Nlopt, stogo, on windows, doesnt work

flomenbom · April 6, 2017, 1:55am

The nlopt algorithms, on windows
GD_STOGO & GD_STOGO_RAND
do not work

The website about nlopt said
"StoGO is written in C++, which means that it is only included when you compile the C++ algorithms enabled, in which case (on Unix) you must link to -lnlopt_cxx instead of -lnlopt. "

in other website they talked about installing camke and connecting the path, and setting BUILD_ON WINDOWS to 1
where to update the BUILD_ON_WINDOWS??

Zhong_Pan · April 6, 2017, 9:45pm

BUILD_ON_WINDOWS is an environmental variable you need to create. To do that, open Windows Explorer, right click on “This PC” or “My Computer” (depending on Windows version), click “Properties”, click “Advanced system settings”, click “Environment Variables…”, on the bottom half (“System variables” panel), click “New…”, type BUILD_ON_WINDOWS as “Variable name”, and 1 as “Variable value”, then click OK.

flomenbom · April 7, 2017, 1:29am

thanks, there’s still work
what is the code to work with c++ libraries, such that nlopt will work, with that function
in the stogo algorithm, that call c++ libraries??

there are various pages, about that
https://github.com/JuliaOpt/NLopt.jl/pull/4
https://github.com/JuliaOpt/NLopt.jl/pull/4/commits/3e3722c513e0a3bfb3e1061e80b383edc92961da
https://github.com/JuliaLang/BinDeps.jl/issues/55
https://github.com/JuliaOpt/NLopt.jl/pull/4/commits/020f3a8af423709e6dc78f32c5d9bd3178898af6

yet these are pages from developers 4 years ago
and the question is how to install in windows
the nlopt such that c++ compiler will work in calling to Stogo??

Zhong_Pan · April 7, 2017, 11:30am

Interesting. I wonder why you had to build NLopt in the first place. Maybe you were actually having difficulties in building one of its dependencies?

The NLopt GitHub page says,

Installation

Within Julia, you can install the NLopt.jl package with the package manager: Pkg.add("NLopt")

On Windows and OS X platforms, NLopt binaries will be automatically installed. On other platforms, Julia will attempt to build NLopt from source; be sure to have a compiler installed.

So I tried it on my JuliaPro 0.5.1 and it worked.

julia> Pkg.add("NLopt")
INFO: Cloning cache of NLopt from https://github.com/JuliaOpt/NLopt.jl.git
INFO: Downgrading LightGraphs: v0.7.5 => v0.7.3
INFO: Installing NLopt v0.3.4
INFO: Building WinRPM
INFO: Downloading https://cache.julialang.org/http://download.opensuse.org/repositories/windows:/mingw:/win32/openSUSE_42.2/repodata/repomd.xml
INFO: Downloading https://cache.julialang.org/http://download.opensuse.org/repositories/windows:/mingw:/win64/openSUSE_42.2/repodata/repomd.xml
INFO: Downloading https://cache.julialang.org/http://download.opensuse.org/repositories/windows:/mingw:/win64/openSUSE_42.2/repodata/c03a4ad43b0ddeef0d41a248e15e2ec8339e0d26a5e5585e420c119145e48a1e-primary.xml.gz
INFO: Building EzXML
INFO: Packages to update:  zlib1, libxml2-2
INFO: Downloading: zlib1
INFO: Extracting: zlib1
INFO: Downloading: libxml2-2
INFO: Extracting: libxml2-2
INFO: Complete
INFO: Building Rmath
INFO: Building Blosc
INFO: Building HDF5
INFO: Updating WinRPM package list
INFO: Downloading https://cache.julialang.org/http://download.opensuse.org/repositories/windows:/mingw:/win32/openSUSE_42.2/repodata/repomd.xml
INFO: Downloading https://cache.julialang.org/http://download.opensuse.org/repositories/windows:/mingw:/win64/openSUSE_42.2/repodata/repomd.xml
INFO: Building NLopt
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads
INFO: Downloading file http://ab-initio.mit.edu/nlopt/nlopt-2.4.1-dll32.zip
INFO: Done downloading file http://ab-initio.mit.edu/nlopt/nlopt-2.4.1-dll32.zip
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads
INFO: Directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads already created
INFO: Downloading file http://ab-initio.mit.edu/nlopt/nlopt-2.4.1-dll64.zip
INFO: Done downloading file http://ab-initio.mit.edu/nlopt/nlopt-2.4.1-dll64.zip
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src\w32
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src\w64
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src
INFO: Directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src already created

