nlopt在windows上的安装使用

nlopt在windows上的安装使用

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一、nlopt下载

1.下载nlopt库：https://nlopt.readthedocs.io/en/latest/
2.解压
3.下载dll和def：http://ab-initio.mit.edu/wiki/index.php?title=NLopt_on_Windows&redirect=no

二、def转lib

1.利用mingw中的dlltool工具，将def换位lib：dlltool -d libnlopt-0.def -l libnlopt-0.lib -k
2.把nlopt.h、nlopt.c和libnlopt-0.lib拉到文件夹下
3.在tasks.json的args里加上"D:\test\libnlopt-0.lib"

三、代码

#include 
#include 
#include "nlopt.h"
#define INF (1.0/0.0)

double utility(unsigned n, const double *x, double *grad, void *data){
  grad[0]=1.0/x[0];
  grad[1]=1.0/x[1];
  printf("%f, %f, %f ", x[0],x[1],log(x[0])+log(x[1]));
  return log(x[0])+log(x[1]);
}

double constraint(unsigned n, const double *x, double *grad, void *data){
  double *p=(double *)data;
  grad[0]=*p;
  grad[1]=*(p+1);
  printf("Constraint: %f\n", x[0]*(*p)+x[1]*(*(p+1))-5);
  return x[0]*(*p)+x[1]*(*(p+1))-5;
}

double inconstraint(unsigned n, const double *x, double *grad, void *data){
  grad[0]=1;
  grad[1]=-1;
  return x[0]-x[1];
}

int main(int argc, char const *argv[]) {
  double p[2]={1,2};
  double tol=1e-8;
  double lb[2]={-INF,-INF};
  double ub[2]={INF,INF};
  double x[2]={1,1};
  double f_max=-INF;
  // set up optimizer
  nlopt_opt opter=nlopt_create(NLOPT_LD_SLSQP, 2);
  // lower and upper bound
  nlopt_set_lower_bounds(opter, lb);
  nlopt_set_upper_bounds(opter, ub);
  // objective function
  nlopt_set_max_objective(opter, utility, NULL);
  // equality constraint
  nlopt_add_equality_constraint(opter, constraint, p, tol);
  // inequality constraint
  nlopt_add_inequality_constraint(opter, inconstraint, NULL, tol);
  // stopping criterion
  nlopt_set_xtol_rel(opter, tol);
  nlopt_set_ftol_abs(opter, tol);
  nlopt_set_force_stop(opter, tol);
  // optimize
  nlopt_result result=nlopt_optimize(opter, x, &f_max);
  if (result)
    printf("Maximum utility=%f, x=(%f,%f)\n", f_max, x[0], x[1]);
  // free
  nlopt_destroy(opter);
  return 0;
}