NLOpt with windows forms - c++

Question

I am suffering serious problems while trying to use nlopt library (http://ab-initio.mit.edu/wiki/index.php/NLopt_Tutorial) in windows forms application. I have created following namespace which runs perfectly in console application.
#include "math.h"
#include "nlopt.h"
namespace test
{
typedef struct {
double a, b;
} my_constraint_data;
double myfunc(unsigned n, const double *x, double *grad, void *my_func_data)
{
if (grad) {
grad[0] = 0.0;
grad[1] = 0.5 / sqrt(x[1]);
}
return sqrt(x[1]);
}
double myconstraint(unsigned n, const double *x, double *grad, void *data)
{
my_constraint_data *d = (my_constraint_data *) data;
double a = d->a, b = d->b;
if (grad) {
grad[0] = 3 * a * (a*x[0] + b) * (a*x[0] + b);
grad[1] = -1.0;
}
return ((a*x[0] + b) * (a*x[0] + b) * (a*x[0] + b) - x[1]);
}
int comp()
{
double lb[2] = { -HUGE_VAL, 0 }; /* lower bounds */
nlopt_opt opt;
opt = nlopt_create(NLOPT_LD_MMA, 2); /* algorithm and dimensionality */
nlopt_set_lower_bounds(opt, lb);
nlopt_set_min_objective(opt, myfunc, NULL);
my_constraint_data data[2] = { {2,0}, {-1,1} };
nlopt_add_inequality_constraint(opt, myconstraint, &data[0], 1e-8);
nlopt_add_inequality_constraint(opt, myconstraint, &data[1], 1e-8);
nlopt_set_xtol_rel(opt, 1e-4);
double x[2] = { 1.234, 5.678 }; /* some initial guess */
double minf; /* the minimum objective value, upon return */
int a=nlopt_optimize(opt, x, &minf) ;
return 1;
}
}
It optimizes simple nonlinear constrained minimization problem. The problem arises when I try to use this namespace in windows form application. I am constantly getting unhandled exception in myfunc which sees "x" as empty pointer for some reason and therefore causes error when trying to access its location. I believe that the problem is somehow caused by the fact that windows forms uses CLR but I dont know if it is solvable or not. I am using visual studio 2008 and the test programs are simple console project (which works fine) and windows forms project (that causes aforementioned errors).
My test code is based on tutorial for C from the provided link. I although tried C++ version which once again works fine in console application but gives debug assertion failed error in windows forms application.
So I guess my questions is : I have working windows forms application and I would like to use NLOpt. Is there a way to make this work ?