7-Zip [64] 9.20  Copyright (c) 1999-2010 Igor Pavlov  2010-11-18

Processing archive: C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads\nlopt-2.4.1-dll32.zip

Extracting  libnlopt-0.dll
Extracting  libnlopt-0.def
Extracting  nlopt.f
Extracting  nlopt.h
Extracting  nlopt.hpp
Extracting  nlopt.py
Extracting  nlopt-python.cpp
Extracting  setup.py
Extracting  README
Extracting  COPYING
Extracting  COPYRIGHT
Extracting  NEWS
Extracting  README-WINDOWS
Extracting  matlab\NLOPT_AUGLAG_EQ.m
Extracting  matlab\NLOPT_AUGLAG.m
Extracting  matlab\NLOPT_GD_MLSL_LDS.m
Extracting  matlab\NLOPT_GD_MLSL.m
Extracting  matlab\NLOPT_GD_STOGO.m
Extracting  matlab\NLOPT_GD_STOGO_RAND.m
Extracting  matlab\NLOPT_G_MLSL_LDS.m
Extracting  matlab\NLOPT_G_MLSL.m
Extracting  matlab\NLOPT_GN_CRS2_LM.m
Extracting  matlab\NLOPT_GN_DIRECT_L.m
Extracting  matlab\NLOPT_GN_DIRECT_L_NOSCAL.m
Extracting  matlab\NLOPT_GN_DIRECT_L_RAND.m
Extracting  matlab\NLOPT_GN_DIRECT_L_RAND_NOSCAL.m
Extracting  matlab\NLOPT_GN_DIRECT.m
Extracting  matlab\NLOPT_GN_DIRECT_NOSCAL.m
Extracting  matlab\NLOPT_GN_ESCH.m
Extracting  matlab\NLOPT_GN_ISRES.m
Extracting  matlab\NLOPT_GN_MLSL_LDS.m
Extracting  matlab\NLOPT_GN_MLSL.m
Extracting  matlab\NLOPT_GN_ORIG_DIRECT_L.m
Extracting  matlab\NLOPT_GN_ORIG_DIRECT.m
Extracting  matlab\NLOPT_LD_AUGLAG_EQ.m
Extracting  matlab\NLOPT_LD_AUGLAG.m
Extracting  matlab\NLOPT_LD_CCSAQ.m
Extracting  matlab\NLOPT_LD_LBFGS.m
Extracting  matlab\NLOPT_LD_LBFGS_NOCEDAL.m
Extracting  matlab\NLOPT_LD_MMA.m
Extracting  matlab\NLOPT_LD_SLSQP.m
Extracting  matlab\NLOPT_LD_TNEWTON.m
Extracting  matlab\NLOPT_LD_TNEWTON_PRECOND.m
Extracting  matlab\NLOPT_LD_TNEWTON_PRECOND_RESTART.m
Extracting  matlab\NLOPT_LD_TNEWTON_RESTART.m
Extracting  matlab\NLOPT_LD_VAR1.m
Extracting  matlab\NLOPT_LD_VAR2.m
Extracting  matlab\NLOPT_LN_AUGLAG_EQ.m
Extracting  matlab\NLOPT_LN_AUGLAG.m
Extracting  matlab\NLOPT_LN_BOBYQA.m
Extracting  matlab\NLOPT_LN_COBYLA.m
Extracting  matlab\NLOPT_LN_NELDERMEAD.m
Extracting  matlab\NLOPT_LN_NEWUOA_BOUND.m
Extracting  matlab\NLOPT_LN_NEWUOA.m
Extracting  matlab\NLOPT_LN_PRAXIS.m
Extracting  matlab\NLOPT_LN_SBPLX.m
Extracting  matlab\nlopt_minimize_constrained.m
Extracting  matlab\nlopt_minimize.m
Extracting  matlab\nlopt_optimize.c
Extracting  matlab\nlopt_optimize.m

Everything is Ok

Files: 60
Size:       1602081
Compressed: 495108
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src
INFO: Directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\src already created

7-Zip [64] 9.20  Copyright (c) 1999-2010 Igor Pavlov  2010-11-18

Processing archive: C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads\nlopt-2.4.1-dll64.zip

