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Merge pull request #176 from nbelakovski/ctol
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Expose ctol to the C interface
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@zaikunzhang
zaikunzhang authored Mar 24, 2024
2 parents 28bce60 + 8c045d8 commit 7cc6d5b
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Showing 4 changed files with 31 additions and 10 deletions.
11 changes: 8 additions & 3 deletions c/cobyla_c.f90
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Original file line number Diff line number Diff line change
Expand Up @@ -13,7 +13,7 @@ module cobyla_c_mod


subroutine cobyla_c(m_nlcon, cobjcon_ptr, data_ptr, n, x, f, cstrv, nlconstr, m_ineq, Aineq, bineq, m_eq, Aeq, beq, &
& xl, xu, f0, nlconstr0, nf, rhobeg, rhoend, ftarget, maxfun, iprint, callback_ptr, info) bind(C)
& xl, xu, f0, nlconstr0, nf, rhobeg, rhoend, ftarget, maxfun, iprint, ctol, callback_ptr, info) bind(C)
use, intrinsic :: iso_c_binding, only : C_DOUBLE, C_INT, C_FUNPTR, C_PTR, C_ASSOCIATED, C_F_PROCPOINTER, C_F_POINTER
use, non_intrinsic :: cintrf_mod, only : COBJCON, CCALLBACK
use, non_intrinsic :: cobyla_mod, only : cobyla
Expand Down Expand Up @@ -47,6 +47,7 @@ subroutine cobyla_c(m_nlcon, cobjcon_ptr, data_ptr, n, x, f, cstrv, nlconstr, m_
real(C_DOUBLE), intent(in), value :: ftarget
integer(C_INT), intent(in), value :: maxfun
integer(C_INT), intent(in), value :: iprint
real(C_DOUBLE), intent(in), value :: ctol
type(C_FUNPTR), intent(in), value :: callback_ptr
integer(C_INT), intent(out) :: info

Expand Down Expand Up @@ -78,6 +79,7 @@ subroutine cobyla_c(m_nlcon, cobjcon_ptr, data_ptr, n, x, f, cstrv, nlconstr, m_
real(RP), allocatable :: nlconstr0_loc(:)
real(RP), allocatable :: rhobeg_loc
real(RP), allocatable :: rhoend_loc
real(RP), allocatable :: ctol_loc
real(RP), allocatable :: xl_loc(:)
real(RP), allocatable :: xu_loc(:)

Expand Down Expand Up @@ -129,6 +131,9 @@ subroutine cobyla_c(m_nlcon, cobjcon_ptr, data_ptr, n, x, f, cstrv, nlconstr, m_
maxfun_loc = int(maxfun, kind(maxfun_loc))
end if
iprint_loc = int(iprint, kind(iprint_loc))
if (.not. is_nan(ctol)) then
ctol_loc = real(ctol, kind(ctol_loc))
end if

! Call the Fortran code
if (c_associated(callback_ptr)) then
Expand All @@ -138,12 +143,12 @@ subroutine cobyla_c(m_nlcon, cobjcon_ptr, data_ptr, n, x, f, cstrv, nlconstr, m_
! We then provide the closure to the algorithm.
call cobyla(calcfc, m_nlcon_loc, x_loc, f_loc, cstrv=cstrv_loc, nlconstr=nlconstr_loc, Aineq=Aineq_loc, &
& bineq=bineq_loc, Aeq=Aeq_loc, beq=beq_loc, xl=xl_loc, xu=xu_loc, f0=f0_loc, nlconstr0=nlconstr0_loc, &
& nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, ftarget=ftarget_loc, maxfun=maxfun_loc, &
& nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, ftarget=ftarget_loc, ctol=ctol_loc, maxfun=maxfun_loc, &
& iprint=iprint_loc, callback_fcn=callback_fcn, info=info_loc)
else
call cobyla(calcfc, m_nlcon_loc, x_loc, f_loc, cstrv=cstrv_loc, nlconstr=nlconstr_loc, Aineq=Aineq_loc, &
& bineq=bineq_loc, Aeq=Aeq_loc, beq=beq_loc, xl=xl_loc, xu=xu_loc, f0=f0_loc, nlconstr0=nlconstr0_loc, &
& nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, ftarget=ftarget_loc, maxfun=maxfun_loc, &
& nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, ftarget=ftarget_loc, ctol=ctol_loc, maxfun=maxfun_loc, &
& iprint=iprint_loc, info=info_loc)
end if

