ) const

inherited

Get the maximum step size allowed for the Problem to be considered converged.

◆ getType()

std::string dart::optimizer::NloptSolver::getType ( ) const

overridevirtual

Get the type (implementation) of this Solver.

Implements dart::optimizer::Solver.

◆ operator=()

NloptSolver & dart::optimizer::NloptSolver::operator= ( const NloptSolver & other )

Copy the Properties of another NloptSolver.

◆ setAlgorithm() [1/2]

void dart::optimizer::NloptSolver::setAlgorithm ( NloptSolver::Algorithm alg )

Set the algorithm that is to be used by the nlopt solver.

◆ setAlgorithm() [2/2]

void dart::optimizer::NloptSolver::setAlgorithm ( nlopt::algorithm alg )

Set the algorithm that is to be used by the nlopt solver.

◆ setIterationsPerPrint()

void dart::optimizer::Solver::setIterationsPerPrint ( std::size_t _newRatio )

virtualinherited

Set the number of iterations that should pass between printing progress to the terminal.

Use 0 for no printing.

◆ setNumMaxIterations()

void dart::optimizer::Solver::setNumMaxIterations ( std::size_t _newMax )

virtualinherited

Set the maximum number of iterations that the Solver should use.

◆ setOutStream()

void dart::optimizer::Solver::setOutStream ( std::ostream * _os )

virtualinherited

Set the output stream that prints the Solver's progress.

◆ setPrintFinalResult()

void dart::optimizer::Solver::setPrintFinalResult ( bool _print )

virtualinherited

Set to true if the final result should be printed to the terminal.

◆ setProblem()

void dart::optimizer::Solver::setProblem ( std::shared_ptr< Problem > _newProblem )

virtualinherited

Set the nonlinear optimization problem.

◆ setProperties()

void dart::optimizer::Solver::setProperties ( const Properties & _properties )

inherited

Set the generic Properties of this Solver.

◆ setResultFileName()

void dart::optimizer::Solver::setResultFileName ( const std::string & _resultFile )

virtualinherited

Set the name of the file that results should be printed to.

Use an empty string to indicate that results should not be printed to a file.

◆ setTolerance()

void dart::optimizer::Solver::setTolerance ( double _newTolerance )

virtualinherited

Set the maximum step size allowed for the Problem to be considered converged.

◆ solve()

bool dart::optimizer::NloptSolver::solve ( )

overridevirtual

Solve optimization problem.

Implements dart::optimizer::Solver.

Member Data Documentation

◆ mAlg

nlopt::algorithm dart::optimizer::NloptSolver::mAlg

private

Algorithm to be used by the nlopt::opt.

◆ mMinF

double dart::optimizer::NloptSolver::mMinF

private

Optimum value of the objective function.

◆ mOpt

std::unique_ptr<nlopt::opt> dart::optimizer::NloptSolver::mOpt

private

NLOPT data structure.

◆ mProperties

Properties dart::optimizer::Solver::mProperties

protectedinherited

◆ mX

std::vector<double> dart::optimizer::NloptSolver::mX

private

Optimization parameters.

Public Types

Public Member Functions

Protected Attributes

Static Private Member Functions

Private Attributes

Detailed Description

Member Enumeration Documentation

◆ Algorithm

Constructor & Destructor Documentation

◆ NloptSolver() [1/4]

◆ NloptSolver() [2/4]

◆ NloptSolver() [3/4]

◆ NloptSolver() [4/4]

◆ ~NloptSolver()

Member Function Documentation

◆ _nlopt_func()

◆ _nlopt_mfunc()

◆ clone()

◆ convertAlgorithm() [1/2]

◆ convertAlgorithm() [2/2]

◆ copy() [1/2]

◆ copy() [2/2]

◆ getAlgorithm()

◆ getAlgorithm2()

◆ getIterationsPerPrint()

◆ getLastConfiguration()

◆ getNumMaxIterations()

◆ getOutStream()

◆ getPrintFinalResult()

◆ getProblem()

◆ getResultFileName()

◆ getSolverProperties()

◆ getTolerance()

◆ getType()

◆ operator=()

◆ setAlgorithm() [1/2]

◆ setAlgorithm() [2/2]

◆ setIterationsPerPrint()

◆ setNumMaxIterations()

◆ setOutStream()

◆ setPrintFinalResult()

◆ setProblem()

◆ setProperties()

◆ setResultFileName()

◆ setTolerance()

◆ solve()

Member Data Documentation

◆ mAlg

◆ mMinF

◆ mOpt

◆ mProperties

◆ mX