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MSVC compatibility #54

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MSVC compatibility #54

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f65099e
fixed macro definitions (MSVC)
Mar 16, 2022
242c764
cleanup
Jun 13, 2022
a8a8c24
Merge remote-tracking branch 'remotes/origin/master' into feature/win…
Jun 13, 2022
ccad04a
MSVC/OpenMP compatibility
Jun 13, 2022
effb64f
added integer alias for OpenMP (build system dependent)
Jun 16, 2022
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31 changes: 20 additions & 11 deletions include/misc/optim_options.hpp
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Original file line number Diff line number Diff line change
Expand Up @@ -41,12 +41,6 @@

//

#ifdef _MSC_VER
#error OptimLib: MSVC is not supported
#endif

//

#if defined(_OPENMP) && !defined(OPTIM_DONT_USE_OPENMP)
#undef OPTIM_USE_OPENMP
#define OPTIM_USE_OPENMP
Expand Down Expand Up @@ -76,15 +70,20 @@
#endif

// floating point number type

#ifndef FLOAT_TYPE_KEY
#define FLOAT_TYPE_KEY 0
#endif
#ifndef DOUBLE_TYPE_KEY
#define DOUBLE_TYPE_KEY 1
#endif
#ifndef OPTIM_FPN_TYPE
#define OPTIM_FPN_TYPE double
#define OPTIM_FPN_TYPE DOUBLE_TYPE_KEY
#endif

#if OPTIM_FPN_TYPE == float
#if OPTIM_FPN_TYPE == FLOAT_TYPE_KEY
#undef OPTIM_FPN_SMALL_NUMBER
#define OPTIM_FPN_SMALL_NUMBER fp_t(1e-05)
#elif OPTIM_FPN_TYPE == double
#elif OPTIM_FPN_TYPE == DOUBLE_TYPE_KEY
#undef OPTIM_FPN_SMALL_NUMBER
#define OPTIM_FPN_SMALL_NUMBER fp_t(1e-08)
#else
Expand All @@ -96,12 +95,22 @@
namespace optim
{
using uint_t = unsigned int;
using fp_t = OPTIM_FPN_TYPE;
#if OPTIM_FPN_TYPE == FLOAT_TYPE_KEY
using fp_t = float;
#else
using fp_t = double;
#endif

using rand_engine_t = std::mt19937_64;

static const double eps_dbl = std::numeric_limits<fp_t>::epsilon();
static const double inf = std::numeric_limits<fp_t>::infinity();

#ifdef _MSC_VER
using ompint_t = int64_t;
#else
using ompint_t = size_t;
#endif
}

//
Expand Down
6 changes: 3 additions & 3 deletions src/unconstrained/de.cpp
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Expand Up @@ -117,7 +117,7 @@ optim::internal::de_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -164,7 +164,7 @@ optim::internal::de_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -258,7 +258,7 @@ optim::internal::de_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
X_next.row(i) = inv_transform<RowVec_t>(X_next.row(i), bounds_type, lower_bounds, upper_bounds);
}
}
Expand Down
10 changes: 5 additions & 5 deletions src/unconstrained/de_prmm.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -134,7 +134,7 @@ optim::internal::de_prmm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -195,7 +195,7 @@ optim::internal::de_prmm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads)
#endif
for (size_t j = 0; j < n_pop_temp; ++j) {
for (ompint_t j = 0; j < n_pop_temp; ++j) {
if (objfn_vals(j) < objfn_vals(j + n_pop_temp)) {
X_reset.row(j) = X_next.row(j);
objfn_vals_reset(j) = objfn_vals(j);
Expand Down Expand Up @@ -223,7 +223,7 @@ optim::internal::de_prmm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec,rand_pars)
#endif
for (size_t i = 0; i < n_pop - n_pop_best; ++i) {
for (ompint_t i = 0; i < n_pop - n_pop_best; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -306,7 +306,7 @@ optim::internal::de_prmm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec,rand_pars)
#endif
for (size_t i = n_pop - n_pop_best; i < n_pop; ++i) {
for (ompint_t i = n_pop - n_pop_best; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -417,7 +417,7 @@ optim::internal::de_prmm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
X_next.row(i) = inv_transform<RowVec_t>(X_next.row(i), bounds_type, lower_bounds, upper_bounds);
}
}
Expand Down
2 changes: 1 addition & 1 deletion src/unconstrained/nm.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -251,7 +251,7 @@ optim::internal::nm_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads)
#endif
for (size_t i = 1; i < n_vals + 1; i++) {
for (ompint_t i = 1; i < n_vals + 1; i++) {
simplex_fn_vals(i) = box_objfn( BMO_MATOPS_TRANSPOSE(simplex_points.row(i)), nullptr, opt_data);
}
}
Expand Down
6 changes: 3 additions & 3 deletions src/unconstrained/pso.cpp
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Expand Up @@ -133,7 +133,7 @@ optim::internal::pso_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -202,7 +202,7 @@ optim::internal::pso_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec_1,rand_vec_2)
#endif
for (size_t i=0; i < n_pop; ++i) {
for (ompint_t i=0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -270,7 +270,7 @@ optim::internal::pso_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
P.row(i) = inv_transform<RowVec_t>(P.row(i), bounds_type, lower_bounds, upper_bounds);
}
}
Expand Down
4 changes: 2 additions & 2 deletions src/unconstrained/pso_dv.cpp
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Original file line number Diff line number Diff line change
Expand Up @@ -125,7 +125,7 @@ optim::internal::pso_dv_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down Expand Up @@ -178,7 +178,7 @@ optim::internal::pso_dv_impl(
#ifdef OPTIM_USE_OPENMP
#pragma omp parallel for num_threads(omp_n_threads) firstprivate(rand_vec,rand_CR)
#endif
for (size_t i = 0; i < n_pop; ++i) {
for (ompint_t i = 0; i < n_pop; ++i) {
size_t thread_num = 0;

#ifdef OPTIM_USE_OPENMP
Expand Down