NLopt Reference

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NLopt is a library, not a stand-alone program—it is designed to be called from your own program in C, C++, Fortran, Matlab, GNU Octave, or other languages. This reference section describes the programming interface (API) of NLopt in the C language. The reference manuals for other languages can be found at:

The old API from versions of NLopt prior to 2.0 is deprecated, but continues to be supported for backwards compatibility. You can find it described in the NLopt Deprecated API Reference.

Other sources of information include the Unix man page: On Unix, you can run e.g. man nlopt for documentation of C API. In Matlab and GNU Octave, the corresponding command is to type help nlopt_optimize.

Contents

Compiling and linking your program to NLopt

An NLopt program in C should include the NLopt header file:

#include <nlopt.h>

For programs in compiled languages like C or Fortran, when you compile your program you will have to link it to the NLopt library. This is in addition to including the header file (#include <nlopt.h> in C or #include <nlopt.hpp> in C++). On Unix, you would normally link with a command something like:

compiler ...source/object files... -lnlopt -lm -o myprogram

where compiler is cc, f77, g++, or whatever is appropriate for your machine/language.

Note: the -lnlopt -lm options, which link to the NLopt library (and the math library, which it requires), must come after your source/object files. In general, the rule is that if A depends upon B, then A must come before B in the link command.

Note: the above example assumes that you have installed the NLopt library in a place where the compiler knows to find it (e.g. in a standard directory like /usr/lib or /usr/local/lib). If you installed somewhere else (e.g. in your home directory if you are not a system administrator), then you will need to use a -L flag to tell the compiler where to find the library. See the installation manual.

The nlopt_opt object

The NLopt API revolves around an "object" of type nlopt_opt (an opaque pointer type). Via this object, all of the parameters of the optimization are specified (dimensions, algorithm, stopping criteria, constraints, objective function, etcetera), and then one finally passes this object to nlopt_optimize in order to perform the optimization. The object is created by calling:

nlopt_opt nlopt_create(nlopt_algorithm algorithm, unsigned n);

which returns a newly allocated nlopt_opt object (or NULL if there was an error, e.g. out of memory), given an algorithm (see NLopt Algorithms for possible values) and the dimensionality of the problem (n, the number of design parameters).

When you are finished with the object, you must deallocate it by calling:

void nlopt_destroy(nlopt_opt opt);

Simple assignment (=) makes two pointers to the same object. To make an independent copy of an object, use:

nlopt_opt nlopt_copy(const nlopt_opt opt);

The algorithm and dimension parameters of the object are immutable (cannot be changed without creating a new object), but you can query them for a given object by calling:

nlopt_algorithm nlopt_get_algorithm(const nlopt_opt opt);
unsigned nlopt_get_dimension(const nlopt_opt opt);

Objective function

TO DO.

Nonlinear constraints

TO DO.

Stopping criteria

TO DO.

Return values

TO DO.

Local/subsidiary optimization algorithm

TO DO.

Initial step size

TO DO.

Stochastic population

TO DO.

Pseudorandom numbers

For stochastic optimization algorithms, we use pseudorandom numbers generated by the Mersenne Twister algorithm, based on code from Makoto Matsumoto. By default, the seed for the random numbers is generated from the system time, so that you will get a different sequence of pseudorandom numbers each time you run your program. If you want to use a "deterministic" sequence of pseudorandom numbers, i.e. the same sequence from run to run, you can set the seed by calling:

void nlopt_srand(unsigned long seed);

Some of the algorithms also support using low-discrepancy sequences (LDS), sometimes known as quasi-random numbers. NLopt uses the Sobol LDS, which is implemented for up to 1111 dimensions.

To reset the seed based on the system time, you can call:

void nlopt_srand_time(void);

(Normally, you don't need to call this as it is called automatically. However, it might be useful if you want to "re-randomize" the pseudorandom numbers after calling nlopt_srand to set a deterministic seed.)

Version number

To determine the version number of NLopt at runtime, you can call:

void nlopt_version(int *major, int *minor, int *bugfix);

For example, NLopt version 3.1.4 would return *major=3, *minor=1, and *bugfix=4.

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