Expand Down
8 changes: 8 additions & 0 deletions c/include/prima/prima.h
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Original file line number Diff line number Diff line change
Expand Up @@ -220,6 +220,14 @@ typedef struct {
// based on the algorithm that will be used
int npt;

// ctol: tolerance for the constraint violation (COBYLA and LINCOA only)
// ctol is the tolerance of constraint violation. x is considered feasible if cstrv(x) <= ctol.
// N.B.: 1. ctol is absolute, not relative.
// 2. ctol is used for choosing the returned x. It does not affect the iterations of the algorithm.
// Default: NaN, which will be interpreted in Fortran as not present, in which case a default value
// of machine epsilon will be used.
double ctol;

// data: user data, will be passed through the objective function callback
// Default: NULL
void *data;
Expand Down
11 changes: 8 additions & 3 deletions c/lincoa_c.f90
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Original file line number Diff line number Diff line change
Expand Up @@ -14,7 +14,7 @@ module lincoa_c_mod


subroutine lincoa_c(cobj_ptr, data_ptr, n, x, f, cstrv, m_ineq, Aineq, bineq, m_eq, Aeq, beq, xl, xu, &
& nf, rhobeg, rhoend, ftarget, maxfun, npt, iprint, callback_ptr, info) bind(C)
& nf, rhobeg, rhoend, ftarget, maxfun, npt, iprint, ctol, callback_ptr, info) bind(C)
use, intrinsic :: iso_c_binding, only : C_DOUBLE, C_INT, C_FUNPTR, C_PTR, C_ASSOCIATED, C_F_PROCPOINTER, C_F_POINTER
use, non_intrinsic :: cintrf_mod, only : COBJ, CCALLBACK
use, non_intrinsic :: consts_mod, only : RP, IK
Expand Down Expand Up @@ -45,6 +45,7 @@ subroutine lincoa_c(cobj_ptr, data_ptr, n, x, f, cstrv, m_ineq, Aineq, bineq, m_
integer(C_INT), intent(in), value :: maxfun
integer(C_INT), intent(in), value :: npt
integer(C_INT), intent(in), value :: iprint
real(C_DOUBLE), intent(in), value :: ctol
type(C_FUNPTR), intent(in), value :: callback_ptr
integer(C_INT), intent(out) :: info

Expand Down Expand Up @@ -72,6 +73,7 @@ subroutine lincoa_c(cobj_ptr, data_ptr, n, x, f, cstrv, m_ineq, Aineq, bineq, m_
real(RP) :: x_loc(n)
real(RP), allocatable :: rhobeg_loc
real(RP), allocatable :: rhoend_loc
real(RP), allocatable :: ctol_loc
real(RP), allocatable :: xl_loc(:)
real(RP), allocatable :: xu_loc(:)

Expand Down Expand Up @@ -118,6 +120,9 @@ subroutine lincoa_c(cobj_ptr, data_ptr, n, x, f, cstrv, m_ineq, Aineq, bineq, m_
npt_loc = int(npt, kind(npt_loc))
end if
iprint_loc = int(iprint, kind(iprint_loc))
if (.not. is_nan(ctol)) then
ctol_loc = real(ctol, kind(ctol_loc))
end if

