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Diffstat (limited to 'internal/ceres/minimizer.h')
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diff --git a/internal/ceres/minimizer.h b/internal/ceres/minimizer.h new file mode 100644 index 0000000..22c10f0 --- /dev/null +++ b/internal/ceres/minimizer.h @@ -0,0 +1,149 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 2010, 2011, 2012 Google Inc. All rights reserved. +// http://code.google.com/p/ceres-solver/ +// +// 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 <vector> +#include "ceres/solver.h" +#include "ceres/iteration_callback.h" + +namespace ceres { +namespace internal { + +class Evaluator; +class LinearSolver; +class SparseMatrix; +class TrustRegionStrategy; + +// 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; + lsqp_dump_directory = options.lsqp_dump_directory; + lsqp_iterations_to_dump = options.lsqp_iterations_to_dump; + lsqp_dump_format_type = options.lsqp_dump_format_type; + max_num_consecutive_invalid_steps = + options.max_num_consecutive_invalid_steps; + min_trust_region_radius = options.min_trust_region_radius; + evaluator = NULL; + trust_region_strategy = NULL; + jacobian = NULL; + callbacks = options.callbacks; + inner_iteration_minimizer = NULL; + } + + int max_num_iterations; + double max_solver_time_in_seconds; + + // 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 num_threads; + 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; + vector<int> lsqp_iterations_to_dump; + DumpFormatType lsqp_dump_format_type; + string lsqp_dump_directory; + int max_num_consecutive_invalid_steps; + int min_trust_region_radius; + + // List of callbacks that are executed by the Minimizer at the end + // of each iteration. + // + // The Options struct does not own these pointers. + vector<IterationCallback*> callbacks; + + // Object responsible for evaluating the cost, residuals and + // Jacobian matrix. The Options struct does not own this pointer. + Evaluator* evaluator; + + // Object responsible for actually computing the trust region + // step, and sizing the trust region radius. The Options struct + // does not own this pointer. + 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. The Options struct does not own this pointer. + SparseMatrix* jacobian; + + Minimizer* inner_iteration_minimizer; + }; + + 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_ |