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Add cmake variable to enable compilation without R-incompatible functions #608

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a2a9a46
Add cmake variable to enable compilation without R-incompatible funct…
astamm Apr 17, 2025
98b762a
Fix remaining calls to printf.
astamm Apr 19, 2025
09a49c6
Added FindR.cmake to properly use R C API for printing and error hand…
astamm Apr 22, 2025
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23 changes: 16 additions & 7 deletions CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,8 @@ endif ()

include (GNUInstallDirs)

set (NLOPT_R_BINDIR "" CACHE STRING "Directory containing the R executable")

# Offer the user the choice of overriding the installation directories
set (NLOPT_INSTALL_LIBDIR ${CMAKE_INSTALL_LIBDIR} CACHE STRING "Installation directory for libraries")
set (NLOPT_INSTALL_BINDIR ${CMAKE_INSTALL_BINDIR} CACHE STRING "Installation directory for executables")
Expand Down Expand Up @@ -239,8 +241,15 @@ if (NLOPT_LUKSAN)
target_include_directories(${nlopt_lib} PRIVATE src/algs/luksan)
target_compile_definitions (${nlopt_lib} PRIVATE NLOPT_LUKSAN)
endif ()

if (NOT "${NLOPT_R_BINDIR}" STREQUAL "")
find_package(R REQUIRED)
target_include_directories(${nlopt_lib} PRIVATE ${R_INCLUDE_DIR})
target_compile_definitions(${nlopt_lib} PRIVATE NLOPT_R)
endif ()
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Will this link on Windows without an explicit reference to R.dll?

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I will double check but I am pretty sure I checked against win-builder machines. I will do it again to be sure.


if (M_LIBRARY)
target_link_libraries (${nlopt_lib} ${M_LIBRARY})
target_link_libraries (${nlopt_lib} ${M_LIBRARY})
endif ()
set_target_properties (${nlopt_lib} PROPERTIES SOVERSION ${SO_MAJOR})
set_target_properties (${nlopt_lib} PROPERTIES VERSION "${SO_MAJOR}.${SO_MINOR}.${SO_PATCH}")
Expand Down Expand Up @@ -310,12 +319,12 @@ if (UNIX)
endif ()

if (NLOPT_PYTHON)
option (NLOPT_PYTHON_SABI "Use Python stable ABI" OFF)
if (NLOPT_PYTHON_SABI AND CMAKE_VERSION VERSION_GREATER_EQUAL 3.26)
find_package (Python 3.6 COMPONENTS Interpreter Development.SABIModule NumPy)
add_library (Python::Module ALIAS Python::SABIModule)
else ()
find_package (Python 3.6 COMPONENTS Interpreter Development.Module NumPy)
option (NLOPT_PYTHON_SABI "Use Python stable ABI" OFF)
if (NLOPT_PYTHON_SABI AND CMAKE_VERSION VERSION_GREATER_EQUAL 3.26)
find_package (Python 3.6 COMPONENTS Interpreter Development.SABIModule NumPy)
add_library (Python::Module ALIAS Python::SABIModule)
else ()
find_package (Python 3.6 COMPONENTS Interpreter Development.Module NumPy)
endif ()
endif ()

Expand Down
99 changes: 99 additions & 0 deletions cmake/FindR.cmake
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Original file line number Diff line number Diff line change
@@ -0,0 +1,99 @@
# Adapted from
# https://github.com/CoolProp/CoolProp/blob/master/dev/cmake/Modules/FindR.cmake
# which is MIT-licensed

# - Find R
# This module finds the libraries corresponding to the R program
# It is based on the code from http://github.com/usnistgov/REFPROP-wrappers
# which is in the public domain

# This code sets the following variables:
#
# R_LIBRARY - path to the R shared library
# R_INCLUDE_DIR - include directory(ies)
# R_BIN_DIR - directory that contains the R executable being used

include(FindPackageHandleStandardArgs)

SET(R_FOUND 0)

IF( "${NLOPT_R_BINDIR}" STREQUAL "")
MESSAGE(FATAL_ERROR "You must pass the CMake variable NLOPT_R_BINDIR pointing to the directory that contains your executable")
ENDIF()

find_program(R_EXEC
NAMES R
PATHS ${NLOPT_R_BINDIR}
NO_SYSTEM_ENVIRONMENT_PATH
NO_CMAKE_SYSTEM_PATH
NO_DEFAULT_PATH
NO_CMAKE_PATH
)
IF( "${R_EXEC}" STREQUAL "R_EXEC-NOTFOUND")
MESSAGE(FATAL_ERROR "The executable R could not be found in the folder ${NLOPT_R_BINDIR}")
ENDIF()