Extracting  libnlopt-0.dll
Extracting  libnlopt-0.def
Extracting  nlopt.f
Extracting  nlopt.h
Extracting  nlopt.hpp
Extracting  nlopt.py
Extracting  nlopt-python.cpp
Extracting  setup.py
Extracting  README
Extracting  COPYING
Extracting  COPYRIGHT
Extracting  NEWS
Extracting  README-WINDOWS
Extracting  matlab\NLOPT_AUGLAG_EQ.m
Extracting  matlab\NLOPT_AUGLAG.m
Extracting  matlab\NLOPT_GD_MLSL_LDS.m
Extracting  matlab\NLOPT_GD_MLSL.m
Extracting  matlab\NLOPT_GD_STOGO.m
Extracting  matlab\NLOPT_GD_STOGO_RAND.m
Extracting  matlab\NLOPT_G_MLSL_LDS.m
Extracting  matlab\NLOPT_G_MLSL.m
Extracting  matlab\NLOPT_GN_CRS2_LM.m
Extracting  matlab\NLOPT_GN_DIRECT_L.m
Extracting  matlab\NLOPT_GN_DIRECT_L_NOSCAL.m
Extracting  matlab\NLOPT_GN_DIRECT_L_RAND.m
Extracting  matlab\NLOPT_GN_DIRECT_L_RAND_NOSCAL.m
Extracting  matlab\NLOPT_GN_DIRECT.m
Extracting  matlab\NLOPT_GN_DIRECT_NOSCAL.m
Extracting  matlab\NLOPT_GN_ESCH.m
Extracting  matlab\NLOPT_GN_ISRES.m
Extracting  matlab\NLOPT_GN_MLSL_LDS.m
Extracting  matlab\NLOPT_GN_MLSL.m
Extracting  matlab\NLOPT_GN_ORIG_DIRECT_L.m
Extracting  matlab\NLOPT_GN_ORIG_DIRECT.m
Extracting  matlab\NLOPT_LD_AUGLAG_EQ.m
Extracting  matlab\NLOPT_LD_AUGLAG.m
Extracting  matlab\NLOPT_LD_CCSAQ.m
Extracting  matlab\NLOPT_LD_LBFGS.m
Extracting  matlab\NLOPT_LD_LBFGS_NOCEDAL.m
Extracting  matlab\NLOPT_LD_MMA.m
Extracting  matlab\NLOPT_LD_SLSQP.m
Extracting  matlab\NLOPT_LD_TNEWTON.m
Extracting  matlab\NLOPT_LD_TNEWTON_PRECOND.m
Extracting  matlab\NLOPT_LD_TNEWTON_PRECOND_RESTART.m
Extracting  matlab\NLOPT_LD_TNEWTON_RESTART.m
Extracting  matlab\NLOPT_LD_VAR1.m
Extracting  matlab\NLOPT_LD_VAR2.m
Extracting  matlab\NLOPT_LN_AUGLAG_EQ.m
Extracting  matlab\NLOPT_LN_AUGLAG.m
Extracting  matlab\NLOPT_LN_BOBYQA.m
Extracting  matlab\NLOPT_LN_COBYLA.m
Extracting  matlab\NLOPT_LN_NELDERMEAD.m
Extracting  matlab\NLOPT_LN_NEWUOA_BOUND.m
Extracting  matlab\NLOPT_LN_NEWUOA.m
Extracting  matlab\NLOPT_LN_PRAXIS.m
Extracting  matlab\NLOPT_LN_SBPLX.m
Extracting  matlab\nlopt_minimize_constrained.m
Extracting  matlab\nlopt_minimize.m
Extracting  matlab\nlopt_optimize.c
Extracting  matlab\nlopt_optimize.m

Everything is Ok

Files: 60
Size:       1932764
Compressed: 541555
INFO: Attempting to Create directory C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\usr\lib
INFO: Package database updated
INFO: METADATA is out-of-date — you may not have the latest version of NLopt
INFO: Use `Pkg.update()` to get the latest versions of your packages

Notice these lines:

...
Processing archive: C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads\nlopt-2.4.1-dll32.zip
...
Processing archive: C:\JuliaPro\pkgs-0.5.1.1\v0.5\NLopt\deps\downloads\nlopt-2.4.1-dll64.zip
...

These show during the installation the NLopt Windows binaries are downloaded directly from server, not built locally.

