203 lines
8.2 KiB
C++
203 lines
8.2 KiB
C++
// 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)
|
|
|
|
#ifndef CERES_INTERNAL_MINIMIZER_H_
|
|
#define CERES_INTERNAL_MINIMIZER_H_
|
|
|
|
#include <string>
|
|
#include <vector>
|
|
#include "ceres/internal/port.h"
|
|
#include "ceres/iteration_callback.h"
|
|
#include "ceres/solver.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
class Evaluator;
|
|
class SparseMatrix;
|
|
class TrustRegionStrategy;
|
|
class CoordinateDescentMinimizer;
|
|
class LinearSolver;
|
|
|
|
// Interface for non-linear least squares solvers.
|
|
class Minimizer {
|
|
public:
|
|
// Options struct to control the behaviour of the Minimizer. Please
|
|
// see solver.h for detailed information about the meaning and
|
|
// default values of each of these parameters.
|
|
struct Options {
|
|
Options() {
|
|
Init(Solver::Options());
|
|
}
|
|
|
|
explicit Options(const Solver::Options& options) {
|
|
Init(options);
|
|
}
|
|
|
|
void Init(const Solver::Options& options) {
|
|
num_threads = options.num_threads;
|
|
max_num_iterations = options.max_num_iterations;
|
|
max_solver_time_in_seconds = options.max_solver_time_in_seconds;
|
|
max_step_solver_retries = 5;
|
|
gradient_tolerance = options.gradient_tolerance;
|
|
parameter_tolerance = options.parameter_tolerance;
|
|
function_tolerance = options.function_tolerance;
|
|
min_relative_decrease = options.min_relative_decrease;
|
|
eta = options.eta;
|
|
jacobi_scaling = options.jacobi_scaling;
|
|
use_nonmonotonic_steps = options.use_nonmonotonic_steps;
|
|
max_consecutive_nonmonotonic_steps =
|
|
options.max_consecutive_nonmonotonic_steps;
|
|
trust_region_problem_dump_directory =
|
|
options.trust_region_problem_dump_directory;
|
|
trust_region_minimizer_iterations_to_dump =
|
|
options.trust_region_minimizer_iterations_to_dump;
|
|
trust_region_problem_dump_format_type =
|
|
options.trust_region_problem_dump_format_type;
|
|
max_num_consecutive_invalid_steps =
|
|
options.max_num_consecutive_invalid_steps;
|
|
min_trust_region_radius = options.min_trust_region_radius;
|
|
line_search_direction_type = options.line_search_direction_type;
|
|
line_search_type = options.line_search_type;
|
|
nonlinear_conjugate_gradient_type =
|
|
options.nonlinear_conjugate_gradient_type;
|
|
max_lbfgs_rank = options.max_lbfgs_rank;
|
|
use_approximate_eigenvalue_bfgs_scaling =
|
|
options.use_approximate_eigenvalue_bfgs_scaling;
|
|
line_search_interpolation_type =
|
|
options.line_search_interpolation_type;
|
|
min_line_search_step_size = options.min_line_search_step_size;
|
|
line_search_sufficient_function_decrease =
|
|
options.line_search_sufficient_function_decrease;
|
|
max_line_search_step_contraction =
|
|
options.max_line_search_step_contraction;
|
|
min_line_search_step_contraction =
|
|
options.min_line_search_step_contraction;
|
|
max_num_line_search_step_size_iterations =
|
|
options.max_num_line_search_step_size_iterations;
|
|
max_num_line_search_direction_restarts =
|
|
options.max_num_line_search_direction_restarts;
|
|
line_search_sufficient_curvature_decrease =
|
|
options.line_search_sufficient_curvature_decrease;
|
|
max_line_search_step_expansion =
|
|
options.max_line_search_step_expansion;
|
|
inner_iteration_tolerance = options.inner_iteration_tolerance;
|
|
is_silent = (options.logging_type == SILENT);
|
|
is_constrained = false;
|
|
callbacks = options.callbacks;
|
|
}
|
|
|
|
int max_num_iterations;
|
|
double max_solver_time_in_seconds;
|
|
int num_threads;
|
|
|
|
// Number of times the linear solver should be retried in case of
|
|
// numerical failure. The retries are done by exponentially scaling up
|
|
// mu at each retry. This leads to stronger and stronger
|
|
// regularization making the linear least squares problem better
|
|
// conditioned at each retry.
|
|
int max_step_solver_retries;
|
|
double gradient_tolerance;
|
|
double parameter_tolerance;
|
|
double function_tolerance;
|
|
double min_relative_decrease;
|
|
double eta;
|
|
bool jacobi_scaling;
|
|
bool use_nonmonotonic_steps;
|
|
int max_consecutive_nonmonotonic_steps;
|
|
std::vector<int> trust_region_minimizer_iterations_to_dump;
|
|
DumpFormatType trust_region_problem_dump_format_type;
|
|
std::string trust_region_problem_dump_directory;
|
|
int max_num_consecutive_invalid_steps;
|
|
double min_trust_region_radius;
|
|
LineSearchDirectionType line_search_direction_type;
|
|
LineSearchType line_search_type;
|
|
NonlinearConjugateGradientType nonlinear_conjugate_gradient_type;
|
|
int max_lbfgs_rank;
|
|
bool use_approximate_eigenvalue_bfgs_scaling;
|
|
LineSearchInterpolationType line_search_interpolation_type;
|
|
double min_line_search_step_size;
|
|
double line_search_sufficient_function_decrease;
|
|
double max_line_search_step_contraction;
|
|
double min_line_search_step_contraction;
|
|
int max_num_line_search_step_size_iterations;
|
|
int max_num_line_search_direction_restarts;
|
|
double line_search_sufficient_curvature_decrease;
|
|
double max_line_search_step_expansion;
|
|
double inner_iteration_tolerance;
|
|
|
|
// If true, then all logging is disabled.
|
|
bool is_silent;
|
|
|
|
// Use a bounds constrained optimization algorithm.
|
|
bool is_constrained;
|
|
|
|
// List of callbacks that are executed by the Minimizer at the end
|
|
// of each iteration.
|
|
//
|
|
// The Options struct does not own these pointers.
|
|
std::vector<IterationCallback*> callbacks;
|
|
|
|
// Object responsible for evaluating the cost, residuals and
|
|
// Jacobian matrix.
|
|
shared_ptr<Evaluator> evaluator;
|
|
|
|
// Object responsible for actually computing the trust region
|
|
// step, and sizing the trust region radius.
|
|
shared_ptr<TrustRegionStrategy> trust_region_strategy;
|
|
|
|
// Object holding the Jacobian matrix. It is assumed that the
|
|
// sparsity structure of the matrix has already been initialized
|
|
// and will remain constant for the life time of the
|
|
// optimization.
|
|
shared_ptr<SparseMatrix> jacobian;
|
|
|
|
shared_ptr<CoordinateDescentMinimizer> inner_iteration_minimizer;
|
|
};
|
|
|
|
static Minimizer* Create(MinimizerType minimizer_type);
|
|
static bool RunCallbacks(const Options& options,
|
|
const IterationSummary& iteration_summary,
|
|
Solver::Summary* summary);
|
|
|
|
virtual ~Minimizer();
|
|
// Note: The minimizer is expected to update the state of the
|
|
// parameters array every iteration. This is required for the
|
|
// StateUpdatingCallback to work.
|
|
virtual void Minimize(const Options& options,
|
|
double* parameters,
|
|
Solver::Summary* summary) = 0;
|
|
};
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|
|
|
|
#endif // CERES_INTERNAL_MINIMIZER_H_
|