optimization.h File Reference

Functor wrapper for NLopt with automatic, transparent log-scaling. More...

#include <functional>
#include <vector>
#include <cmath>
#include <Eigen/Dense>
#include <nlopt.hpp>

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Classes
class	cmp::ObjectiveFunctor
	Functor wrapper for NLopt with automatic, transparent parameter space mapping (e.g., log-scaling). More...
struct	cmp::ObjectiveFunctor::ConstraintContext
	Context struct for NLopt constraint evaluation callback. More...

Namespaces
namespace	cmp

Functions
double	cmp::nlopt_max (cmp::ObjectiveFunctor &f, Eigen::Ref< Eigen::VectorXd > x0, const Eigen::Ref< const Eigen::VectorXd > &lb, const Eigen::Ref< const Eigen::VectorXd > &ub, nlopt::algorithm alg=nlopt::LN_SBPLX, double ftol_rel=1e-6)
	Global helper function to execute NLopt maximization, managing the log-scaling wrapper. Users pass physical, real-world bounds and initial guesses. The function manages the log translations.

Detailed Description

Functor wrapper for NLopt with automatic, transparent log-scaling.