If you still have difficulty in building something, can you

Make sure the system has Visual Studio 2015 (aka Visual Studio 14) installed (community edition ISO download link can be found here), and Visual C++ has been installed. Note: By default installing Visual Studio only gives you C# and VB. User must select Visual C++ to be installed.
Make sure CMake has been installed (download link), and its bin folder is included in the environmental variable PATH. For example, if the installation path is C:\CMake, then C:\CMake\bin should be included in PATH - the installer would add it automatically.
Create an environmental variable BUILD_ON_WINDOWS with the value 1.

flomenbom · April 8, 2017, 4:32am

THANKS, perfromed the 3 steps , uninstalled and reinstalled Nopt
yet still the algorithm GD_STOGO_RAND
did not work

the others algirthms work alright,
where here we are seeing that there is a problme

the error is

ArgumentError: invalid NLopt arguments
…lines 532, … 529, … 276, … 259

The same call to the optimizer worked to all the others algorithms
where i just changed the name of the algorithm
to the STOGO
and the error appeared

in case you work with windows,
can you check the algorithm STOGO ??
just run the following

using NLopt
x0=[1.1,2.3,3.2]

function f_34(x::Vector{Float64},gr_::Vector{Float64})
    F_=3+(x[1]-1)^2+x[2]*(x[3]+3)
 if (length(gr_)>0)
    gr_[1]=2*x[1]
    gr_[2]=x[3]+3
    gr_[3]=x[2]
  end
    return abs(F_)   ;  end

opt = NLopt.Opt(:GD_STOGO_RAND  , length(x0))
NLopt.min_objective!(opt::NLopt.Opt,  (x, g_) ->f_34(x,g_)   )
#NLopt.inequality_constraint!(opt, (x, g) -> LkCon_model_2st(x, g, Y), 0.204)
NLopt.xtol_rel!(opt::NLopt.Opt,0.00204)
NLopt.ftol_rel!(opt::NLopt.Opt,0.0204)
NLopt.maxeval!(opt::NLopt.Opt, 1500*4*3)
  NLopt.lower_bounds!(opt::NLopt.Opt, -[50,50,50])
  NLopt.upper_bounds!(opt::NLopt.Opt, [50,50,50])
  #  NLopt.local_optimizer!(opt,   local_opt);
    const CONVERGE = [:SUCCESS, :FTOL_REACHED, :XTOL_REACHED, :STOPVAL_REACHED]
  (fval102, xb1, exitflag1) =
      NLopt.optimize(opt::NLopt.Opt, x0::AbstractVector)

F__=3+(xb1[1]-1)^2+xb1[2]*(xb1[3]+3)

Zhong_Pan · April 9, 2017, 6:01am

I was able to re-produce your issue. When :GD_STOGO or :GD_STOGO_RAND are chosen as the algorithm the following error message is shown:

Error evaluating test_nlopt.jl
LoadError: ArgumentError: invalid NLopt arguments
while loading C:\temp\test_nlopt.jl, in expression starting on line 31
 in chk(::Int32) at NLopt.jl:259
 in chks(::Int32) at NLopt.jl:276
 in optimize!(::NLopt.Opt, ::Array{Float64,1}) at NLopt.jl:529
 in optimize(::NLopt.Opt, ::Array{Float64,1}) at NLopt.jl:532
 in include_string(::String, ::String) at loading.jl:441
 in include_string(::Module, ::String, ::String) at eval.jl:32
 in (::Atom.##59#62{String,String})() at eval.jl:81
 in withpath(::Atom.##59#62{String,String}, ::String) at utils.jl:30
 in withpath(::Function, ::String) at eval.jl:46
 in macro expansion at eval.jl:79 [inlined]
 in (::Atom.##58#61{Dict{String,Any}})() at task.jl:60

Choosing other algorithms seem to work fine.

Some online discussion says GD_ algorithms require lower and upper bounds, and when they are missing the “invalid argument” error can appear. However, I see that you already provided the bounds.

Sorry I couldn’t find a solution for this problem.

flomenbom · April 9, 2017, 9:10am

thanks, the question is whether the julia c++ feature is broken
rather than there is a mathematical error with juilia implementation of NLopt

for example all nlopt algorithms that work with BFGS algorithm
do not succeed to present result (the result is: nlopt failure: -1)
These are LD_LBFGS , LD_VAR2 etc

STOGO algorithm, also work with that BFGS algorithm
yet here the error message is different
implying that the problem is technical (perhaps the c++ implementation is broken )

in case you can check other C++ algorithm in julia
verifying that the C++ feature working,
that can help solving the problem
*** that might help also others
(i will also try to check simple c++ algorithm (function) in julia )

Zhong_Pan · April 9, 2017, 7:35pm

Sorry I am not familiar with these algorithms at all, so it will be too hard for me to debug the C++ code. Did you try contacting the authors of the C++ code and/or those who are familiar with the C++ NLopt library?

flomenbom · April 10, 2017, 10:08am

i work to check the cpp package in julia
and the cxx package in julia

https://github.com/Keno/Cxx.jl
https://github.com/timholy/Cpp.jl

These are both with errors to solve
The problem is probably with the c++ feature rather than julia nlopt implementation