PKG Add nlopt package (#1034)

docs/building_from_sources.md

@@ -19,6 +19,7 @@ Additional build prerequisites are:
 - PyYAML
 - FreeType 2 development libraries to compile Matplotlib.
 - Cython to compile SciPy
+- SWIG to compile NLopt
 - gfortran (GNU Fortran 95 compiler)
 - [f2c](http://www.netlib.org/f2c/)
 - [ccache](https://ccache.samba.org) (optional) *highly* recommended for much faster rebuilds.
@@ -30,6 +31,7 @@ On Mac, you will also need:
 - coreutils for md5sum and other essential Unix utilities (`brew install coreutils`)
 - cmake (`brew install cmake`)
 - Cython to compile SciPy (`brew install cython`)
+- SWIG to compile NLopt (`brew install swig`)
 - pkg-config (`brew install pkg-config`)
 - openssl (`brew install openssl`)
 - gfortran (`brew cask install gfortran`)

packages/nlopt/meta.yaml

@@ -0,0 +1,23 @@
+package:
+  name: nlopt
+  version: 2.7.0
+
+source:
+  url: https://github.com/stevengj/nlopt/archive/v2.7.0.tar.gz
+  sha256: b881cc2a5face5139f1c5a30caf26b7d3cb43d69d5e423c9d78392f99844499f
+
+  extras:
+    -
+      - src/setup.py
+      - ./setup.py
+
+requirements:
+  run:
+    - numpy
+
+build:
+  cxxflags: -std=c++11
+
+test:
+  imports:
+    - nlopt

packages/nlopt/src/setup.py

@@ -0,0 +1,159 @@
+#!/usr/bin/env python
+import os
+import re
+from pathlib import Path
+from subprocess import check_call
+from setuptools import setup, Extension
+from setuptools.command.build_py import build_py
+from numpy import get_include
+
+
+def create_pkg_directory():
+    with open("CMakeLists.txt") as f:
+        content = f.read()
+        version = []
+        for s in ("MAJOR", "MINOR", "BUGFIX"):
+            m = re.search(f"NLOPT_{s}_VERSION *['\"](.+)['\"]", content)
+            version.append(m.group(1))
+        version = ".".join(version)
+
+    pkg_folder = Path("nlopt")
+    pkg_folder.mkdir(exist_ok=True)
+    with (pkg_folder / "__init__.py").open("w") as f:
+        f.write(
+            f"""
+from .nlopt import *
+
+__version__ = '{version}'
+    """.strip()
+            + "\n"
+        )
+
+    return version
+
+
+def configure_with_cmake():
+    # There are 2 header files that are created by cmake (nlopt_config.h
+    # and nlopt.hpp)
+    # cmake is used to configure only, actual compile will be handled
+    # by setuptools build_ext
+    cmd = [
+        "emcmake",
+        "cmake",
+        "-LAH",
+        "-DNLOPT_GUILE=OFF",
+        "-DNLOPT_MATLAB=OFF",
+        "-DNLOPT_OCTAVE=OFF",
+        ".",
+    ]
+
+    check_call(cmd, env=os.environ)
+
+    # Need to generate nlopt.hpp
+    cmd = [
+        "emcmake",
+        "cmake",
+        "-DAPI_SOURCE_DIR=./src/api",
+        "-P",
+        "./cmake/generate-cpp.cmake",
+    ]
+
+    check_call(cmd, env=os.environ)
+
+
+version = create_pkg_directory()
+
+
+class build_py_after_build_ext(build_py):
+    def run(self):
+        configure_with_cmake()
+        self.run_command("build_ext")
+        return super().run()
+
+
+setup(
+    name="nlopt",
+    version=version,
+    packages=["nlopt"],
+    install_requires=["numpy >=1.14"],
+    ext_modules=[
+        Extension(
+            "nlopt._nlopt",
+            [
+                "src/algs/direct/DIRect.c",
+                "src/algs/direct/direct_wrap.c",
+                "src/algs/direct/DIRserial.c",
+                "src/algs/direct/DIRsubrout.c",
+                "src/algs/cdirect/cdirect.c",
+                "src/algs/cdirect/hybrid.c",
+                "src/algs/praxis/praxis.c",
+                "src/algs/luksan/plis.c",
+                "src/algs/luksan/plip.c",
+                "src/algs/luksan/pnet.c",
+                "src/algs/luksan/mssubs.c",
+                "src/algs/luksan/pssubs.c",
+                "src/algs/crs/crs.c",
+                "src/algs/mlsl/mlsl.c",
+                "src/algs/mma/mma.c",
+                "src/algs/mma/ccsa_quadratic.c",
+                "src/algs/cobyla/cobyla.c",
+                "src/algs/newuoa/newuoa.c",
+                "src/algs/neldermead/nldrmd.c",
+                "src/algs/neldermead/sbplx.c",
+                "src/algs/auglag/auglag.c",
+                "src/algs/bobyqa/bobyqa.c",
+                "src/algs/isres/isres.c",
+                "src/algs/slsqp/slsqp.c",
+                "src/algs/esch/esch.c",
+                "src/api/general.c",
+                "src/api/options.c",
+                "src/api/optimize.c",
+                "src/api/deprecated.c",
+                "src/api/f77api.c",
+                "src/util/mt19937ar.c",
+                "src/util/sobolseq.c",
+                "src/util/timer.c",
+                "src/util/stop.c",
+                "src/util/redblack.c",
+                "src/util/qsort_r.c",
+                "src/util/rescale.c",
+                "src/algs/stogo/global.cc",
+                "src/algs/stogo/linalg.cc",
+                "src/algs/stogo/local.cc",
+                "src/algs/stogo/stogo.cc",
+                "src/algs/stogo/tools.cc",
+                "src/algs/ags/evolvent.cc",
+                "src/algs/ags/solver.cc",
+                "src/algs/ags/local_optimizer.cc",
+                "src/algs/ags/ags.cc",
+                "src/swig/nlopt.i",
+            ],
+            include_dirs=[
+                "./src/util",
+                "./",
+                "./src/api",
+                "./src/algs/praxis",
+                "./src/algs/direct",
+                "./src/algs/stogo",
+                "./src/algs/ags",
+                "./src/algs/cdirect",
+                "./src/algs/luksan",
+                "./src/algs/crs",
+                "./src/algs/mlsl",
+                "./src/algs/mma",
+                "./src/algs/cobyla",
+                "./src/algs/newuoa",
+                "./src/algs/neldermead",
+                "./src/algs/auglag",
+                "./src/algs/bobyqa",
+                "./src/algs/isres",
+                "./src/algs/esch",
+                "./src/algs/slsqp",
+                get_include(),
+            ],
+            swig_opts=["-c++", "-interface", "_nlopt", "-outdir", "./nlopt"],
+        )
+    ],
+    zip_safe=False,
+    cmdclass={"build_py": build_py_after_build_ext},
+)