! Call the Fortran code
if (c_associated(callback_ptr)) then
Expand All @@ -127,12 +132,12 @@ subroutine lincoa_c(cobj_ptr, data_ptr, n, x, f, cstrv, m_ineq, Aineq, bineq, m_
! We then provide the closure to the algorithm.
call lincoa(calfun, x_loc, f_loc, cstrv=cstrv_loc, Aineq=Aineq_loc, bineq=bineq_loc, Aeq=Aeq_loc, &
& beq=beq_loc, xl=xl_loc, xu=xu_loc, nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, &
& ftarget=ftarget_loc, maxfun=maxfun_loc, npt=npt_loc, iprint=iprint_loc, &
& ftarget=ftarget_loc, ctol=ctol_loc, maxfun=maxfun_loc, npt=npt_loc, iprint=iprint_loc, &
& callback_fcn=callback_fcn, info=info_loc)
else
call lincoa(calfun, x_loc, f_loc, cstrv=cstrv_loc, Aineq=Aineq_loc, bineq=bineq_loc, Aeq=Aeq_loc, &
& beq=beq_loc, xl=xl_loc, xu=xu_loc, nf=nf_loc, rhobeg=rhobeg_loc, rhoend=rhoend_loc, &
& ftarget=ftarget_loc, maxfun=maxfun_loc, npt=npt_loc, iprint=iprint_loc, &
& ftarget=ftarget_loc, ctol=ctol_loc, maxfun=maxfun_loc, npt=npt_loc, iprint=iprint_loc, &
& info=info_loc)
end if

Expand Down
11 changes: 7 additions & 4 deletions c/prima.c
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Original file line number Diff line number Diff line change
Expand Up @@ -57,6 +57,7 @@ int prima_init_options(prima_options_t *const options)
options->rhoend = NAN; // Will be interpreted by Fortran as not present
options->iprint = PRIMA_MSG_NONE;
options->ftarget = -INFINITY;
options->ctol = NAN; // Will be interpreted by Fortran as not present
return 0;
}

Expand Down Expand Up @@ -213,7 +214,8 @@ int cobyla_c(const int m_nlcon, const prima_objcon_t calcfc, const void *data, c
const int m_eq, const double Aeq[], const double beq[],
const double xl[], const double xu[],
const double f0, const double nlconstr0[],
int *const nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int iprint, const prima_callback_t callback, int *const info);
int *const nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int iprint, const double ctol,
const prima_callback_t callback, int *const info);

int bobyqa_c(prima_obj_t calfun, const void *data, const int n, double x[], double *const f, const double xl[], const double xu[],
int *const nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int npt, const int iprint, const prima_callback_t callback, int *const info);
Expand All @@ -227,7 +229,8 @@ int uobyqa_c(prima_obj_t calfun, const void *data, const int n, double x[], doub
int lincoa_c(prima_obj_t calfun, const void *data, const int n, double x[], double *const f,
double *const cstrv, const int m_ineq, const double Aineq[], const double bineq[],
const int m_eq, const double Aeq[], const double beq[], const double xl[], const double xu[],
int *const nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int npt, const int iprint, const prima_callback_t callback, int *const info);
int *const nf, const double rhobeg, const double rhoend, const double ftarget, const int maxfun, const int npt, const int iprint, const double ctol,
const prima_callback_t callback, int *const info);


// The function that does the minimization using a PRIMA solver
Expand All @@ -250,13 +253,13 @@ int prima_minimize(const prima_algorithm_t algorithm, const prima_problem_t prob
case PRIMA_COBYLA:
cobyla_c(problem.m_nlcon, problem.calcfc, options.data, problem.n, result->x, &(result->f), &(result->cstrv), result->nlconstr,
problem.m_ineq, problem.Aineq, problem.bineq, problem.m_eq, problem.Aeq, problem.beq,
problem.xl, problem.xu, problem.f0, problem.nlconstr0, &(result->nf), options.rhobeg, options.rhoend, options.ftarget, options.maxfun, options.iprint, options.callback, &info);
problem.xl, problem.xu, problem.f0, problem.nlconstr0, &(result->nf), options.rhobeg, options.rhoend, options.ftarget, options.maxfun, options.iprint, options.ctol, options.callback, &info);
break;

case PRIMA_LINCOA:
lincoa_c(problem.calfun, options.data, problem.n, result->x, &(result->f), &(result->cstrv),
problem.m_ineq, problem.Aineq, problem.bineq, problem.m_eq, problem.Aeq, problem.beq,
problem.xl, problem.xu, &(result->nf), options.rhobeg, options.rhoend, options.ftarget, options.maxfun, options.npt, options.iprint, options.callback, &info);
problem.xl, problem.xu, &(result->nf), options.rhobeg, options.rhoend, options.ftarget, options.maxfun, options.npt, options.iprint, options.ctol, options.callback, &info);
break;

case PRIMA_NEWUOA:
Expand Down

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