// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2015 Google Inc. All rights reserved. // http://ceres-solver.org/ // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright notice, // this list of conditions and the following disclaimer in the documentation // and/or other materials provided with the distribution. // * Neither the name of Google Inc. nor the names of its contributors may be // used to endorse or promote products derived from this software without // specific prior written permission. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE // POSSIBILITY OF SUCH DAMAGE. // // Author: sameeragarwal@google.com (Sameer Agarwal) #include "ceres/gradient_problem_solver.h" #include "ceres/callbacks.h" #include "ceres/gradient_problem.h" #include "ceres/gradient_problem_evaluator.h" #include "ceres/internal/eigen.h" #include "ceres/internal/port.h" #include "ceres/map_util.h" #include "ceres/minimizer.h" #include "ceres/solver.h" #include "ceres/solver_utils.h" #include "ceres/stringprintf.h" #include "ceres/types.h" #include "ceres/wall_time.h" namespace ceres { using internal::StringPrintf; using internal::StringAppendF; using std::string; namespace { Solver::Options GradientProblemSolverOptionsToSolverOptions( const GradientProblemSolver::Options& options) { #define COPY_OPTION(x) solver_options.x = options.x Solver::Options solver_options; solver_options.minimizer_type = LINE_SEARCH; COPY_OPTION(line_search_direction_type); COPY_OPTION(line_search_type); COPY_OPTION(nonlinear_conjugate_gradient_type); COPY_OPTION(max_lbfgs_rank); COPY_OPTION(use_approximate_eigenvalue_bfgs_scaling); COPY_OPTION(line_search_interpolation_type); COPY_OPTION(min_line_search_step_size); COPY_OPTION(line_search_sufficient_function_decrease); COPY_OPTION(max_line_search_step_contraction); COPY_OPTION(min_line_search_step_contraction); COPY_OPTION(max_num_line_search_step_size_iterations); COPY_OPTION(max_num_line_search_direction_restarts); COPY_OPTION(line_search_sufficient_curvature_decrease); COPY_OPTION(max_line_search_step_expansion); COPY_OPTION(max_num_iterations); COPY_OPTION(max_solver_time_in_seconds); COPY_OPTION(function_tolerance); COPY_OPTION(gradient_tolerance); COPY_OPTION(logging_type); COPY_OPTION(minimizer_progress_to_stdout); COPY_OPTION(callbacks); return solver_options; #undef COPY_OPTION } } // namespace GradientProblemSolver::~GradientProblemSolver() { } void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options, const GradientProblem& problem, double* parameters_ptr, GradientProblemSolver::Summary* summary) { using internal::scoped_ptr; using internal::WallTimeInSeconds; using internal::Minimizer; using internal::GradientProblemEvaluator; using internal::LoggingCallback; using internal::SetSummaryFinalCost; double start_time = WallTimeInSeconds(); Solver::Options solver_options = GradientProblemSolverOptionsToSolverOptions(options); *CHECK_NOTNULL(summary) = Summary(); summary->num_parameters = problem.NumParameters(); summary->num_local_parameters = problem.NumLocalParameters(); summary->line_search_direction_type = options.line_search_direction_type; // NOLINT summary->line_search_interpolation_type = options.line_search_interpolation_type; // NOLINT summary->line_search_type = options.line_search_type; summary->max_lbfgs_rank = options.max_lbfgs_rank; summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type; // NOLINT // Check validity if (!solver_options.IsValid(&summary->message)) { LOG(ERROR) << "Terminating: " << summary->message; return; } // Assuming that the parameter blocks in the program have been Minimizer::Options minimizer_options; minimizer_options = Minimizer::Options(solver_options); minimizer_options.evaluator.reset(new GradientProblemEvaluator(problem)); scoped_ptr logging_callback; if (options.logging_type != SILENT) { logging_callback.reset( new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout)); minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), logging_callback.get()); } scoped_ptr minimizer(Minimizer::Create(LINE_SEARCH)); Vector solution(problem.NumParameters()); VectorRef parameters(parameters_ptr, problem.NumParameters()); solution = parameters; Solver::Summary solver_summary; solver_summary.fixed_cost = 0.0; solver_summary.preprocessor_time_in_seconds = 0.0; solver_summary.postprocessor_time_in_seconds = 0.0; solver_summary.line_search_polynomial_minimization_time_in_seconds = 0.0; minimizer->Minimize(minimizer_options, solution.data(), &solver_summary); summary->termination_type = solver_summary.termination_type; summary->message = solver_summary.message; summary->initial_cost = solver_summary.initial_cost; summary->final_cost = solver_summary.final_cost; summary->iterations = solver_summary.iterations; summary->line_search_polynomial_minimization_time_in_seconds = solver_summary.line_search_polynomial_minimization_time_in_seconds; if (summary->IsSolutionUsable()) { parameters = solution; SetSummaryFinalCost(summary); } const std::map& evaluator_time_statistics = minimizer_options.evaluator->TimeStatistics(); summary->cost_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); summary->gradient_evaluation_time_in_seconds = FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); summary->total_time_in_seconds = WallTimeInSeconds() - start_time; } // Invalid values for most fields, to ensure that we are not // accidentally reporting default values. GradientProblemSolver::Summary::Summary() : termination_type(FAILURE), message("ceres::GradientProblemSolve was not called."), initial_cost(-1.0), final_cost(-1.0), total_time_in_seconds(-1.0), cost_evaluation_time_in_seconds(-1.0), gradient_evaluation_time_in_seconds(-1.0), line_search_polynomial_minimization_time_in_seconds(-1.0), num_parameters(-1), num_local_parameters(-1), line_search_direction_type(LBFGS), line_search_type(ARMIJO), line_search_interpolation_type(BISECTION), nonlinear_conjugate_gradient_type(FLETCHER_REEVES), max_lbfgs_rank(-1) { } bool GradientProblemSolver::Summary::IsSolutionUsable() const { return internal::IsSolutionUsable(*this); } string GradientProblemSolver::Summary::BriefReport() const { return StringPrintf("Ceres GradientProblemSolver Report: " "Iterations: %d, " "Initial cost: %e, " "Final cost: %e, " "Termination: %s", static_cast(iterations.size()), initial_cost, final_cost, TerminationTypeToString(termination_type)); } string GradientProblemSolver::Summary::FullReport() const { using internal::VersionString; string report = string("\nSolver Summary (v " + VersionString() + ")\n\n"); StringAppendF(&report, "Parameters % 25d\n", num_parameters); if (num_local_parameters != num_parameters) { StringAppendF(&report, "Local parameters % 25d\n", num_local_parameters); } string line_search_direction_string; if (line_search_direction_type == LBFGS) { line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank); } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) { line_search_direction_string = NonlinearConjugateGradientTypeToString( nonlinear_conjugate_gradient_type); } else { line_search_direction_string = LineSearchDirectionTypeToString(line_search_direction_type); } StringAppendF(&report, "Line search direction %19s\n", line_search_direction_string.c_str()); const string line_search_type_string = StringPrintf("%s %s", LineSearchInterpolationTypeToString( line_search_interpolation_type), LineSearchTypeToString(line_search_type)); StringAppendF(&report, "Line search type %19s\n", line_search_type_string.c_str()); StringAppendF(&report, "\n"); StringAppendF(&report, "\nCost:\n"); StringAppendF(&report, "Initial % 30e\n", initial_cost); if (termination_type != FAILURE && termination_type != USER_FAILURE) { StringAppendF(&report, "Final % 30e\n", final_cost); StringAppendF(&report, "Change % 30e\n", initial_cost - final_cost); } StringAppendF(&report, "\nMinimizer iterations % 16d\n", static_cast(iterations.size())); StringAppendF(&report, "\nTime (in seconds):\n"); StringAppendF(&report, "\n Cost evaluation %23.4f\n", cost_evaluation_time_in_seconds); StringAppendF(&report, " Gradient evaluation %23.4f\n", gradient_evaluation_time_in_seconds); StringAppendF(&report, " Polynomial minimization %17.4f\n", line_search_polynomial_minimization_time_in_seconds); StringAppendF(&report, "Total %25.4f\n\n", total_time_in_seconds); StringAppendF(&report, "Termination: %25s (%s)\n", TerminationTypeToString(termination_type), message.c_str()); return report; } void Solve(const GradientProblemSolver::Options& options, const GradientProblem& problem, double* parameters, GradientProblemSolver::Summary* summary) { GradientProblemSolver solver; solver.Solve(options, problem, parameters, summary); } } // namespace ceres