OptimPackLegacy (version 1)

This is OptimPackLegacy, a C library for optimization of large scale problems possibly with bound constraints. This version implements:

• Moré and Thuente method for inexact line search;

• VMLMB algorithm by Éric Thiébaut which is a limited memory BFGS (variable metric) method possibly with bound constraints and/or preconditioning.

In order to make embedding OptimPackLegacy into another language as easy as possible, the routines use reverse communication: all local variables needed by the optimization routines get saved into workspace structures (allocated by the library or provided by the caller) and the optimization routines never explicitely call the penalty function to optimize.

Most of the documention is in the header file optimpacklegacy.h.

Another version of OptimPack is under development and available here. This new version implements a completely different memory management system to be more flexible and allow for various kinds of storage (standard memory, distributed memory, GPU, etc.).

Directory yorick contains an implementation of OptimPack support in Yorick.

References

• Jorge J. Moré and David J. Thuente, "Line search algorithms with guaranteed sufficient decrease" in ACM Transactions on Mathematical Software (TOMS) Volume 20, Issue 3, Pages 286-307 (September 1994).

• Éric Thiébaut, "Optimization issues in blind deconvolution algorithms", SPIE Conf. Astronomical Data Analysis II, 4847, 174-183 (2002).

Installation

To install the library (not needed for Yorick nor for IDL):

1. Edit the file src/Makefile (see "Portability Issues" below).

2. Compile the library:

    cd src
    make
   

3. Optionaly install the software, for instance:

    make PREFIX=/usr/local install
   

   which will copy:

    liboptimpacklegacy.a into /usr/local/lib
    optimpacklegacy.h    into /usr/local/include
   

   and creates directory /usr/local/doc/OptimPack-${VERSION} with some documentation and legal stuff.

Yorick Installation

Building in any directory

Using the configure script in the yorick directory of OptimPackLegacy, it is possible to build the Yorick plug-in in any directory (not necessarily the source directory of the plug-in).

1. Make a new directory, move into that directory and run the configure script:

    mkdir -p $BUILD
    cd $BUILD
    $SRCDIR/configure
   

   where $BUILD is the name of the directory where to build the plug-in while$SRCDIR is the path to yorick directory of OptimPackLegacy. The configure script has a number of options do:

    $SRCDIR/configure --help
   

   for a description of the available options.

2. Compile the plugin code:

    make clean
    make
   

3. Optionaly install plugin in Yorick tree:

    make install
   

Building in the source directory (not recommended)

1. Go to directory yorick of OptimPackLegacy.

2. Setup for compilation and compile the plugin code:

    yorick -batch make.i
    make clean
    make
   

3. Optionaly install plugin in Yorick tree:

    make install
   

Portability Issues

OptimPackLegacy is written in standard ANSI-C and should pose no problem of portability. However, in order to match the data types used in your software, you may have to set the values of the following macros:

OPL_INTEGER = data type used to store array indices
OPL_LOGICAL = data type of the result of a logical test

This must be done before optimpacklegacy.h get included. If these macros are not defined, the default assumed in optimpacklegacy.h is:

OPL_INTEGER = long
OPL_LOGICAL = int

For instance, one should write:

#define OPL_INTEGER int64_t
#define OPL_LOGICAL int
#include "optimpacklegacy.h"
...

Of course, the installed OptimPackLegacy library must have been compiled with the correct data types. Another possibility is to define these macros when calling CPP (the C preprocessor), e.g. in src/Makefile:

 CPPFLAGS = -DOPL_INTEGER=int64_t -DOPL_LOGICAL=int -I.

a final possibility is to edit optimpacklegacy.h and to adjust the default values of these macros (at the very beginning of this file). If you plan to install in your system, the best is probably to fix the definitions in optimpacklegacy.h, then compile the library and finally install the library and the header file optimpacklegacy.h in proper system directories (e.g. with make install PREFIX=...).