// 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_NO_LINE_SEARCH_MINIMIZER #include "ceres/line_search.h" #include "ceres/fpclassify.h" #include "ceres/evaluator.h" #include "ceres/internal/eigen.h" #include "ceres/polynomial.h" #include "ceres/stringprintf.h" #include "glog/logging.h" namespace ceres { namespace internal { namespace { FunctionSample ValueSample(const double x, const double value) { FunctionSample sample; sample.x = x; sample.value = value; sample.value_is_valid = true; return sample; }; FunctionSample ValueAndGradientSample(const double x, const double value, const double gradient) { FunctionSample sample; sample.x = x; sample.value = value; sample.gradient = gradient; sample.value_is_valid = true; sample.gradient_is_valid = true; return sample; }; } // namespace // Convenience stream operator for pushing FunctionSamples into log messages. std::ostream& operator<<(std::ostream &os, const FunctionSample& sample) { os << "[x: " << sample.x << ", value: " << sample.value << ", gradient: " << sample.gradient << ", value_is_valid: " << std::boolalpha << sample.value_is_valid << ", gradient_is_valid: " << std::boolalpha << sample.gradient_is_valid << "]"; return os; } LineSearch::LineSearch(const LineSearch::Options& options) : options_(options) {} LineSearch* LineSearch::Create(const LineSearchType line_search_type, const LineSearch::Options& options, string* error) { LineSearch* line_search = NULL; switch (line_search_type) { case ceres::ARMIJO: line_search = new ArmijoLineSearch(options); break; case ceres::WOLFE: line_search = new WolfeLineSearch(options); break; default: *error = string("Invalid line search algorithm type: ") + LineSearchTypeToString(line_search_type) + string(", unable to create line search."); return NULL; } return line_search; } LineSearchFunction::LineSearchFunction(Evaluator* evaluator) : evaluator_(evaluator), position_(evaluator->NumParameters()), direction_(evaluator->NumEffectiveParameters()), evaluation_point_(evaluator->NumParameters()), scaled_direction_(evaluator->NumEffectiveParameters()), gradient_(evaluator->NumEffectiveParameters()) { } void LineSearchFunction::Init(const Vector& position, const Vector& direction) { position_ = position; direction_ = direction; } bool LineSearchFunction::Evaluate(double x, double* f, double* g) { scaled_direction_ = x * direction_; if (!evaluator_->Plus(position_.data(), scaled_direction_.data(), evaluation_point_.data())) { return false; } if (g == NULL) { return (evaluator_->Evaluate(evaluation_point_.data(), f, NULL, NULL, NULL) && IsFinite(*f)); } if (!evaluator_->Evaluate(evaluation_point_.data(), f, NULL, gradient_.data(), NULL)) { return false; } *g = direction_.dot(gradient_); return IsFinite(*f) && IsFinite(*g); } double LineSearchFunction::DirectionInfinityNorm() const { return direction_.lpNorm(); } // Returns step_size \in [min_step_size, max_step_size] which minimizes the // polynomial of degree defined by interpolation_type which interpolates all // of the provided samples with valid values. double LineSearch::InterpolatingPolynomialMinimizingStepSize( const LineSearchInterpolationType& interpolation_type, const FunctionSample& lowerbound, const FunctionSample& previous, const FunctionSample& current, const double min_step_size, const double max_step_size) const { if (!current.value_is_valid || (interpolation_type == BISECTION && max_step_size <= current.x)) { // Either: sample is invalid; or we are using BISECTION and contracting // the step size. return min(max(current.x * 0.5, min_step_size), max_step_size); } else if (interpolation_type == BISECTION) { CHECK_GT(max_step_size, current.x); // We are expanding the search (during a Wolfe bracketing phase) using // BISECTION interpolation. Using BISECTION when trying to expand is // strictly speaking an oxymoron, but we define this to mean always taking // the maximum step size so that the Armijo & Wolfe implementations are // agnostic to the interpolation type. return max_step_size; } // Only check if lower-bound is valid here, where it is required // to avoid replicating current.value_is_valid == false // behaviour in WolfeLineSearch. CHECK(lowerbound.value_is_valid) << "Ceres bug: lower-bound sample for interpolation is invalid, " << "please contact the developers!, interpolation_type: " << LineSearchInterpolationTypeToString(interpolation_type) << ", lowerbound: " << lowerbound << ", previous: " << previous << ", current: " << current; // Select step size by interpolating the function and gradient values // and minimizing the corresponding polynomial. vector samples; samples.push_back(lowerbound); if (interpolation_type == QUADRATIC) { // Two point interpolation using function values and the // gradient at the lower bound. samples.push_back(ValueSample(current.x, current.value)); if (previous.value_is_valid) { // Three point interpolation, using function values and the // gradient at the lower bound. samples.push_back(ValueSample(previous.x, previous.value)); } } else if (interpolation_type == CUBIC) { // Two point interpolation using the function values and the gradients. samples.push_back(current); if (previous.value_is_valid) { // Three point interpolation using the function values and // the gradients. samples.push_back(previous); } } else { LOG(FATAL) << "Ceres bug: No handler for interpolation_type: " << LineSearchInterpolationTypeToString(interpolation_type) << ", please contact the developers!"; } double step_size = 0.0, unused_min_value = 0.0; MinimizeInterpolatingPolynomial(samples, min_step_size, max_step_size, &step_size, &unused_min_value); return step_size; } ArmijoLineSearch::ArmijoLineSearch(const LineSearch::Options& options) : LineSearch(options) {} void ArmijoLineSearch::Search(const double step_size_estimate, const double initial_cost, const double initial_gradient, Summary* summary) { *CHECK_NOTNULL(summary) = LineSearch::Summary(); CHECK_GE(step_size_estimate, 0.0); CHECK_GT(options().sufficient_decrease, 0.0); CHECK_LT(options().sufficient_decrease, 1.0); CHECK_GT(options().max_num_iterations, 0); Function* function = options().function; // Note initial_cost & initial_gradient are evaluated at step_size = 0, // not step_size_estimate, which is our starting guess. const FunctionSample initial_position = ValueAndGradientSample(0.0, initial_cost, initial_gradient); FunctionSample previous = ValueAndGradientSample(0.0, 0.0, 0.0); previous.value_is_valid = false; FunctionSample current = ValueAndGradientSample(step_size_estimate, 0.0, 0.0); current.value_is_valid = false; const bool interpolation_uses_gradients = options().interpolation_type == CUBIC; const double descent_direction_max_norm = static_cast(function)->DirectionInfinityNorm(); ++summary->num_function_evaluations; if (interpolation_uses_gradients) { ++summary->num_gradient_evaluations; } current.value_is_valid = function->Evaluate(current.x, ¤t.value, interpolation_uses_gradients ? ¤t.gradient : NULL); current.gradient_is_valid = interpolation_uses_gradients && current.value_is_valid; while (!current.value_is_valid || current.value > (initial_cost + options().sufficient_decrease * initial_gradient * current.x)) { // If current.value_is_valid is false, we treat it as if the cost at that // point is not large enough to satisfy the sufficient decrease condition. ++summary->num_iterations; if (summary->num_iterations >= options().max_num_iterations) { summary->error = StringPrintf("Line search failed: Armijo failed to find a point " "satisfying the sufficient decrease condition within " "specified max_num_iterations: %d.", options().max_num_iterations); LOG(WARNING) << summary->error; return; } const double step_size = this->InterpolatingPolynomialMinimizingStepSize( options().interpolation_type, initial_position, previous, current, (options().max_step_contraction * current.x), (options().min_step_contraction * current.x)); if (step_size * descent_direction_max_norm < options().min_step_size) { summary->error = StringPrintf("Line search failed: step_size too small: %.5e " "with descent_direction_max_norm: %.5e.", step_size, descent_direction_max_norm); LOG(WARNING) << summary->error; return; } previous = current; current.x = step_size; ++summary->num_function_evaluations; if (interpolation_uses_gradients) { ++summary->num_gradient_evaluations; } current.value_is_valid = function->Evaluate(current.x, ¤t.value, interpolation_uses_gradients ? ¤t.gradient : NULL); current.gradient_is_valid = interpolation_uses_gradients && current.value_is_valid; } summary->optimal_step_size = current.x; summary->success = true; } WolfeLineSearch::WolfeLineSearch(const LineSearch::Options& options) : LineSearch(options) {} void WolfeLineSearch::Search(const double step_size_estimate, const double initial_cost, const double initial_gradient, Summary* summary) { *CHECK_NOTNULL(summary) = LineSearch::Summary(); // All parameters should have been validated by the Solver, but as // invalid values would produce crazy nonsense, hard check them here. CHECK_GE(step_size_estimate, 0.0); CHECK_GT(options().sufficient_decrease, 0.0); CHECK_GT(options().sufficient_curvature_decrease, options().sufficient_decrease); CHECK_LT(options().sufficient_curvature_decrease, 1.0); CHECK_GT(options().max_step_expansion, 1.0); // Note initial_cost & initial_gradient are evaluated at step_size = 0, // not step_size_estimate, which is our starting guess. const FunctionSample initial_position = ValueAndGradientSample(0.0, initial_cost, initial_gradient); bool do_zoom_search = false; // Important: The high/low in bracket_high & bracket_low refer to their // _function_ values, not their step sizes i.e. it is _not_ required that // bracket_low.x < bracket_high.x. FunctionSample solution, bracket_low, bracket_high; // Wolfe bracketing phase: Increases step_size until either it finds a point // that satisfies the (strong) Wolfe conditions, or an interval that brackets // step sizes which satisfy the conditions. From Nocedal & Wright [1] p61 the // interval: (step_size_{k-1}, step_size_{k}) contains step lengths satisfying // the strong Wolfe conditions if one of the following conditions are met: // // 1. step_size_{k} violates the sufficient decrease (Armijo) condition. // 2. f(step_size_{k}) >= f(step_size_{k-1}). // 3. f'(step_size_{k}) >= 0. // // Caveat: If f(step_size_{k}) is invalid, then step_size is reduced, ignoring // this special case, step_size monotonically increases during bracketing. if (!this->BracketingPhase(initial_position, step_size_estimate, &bracket_low, &bracket_high, &do_zoom_search, summary) && summary->num_iterations < options().max_num_iterations) { // Failed to find either a valid point or a valid bracket, but we did not // run out of iterations. return; } if (!do_zoom_search) { // Either: Bracketing phase already found a point satisfying the strong // Wolfe conditions, thus no Zoom required. // // Or: Bracketing failed to find a valid bracket or a point satisfying the // strong Wolfe conditions within max_num_iterations. As this is an // 'artificial' constraint, and we would otherwise fail to produce a valid // point when ArmijoLineSearch would succeed, we return the lowest point // found thus far which satsifies the Armijo condition (but not the Wolfe // conditions). CHECK(bracket_low.value_is_valid) << "Ceres bug: Bracketing produced an invalid bracket_low, please " << "contact the developers!, bracket_low: " << bracket_low << ", bracket_high: " << bracket_high << ", num_iterations: " << summary->num_iterations << ", max_num_iterations: " << options().max_num_iterations; summary->optimal_step_size = bracket_low.x; summary->success = true; return; } // Wolfe Zoom phase: Called when the Bracketing phase finds an interval of // non-zero, finite width that should bracket step sizes which satisfy the // (strong) Wolfe conditions (before finding a step size that satisfies the // conditions). Zoom successively decreases the size of the interval until a // step size which satisfies the Wolfe conditions is found. The interval is // defined by bracket_low & bracket_high, which satisfy: // // 1. The interval bounded by step sizes: bracket_low.x & bracket_high.x // contains step sizes that satsify the strong Wolfe conditions. // 2. bracket_low.x is of all the step sizes evaluated *which satisifed the // Armijo sufficient decrease condition*, the one which generated the // smallest function value, i.e. bracket_low.value < // f(all other steps satisfying Armijo). // - Note that this does _not_ (necessarily) mean that initially // bracket_low.value < bracket_high.value (although this is typical) // e.g. when bracket_low = initial_position, and bracket_high is the // first sample, and which does not satisfy the Armijo condition, // but still has bracket_high.value < initial_position.value. // 3. bracket_high is chosen after bracket_low, s.t. // bracket_low.gradient * (bracket_high.x - bracket_low.x) < 0. if (!this->ZoomPhase(initial_position, bracket_low, bracket_high, &solution, summary) && !solution.value_is_valid) { // Failed to find a valid point (given the specified decrease parameters) // within the specified bracket. return; } // Ensure that if we ran out of iterations whilst zooming the bracket, or // shrank the bracket width to < tolerance and failed to find a point which // satisfies the strong Wolfe curvature condition, that we return the point // amongst those found thus far, which minimizes f() and satisfies the Armijo // condition. solution = solution.value_is_valid && solution.value <= bracket_low.value ? solution : bracket_low; summary->optimal_step_size = solution.x; summary->success = true; } // Returns true iff bracket_low & bracket_high bound a bracket that contains // points which satisfy the strong Wolfe conditions. Otherwise, on return false, // if we stopped searching due to the 'artificial' condition of reaching // max_num_iterations, bracket_low is the step size amongst all those // tested, which satisfied the Armijo decrease condition and minimized f(). bool WolfeLineSearch::BracketingPhase( const FunctionSample& initial_position, const double step_size_estimate, FunctionSample* bracket_low, FunctionSample* bracket_high, bool* do_zoom_search, Summary* summary) { Function* function = options().function; FunctionSample previous = initial_position; FunctionSample current = ValueAndGradientSample(step_size_estimate, 0.0, 0.0); current.value_is_valid = false; const bool interpolation_uses_gradients = options().interpolation_type == CUBIC; const double descent_direction_max_norm = static_cast(function)->DirectionInfinityNorm(); *do_zoom_search = false; *bracket_low = initial_position; ++summary->num_function_evaluations; if (interpolation_uses_gradients) { ++summary->num_gradient_evaluations; } current.value_is_valid = function->Evaluate(current.x, ¤t.value, interpolation_uses_gradients ? ¤t.gradient : NULL); current.gradient_is_valid = interpolation_uses_gradients && current.value_is_valid; while (true) { ++summary->num_iterations; if (current.value_is_valid && (current.value > (initial_position.value + options().sufficient_decrease * initial_position.gradient * current.x) || (previous.value_is_valid && current.value > previous.value))) { // Bracket found: current step size violates Armijo sufficient decrease // condition, or has stepped past an inflection point of f() relative to // previous step size. *do_zoom_search = true; *bracket_low = previous; *bracket_high = current; break; } // Irrespective of the interpolation type we are using, we now need the // gradient at the current point (which satisfies the Armijo condition) // in order to check the strong Wolfe conditions. if (!interpolation_uses_gradients) { ++summary->num_function_evaluations; ++summary->num_gradient_evaluations; current.value_is_valid = function->Evaluate(current.x, ¤t.value, ¤t.gradient); current.gradient_is_valid = current.value_is_valid; } if (current.value_is_valid && fabs(current.gradient) <= -options().sufficient_curvature_decrease * initial_position.gradient) { // Current step size satisfies the strong Wolfe conditions, and is thus a // valid termination point, therefore a Zoom not required. *bracket_low = current; *bracket_high = current; break; } else if (current.value_is_valid && current.gradient >= 0) { // Bracket found: current step size has stepped past an inflection point // of f(), but Armijo sufficient decrease is still satisfied and // f(current) is our best minimum thus far. Remember step size // monotonically increases, thus previous_step_size < current_step_size // even though f(previous) > f(current). *do_zoom_search = true; // Note inverse ordering from first bracket case. *bracket_low = current; *bracket_high = previous; break; } else if (summary->num_iterations >= options().max_num_iterations) { // Check num iterations bound here so that we always evaluate the // max_num_iterations-th iteration against all conditions, and // then perform no additional (unused) evaluations. summary->error = StringPrintf("Line search failed: Wolfe bracketing phase failed to " "find a point satisfying strong Wolfe conditions, or a " "bracket containing such a point within specified " "max_num_iterations: %d", options().max_num_iterations); LOG(WARNING) << summary->error; // Ensure that bracket_low is always set to the step size amongst all // those tested which minimizes f() and satisfies the Armijo condition // when we terminate due to the 'artificial' max_num_iterations condition. *bracket_low = current.value_is_valid && current.value < bracket_low->value ? current : *bracket_low; return false; } // Either: f(current) is invalid; or, f(current) is valid, but does not // satisfy the strong Wolfe conditions itself, or the conditions for // being a boundary of a bracket. // If f(current) is valid, (but meets no criteria) expand the search by // increasing the step size. const double max_step_size = current.value_is_valid ? (current.x * options().max_step_expansion) : current.x; // We are performing 2-point interpolation only here, but the API of // InterpolatingPolynomialMinimizingStepSize() allows for up to // 3-point interpolation, so pad call with a sample with an invalid // value that will therefore be ignored. const FunctionSample unused_previous; DCHECK(!unused_previous.value_is_valid); // Contracts step size if f(current) is not valid. const double step_size = this->InterpolatingPolynomialMinimizingStepSize( options().interpolation_type, previous, unused_previous, current, previous.x, max_step_size); if (step_size * descent_direction_max_norm < options().min_step_size) { summary->error = StringPrintf("Line search failed: step_size too small: %.5e " "with descent_direction_max_norm: %.5e", step_size, descent_direction_max_norm); LOG(WARNING) << summary->error; return false; } previous = current.value_is_valid ? current : previous; current.x = step_size; ++summary->num_function_evaluations; if (interpolation_uses_gradients) { ++summary->num_gradient_evaluations; } current.value_is_valid = function->Evaluate(current.x, ¤t.value, interpolation_uses_gradients ? ¤t.gradient : NULL); current.gradient_is_valid = interpolation_uses_gradients && current.value_is_valid; } // Either we have a valid point, defined as a bracket of zero width, in which // case no zoom is required, or a valid bracket in which to zoom. return true; } // Returns true iff solution satisfies the strong Wolfe conditions. Otherwise, // on return false, if we stopped searching due to the 'artificial' condition of // reaching max_num_iterations, solution is the step size amongst all those // tested, which satisfied the Armijo decrease condition and minimized f(). bool WolfeLineSearch::ZoomPhase(const FunctionSample& initial_position, FunctionSample bracket_low, FunctionSample bracket_high, FunctionSample* solution, Summary* summary) { Function* function = options().function; CHECK(bracket_low.value_is_valid && bracket_low.gradient_is_valid) << "Ceres bug: f_low input to Wolfe Zoom invalid, please contact " << "the developers!, initial_position: " << initial_position << ", bracket_low: " << bracket_low << ", bracket_high: "<< bracket_high; // We do not require bracket_high.gradient_is_valid as the gradient condition // for a valid bracket is only dependent upon bracket_low.gradient, and // in order to minimize jacobian evaluations, bracket_high.gradient may // not have been calculated (if bracket_high.value does not satisfy the // Armijo sufficient decrease condition and interpolation method does not // require it). CHECK(bracket_high.value_is_valid) << "Ceres bug: f_high input to Wolfe Zoom invalid, please " << "contact the developers!, initial_position: " << initial_position << ", bracket_low: " << bracket_low << ", bracket_high: "<< bracket_high; CHECK_LT(bracket_low.gradient * (bracket_high.x - bracket_low.x), 0.0) << "Ceres bug: f_high input to Wolfe Zoom does not satisfy gradient " << "condition combined with f_low, please contact the developers!" << ", initial_position: " << initial_position << ", bracket_low: " << bracket_low << ", bracket_high: "<< bracket_high; const int num_bracketing_iterations = summary->num_iterations; const bool interpolation_uses_gradients = options().interpolation_type == CUBIC; const double descent_direction_max_norm = static_cast(function)->DirectionInfinityNorm(); while (true) { // Set solution to bracket_low, as it is our best step size (smallest f()) // found thus far and satisfies the Armijo condition, even though it does // not satisfy the Wolfe condition. *solution = bracket_low; if (summary->num_iterations >= options().max_num_iterations) { summary->error = StringPrintf("Line search failed: Wolfe zoom phase failed to " "find a point satisfying strong Wolfe conditions " "within specified max_num_iterations: %d, " "(num iterations taken for bracketing: %d).", options().max_num_iterations, num_bracketing_iterations); LOG(WARNING) << summary->error; return false; } if (fabs(bracket_high.x - bracket_low.x) * descent_direction_max_norm < options().min_step_size) { // Bracket width has been reduced below tolerance, and no point satisfying // the strong Wolfe conditions has been found. summary->error = StringPrintf("Line search failed: Wolfe zoom bracket width: %.5e " "too small with descent_direction_max_norm: %.5e.", fabs(bracket_high.x - bracket_low.x), descent_direction_max_norm); LOG(WARNING) << summary->error; return false; } ++summary->num_iterations; // Polynomial interpolation requires inputs ordered according to step size, // not f(step size). const FunctionSample& lower_bound_step = bracket_low.x < bracket_high.x ? bracket_low : bracket_high; const FunctionSample& upper_bound_step = bracket_low.x < bracket_high.x ? bracket_high : bracket_low; // We are performing 2-point interpolation only here, but the API of // InterpolatingPolynomialMinimizingStepSize() allows for up to // 3-point interpolation, so pad call with a sample with an invalid // value that will therefore be ignored. const FunctionSample unused_previous; DCHECK(!unused_previous.value_is_valid); solution->x = this->InterpolatingPolynomialMinimizingStepSize( options().interpolation_type, lower_bound_step, unused_previous, upper_bound_step, lower_bound_step.x, upper_bound_step.x); // No check on magnitude of step size being too small here as it is // lower-bounded by the initial bracket start point, which was valid. ++summary->num_function_evaluations; if (interpolation_uses_gradients) { ++summary->num_gradient_evaluations; } solution->value_is_valid = function->Evaluate(solution->x, &solution->value, interpolation_uses_gradients ? &solution->gradient : NULL); solution->gradient_is_valid = interpolation_uses_gradients && solution->value_is_valid; if (!solution->value_is_valid) { summary->error = StringPrintf("Line search failed: Wolfe Zoom phase found " "step_size: %.5e, for which function is invalid, " "between low_step: %.5e and high_step: %.5e " "at which function is valid.", solution->x, bracket_low.x, bracket_high.x); LOG(WARNING) << summary->error; return false; } if ((solution->value > (initial_position.value + options().sufficient_decrease * initial_position.gradient * solution->x)) || (solution->value >= bracket_low.value)) { // