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Diffstat (limited to 'internal/ceres/trust_region_strategy.h')
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diff --git a/internal/ceres/trust_region_strategy.h b/internal/ceres/trust_region_strategy.h new file mode 100644 index 0000000..391da97 --- /dev/null +++ b/internal/ceres/trust_region_strategy.h @@ -0,0 +1,148 @@ +// Ceres Solver - A fast non-linear least squares minimizer +// Copyright 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_TRUST_REGION_STRATEGY_H_ +#define CERES_INTERNAL_TRUST_REGION_STRATEGY_H_ + +#include "ceres/types.h" + +namespace ceres { +namespace internal { + +class LinearSolver; +class SparseMatrix; + +// Interface for classes implementing various trust region strategies +// for nonlinear least squares problems. +// +// The object is expected to maintain and update a trust region +// radius, which it then uses to solve for the trust region step using +// the jacobian matrix and residual vector. +// +// Here the term trust region radius is used loosely, as the strategy +// is free to treat it as guidance and violate it as need be. e.g., +// the LevenbergMarquardtStrategy uses the inverse of the trust region +// radius to scale the damping term, which controls the step size, but +// does not set a hard limit on its size. +class TrustRegionStrategy { +public: + struct Options { + Options() + : trust_region_strategy_type(LEVENBERG_MARQUARDT), + initial_radius(1e4), + max_radius(1e32), + lm_min_diagonal(1e-6), + lm_max_diagonal(1e32), + dogleg_type(TRADITIONAL_DOGLEG) { + } + + TrustRegionStrategyType trust_region_strategy_type; + // Linear solver used for actually solving the trust region step. + LinearSolver* linear_solver; + double initial_radius; + double max_radius; + + // Minimum and maximum values of the diagonal damping matrix used + // by LevenbergMarquardtStrategy. The DoglegStrategy also uses + // these bounds to construct a regularizing diagonal to ensure + // that the Gauss-Newton step computation is of full rank. + double lm_min_diagonal; + double lm_max_diagonal; + + // Further specify which dogleg method to use + DoglegType dogleg_type; + }; + + // Per solve options. + struct PerSolveOptions { + // Forcing sequence for inexact solves. + double eta; + }; + + struct Summary { + Summary() + : residual_norm(0.0), + num_iterations(-1), + termination_type(FAILURE) { + } + + // If the trust region problem is, + // + // 1/2 x'Ax + b'x + c, + // + // then + // + // residual_norm = |Ax -b| + double residual_norm; + + // Number of iterations used by the linear solver. If a linear + // solver was not called (e.g., DogLegStrategy after an + // unsuccessful step), then this would be zero. + int num_iterations; + + // Status of the linear solver used to solve the Newton system. + LinearSolverTerminationType termination_type; + }; + + virtual ~TrustRegionStrategy(); + + // Use the current radius to solve for the trust region step. + virtual Summary ComputeStep(const PerSolveOptions& per_solve_options, + SparseMatrix* jacobian, + const double* residuals, + double* step) = 0; + + // Inform the strategy that the current step has been accepted, and + // that the ratio of the decrease in the non-linear objective to the + // decrease in the trust region model is step_quality. + virtual void StepAccepted(double step_quality) = 0; + + // Inform the strategy that the current step has been rejected, and + // that the ratio of the decrease in the non-linear objective to the + // decrease in the trust region model is step_quality. + virtual void StepRejected(double step_quality) = 0; + + // Inform the strategy that the current step has been rejected + // because it was found to be numerically invalid. + // StepRejected/StepAccepted will not be called for this step, and + // the strategy is free to do what it wants with this information. + virtual void StepIsInvalid() = 0; + + // Current trust region radius. + virtual double Radius() const = 0; + + // Factory. + static TrustRegionStrategy* Create(const Options& options); +}; + +} // namespace internal +} // namespace ceres + +#endif // CERES_INTERNAL_TRUST_REGION_STRATEGY_H_ |