bayesopt.h

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/*
-----------------------------------------------------------------------------
   This file is part of BayesOptimization, an efficient C++ library for 
   Bayesian optimization.

   Copyright (C) 2011-2015 Ruben Martinez-Cantin <rmcantin@unizar.es>
 
   BayesOptimization is free software: you can redistribute it and/or modify
   it under the terms of the GNU Affero General Public License as published by
   the Free Software Foundation, either version 3 of the License, or
   (at your option) any later version.

   BayesOptimization is distributed in the hope that it will be useful,
   but WITHOUT ANY WARRANTY; without even the implied warranty of
   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
   GNU Affero General Public License for more details.

   You should have received a copy of the GNU Affero General Public License
   along with BayesOptimization.  If not, see <http://www.gnu.org/licenses/>.
-----------------------------------------------------------------------------
*/

#ifndef _BAYESOPTWPR_H_
#define _BAYESOPTWPR_H_

#include "bayesopt/parameters.h"


#ifdef __cplusplus
extern "C" {
#endif 

  typedef double (*eval_func)(unsigned int n, const double *x,
                  double *gradient, /* NULL if not needed */
                  void *func_data);


  BAYESOPT_API int bayes_optimization(int nDim, eval_func f, void* f_data,
                      const double *lb, const double *ub,
                      double *x, double *minf,
                      bopt_params parameters);


  BAYESOPT_API int bayes_optimization_disc(int nDim, eval_func f, void* f_data,
                  double *valid_x, size_t n_points,
                  double *x, double *minf,
                  bopt_params parameters);

  BAYESOPT_API int bayes_optimization_categorical(int nDim, eval_func f, 
                          void* f_data, 
                          int *categories, 
                          double *x, 
                          double *minf, 
                          bopt_params parameters);


  
#ifdef __cplusplus
}
#endif 

#endif