MESSAGE(STATUS "R_EXEC= ${R_EXEC}")
# Parse the output of the R path command, removing whitespace
FUNCTION(chomp arg1 arg2)
string(REPLACE "\n" ";" arg1list ${arg1})
list(GET arg1list 1 arg1line)
string(LENGTH ${arg1line} len)
MATH(EXPR length ${len}-6)
string(SUBSTRING ${arg1line} 5 ${length} arg1path)
# see http://www.cmake.org/pipermail/cmake/2008-November/025423.html
set(${arg2} ${arg1path} PARENT_SCOPE)
ENDFUNCTION(chomp)

file(WRITE ${CMAKE_CURRENT_BINARY_DIR}/get_home.R R.home())
execute_process(
COMMAND ${R_EXEC} --quiet -f ${CMAKE_CURRENT_BINARY_DIR}/get_home.R OUTPUT_VARIABLE R_HOME_TEXT RESULT_VARIABLE R_HOME_RESULT
)
file(REMOVE ${CMAKE_CURRENT_BINARY_DIR}/get_home.R)
chomp(${R_HOME_TEXT} R_HOME_TEXT)
MESSAGE(STATUS "R_HOME_TEXT = ${R_HOME_TEXT} w/ RESULT=${R_HOME_RESULT}")

file(WRITE ${CMAKE_CURRENT_BINARY_DIR}/get_include.R R.home(component=\"include\"))
execute_process(
COMMAND ${R_EXEC} --quiet -f ${CMAKE_CURRENT_BINARY_DIR}/get_include.R OUTPUT_VARIABLE R_INCLUDE_TEXT RESULT_VARIABLE R_INCLUDE_RESULT
)
file(REMOVE ${CMAKE_CURRENT_BINARY_DIR}/get_include.R)
chomp(${R_INCLUDE_TEXT} R_INCLUDE_DIR)
MESSAGE(STATUS "R_INCLUDE = ${R_INCLUDE_DIR} w/ RESULT=${R_INCLUDE_RESULT}")

file(WRITE ${CMAKE_CURRENT_BINARY_DIR}/get_bin.R R.home(component=\"bin\"))
execute_process(
COMMAND ${R_EXEC} --quiet -f ${CMAKE_CURRENT_BINARY_DIR}/get_bin.R OUTPUT_VARIABLE R_BIN_TEXT RESULT_VARIABLE R_BIN_RESULT
)
file(REMOVE ${CMAKE_CURRENT_BINARY_DIR}/get_bin.R)
chomp(${R_BIN_TEXT} R_BIN_DIR)
MESSAGE(STATUS "R_BIN_TEXT = ${R_BIN_DIR} w/ RESULT=${R_BIN_RESULT}")

if (WIN32)
# Bug in cmake 3.17, need to search for file rather than library
find_file(
R_LIBRARY
NAMES R.dll
PATHS ${R_BIN_DIR}
NO_DEFAULT_PATH
)
else()
set(R_PATH_LOC "${R_HOME_TEXT}/lib")
MESSAGE(STATUS "R_PATH_LOC = ${R_PATH_LOC}")
find_library(
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At least on Linux, R defaults to --disable-R-shlib, so there won't be a libR.so in R.home('lib'). (But a distro-built R will usually be compiled with --enable-R-shlib because distros have a strong preference for dynamic linking.) This won't prevent you from linking and loading a shared library (because the dynamic loader will resolve the symbols from the ones exported by the R executable), but any example applications will fail to link.

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Thanks for this feedback. Do you know how I could improve the FindR.cmake file to circumvent this issue?

R_LIBRARY
NAMES R
PATHS ${R_PATH_LOC}
NO_DEFAULT_PATH
)
endif()
MESSAGE(STATUS "R_LIBRARY = ${R_LIBRARY}")

find_package_handle_standard_args(R DEFAULT_MSG
R_LIBRARY R_INCLUDE_DIR)

MARK_AS_ADVANCED(
R_BIN_DIR
R_LIBRARY
R_INCLUDE_DIR
)
63 changes: 45 additions & 18 deletions src/algs/auglag/auglag.c
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Original file line number Diff line number Diff line change
Expand Up @@ -43,7 +43,7 @@ static double auglag(unsigned n, const double *x, double *grad, void *data)
for (k = 0; k < d->h[i].m; ++k) {
double h = restmp[k] + lambda[ii++] / rho;
L += 0.5 * rho * h*h;
if (grad) for (j = 0; j < n; ++j)
if (grad) for (j = 0; j < n; ++j)
grad[j] += (rho * h) * gradtmp[k*n + j];
}
}
Expand All @@ -55,7 +55,7 @@ static double auglag(unsigned n, const double *x, double *grad, void *data)
double fc = restmp[k] + mu[ii++] / rho;
if (fc > 0) {
L += 0.5 * rho * fc*fc;
if (grad) for (j = 0; j < n; ++j)
if (grad) for (j = 0; j < n; ++j)
grad[j] += (rho * fc) * gradtmp[k*n + j];
}
}
Expand Down Expand Up @@ -109,7 +109,7 @@ nlopt_result auglag_minimize(int n, nlopt_func f, void *f_data,
ret = nlopt_set_min_objective(sub_opt, auglag, &d); if (ret<0) return ret;
ret = nlopt_set_lower_bounds(sub_opt, lb); if (ret<0) return ret;
ret = nlopt_set_upper_bounds(sub_opt, ub); if (ret<0) return ret;
ret = nlopt_set_stopval(sub_opt,
ret = nlopt_set_stopval(sub_opt,
d.m==0 && d.p==0 ? stop->minf_max : -HUGE_VAL);
if (ret<0) return ret;
ret = nlopt_remove_inequality_constraints(sub_opt); if (ret<0) return ret;
Expand All @@ -120,7 +120,7 @@ nlopt_result auglag_minimize(int n, nlopt_func f, void *f_data,
fc[i].f, fc[i].f_data,
fc[i].tol[0]);
else
ret = nlopt_add_inequality_mconstraint(sub_opt, fc[i].m,
ret = nlopt_add_inequality_mconstraint(sub_opt, fc[i].m,
fc[i].mf, fc[i].f_data,
fc[i].tol);
if (ret < 0) return ret;
Expand Down Expand Up @@ -180,31 +180,47 @@ nlopt_result auglag_minimize(int n, nlopt_func f, void *f_data,
d.rho = 1; /* whatever, doesn't matter */