packages/nlopt/test_nlopt.py

@@ -0,0 +1,50 @@
+def test_nlopt(selenium):
+    selenium.load_package("nlopt")
+    assert selenium.run(
+        """
+import numpy as np
+import nlopt
+
+# objective function
+def f(x, grad):
+    x0 = x[0]
+    x1 = x[1]
+    y = 67.8306620138889-13.5689721666667*x0-3.83269458333333*x1+\
+        0.720841066666667*x0**2+0.3427605*x0*x1+\
+        0.0640322916666664*x1**2
+
+    grad[0] = 1.44168213333333*x0 + 0.3427605*x1 - 13.5689721666667
+    grad[1] = 0.3427605*x0 + 0.128064583333333*x1 - 3.83269458333333
+
+    return y
+
+# inequality constraint (constrained to be <= 0)
+def h(x, grad):
+    x0 = x[0]
+    x1 = x[1]
+    z = -3.72589930555515+128.965158333333*x0+0.341479166666643*x1-\
+        0.19642666666667*x0**2+2.78692500000002*x0*x1-\
+        0.0000104166666686543*x1**2-468.897287036862
+
+    grad[0] = -0.39285333333334*x0 + 2.78692500000002*x1 + 128.965158333333
+    grad[1] = 2.78692500000002*x0 - 2.08333333373086e-5*x1 + 0.341479166666643
+
+    return z
+
+opt = nlopt.opt(nlopt.LD_SLSQP, 2)
+opt.set_min_objective(f)
+
+opt.set_lower_bounds(np.array([2.5, 7]))
+opt.set_upper_bounds(np.array([7.5, 15]))
+
+opt.add_inequality_constraint(h)
+
+opt.set_ftol_rel(1.0e-6)
+
+x0 = np.array([5, 11])
+
+xopt = opt.optimize(x0)
+
+np.linalg.norm(xopt - np.array([2.746310775, 15.0])) < 1e-7
+"""
+    )