NLoptOptimizer.h

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#ifndef NLOPTOPTIMIZATION_H_
#define NLOPTOPTIMIZATION_H_
 
#include <boost/property_tree/ptree.hpp>
 
#include <nlopt.h>
 
#include "MUQ/Optimization/Optimizer.h"
#include "MUQ/Optimization/CostFunction.h"
 
namespace muq {
  namespace Optimization {
 
    class NLoptOptimizer : public Optimizer {
    public:
 
      NLoptOptimizer(std::shared_ptr<muq::Modeling::ModPiece> const& cost,
                     boost::property_tree::ptree              const& pt);
 
      virtual ~NLoptOptimizer() = default;
 
      virtual std::pair<Eigen::VectorXd, double> Solve(std::vector<Eigen::VectorXd> const& inputs) override;
 
    private:
      
 
      static double Cost(unsigned int n,
                         const double* x,
                         double* grad,
                         void* f_data);
 
 
      static void Constraint(unsigned int m,
                             double* result,
                             unsigned int n,
                             const double* x,
                             double* grad,
                             void* f_data);
 
 
 
      virtual void EvaluateImpl(muq::Modeling::ref_vector<boost::any> const& inputs) override;
 
 
      nlopt_algorithm NLOptAlgorithm(std::string const& alg) const;
 
      const nlopt_algorithm algorithm;
 
      const bool minimize = true;
 
 
    }; // class NLoptOptimizer
 
  } // namespace Optimization
} // namespace muq
 
#endif