if (auglag_verbose) {
printf("auglag: initial rho=%g\nauglag initial lambda=", d.rho);
for (i = 0; i < d.pp; ++i) printf(" %g", d.lambda[i]);
printf("\nauglag initial mu = ");
for (i = 0; i < d.mm; ++i) printf(" %g", d.mu[i]);
printf("\n");
#ifndef NLOPT_R
printf("auglag: initial rho=%g\nauglag initial lambda=", d.rho);
for (i = 0; i < d.pp; ++i) printf(" %g", d.lambda[i]);
printf("\nauglag initial mu = ");
for (i = 0; i < d.mm; ++i) printf(" %g", d.mu[i]);
printf("\n");
#else
Rprintf("auglag: initial rho=%g\nauglag initial lambda=", d.rho);
for (i = 0; i < d.pp; ++i) Rprintf(" %g", d.lambda[i]);
Rprintf("\nauglag initial mu = ");
for (i = 0; i < d.mm; ++i) Rprintf(" %g", d.mu[i]);
Rprintf("\n");
#endif
}

do {
double prev_ICM = ICM;

ret = nlopt_optimize_limited(sub_opt, xcur, &fcur,
stop->maxeval - *(stop->nevals_p),
stop->maxtime - (nlopt_seconds()
stop->maxtime - (nlopt_seconds()
- stop->start));
if (auglag_verbose)
printf("auglag: subopt return code %d\n", ret);
#ifndef NLOPT_R
printf("auglag: subopt return code %d\n", ret);
#else
Rprintf("auglag: subopt return code %d\n", ret);
#endif
if (ret < 0) break;

++ *(d.stop->nevals_p);
fcur = f(n, xcur, NULL, f_data);
if (nlopt_stop_forced(stop)) {
ret = NLOPT_FORCED_STOP; goto done; }
if (auglag_verbose)
#ifndef NLOPT_R
printf("auglag: fcur = %g\n", fcur);

#else
Rprintf("auglag: fcur = %g\n", fcur);
#endif

ICM = 0;
penalty = 0;
feasible = 1;
Expand Down Expand Up @@ -239,7 +255,8 @@ nlopt_result auglag_minimize(int n, nlopt_func f, void *f_data,
}

auglag_iters++;


#ifndef NLOPT_R
if (auglag_verbose) {
printf("auglag %d: ICM=%g (%sfeasible), rho=%g\nauglag lambda=",
auglag_iters, ICM, feasible ? "" : "not ", d.rho);
Expand All @@ -248,15 +265,25 @@ nlopt_result auglag_minimize(int n, nlopt_func f, void *f_data,
for (i = 0; i < d.mm; ++i) printf(" %g", d.mu[i]);
printf("\n");
}
#else
if (auglag_verbose) {
Rprintf("auglag %d: ICM=%g (%sfeasible), rho=%g\nauglag lambda=",
auglag_iters, ICM, feasible ? "" : "not ", d.rho);
for (i = 0; i < d.pp; ++i) Rprintf(" %g", d.lambda[i]);
Rprintf("\nauglag %d: mu = ", auglag_iters);
for (i = 0; i < d.mm; ++i) Rprintf(" %g", d.mu[i]);
Rprintf("\n");
}
#endif

if ((feasible && (!minf_feasible || penalty < minf_penalty
|| fcur < *minf)) ||
|| fcur < *minf)) ||
(!minf_feasible && penalty < minf_penalty)) {
ret = NLOPT_SUCCESS;
if (feasible) {
if (fcur < stop->minf_max)
if (fcur < stop->minf_max)
ret = NLOPT_MINF_MAX_REACHED;
else if (nlopt_stop_ftol(stop, fcur, *minf))
else if (nlopt_stop_ftol(stop, fcur, *minf))
ret = NLOPT_FTOL_REACHED;
else if (nlopt_stop_x(stop, xcur, x))
ret = NLOPT_XTOL_REACHED;
Expand Down
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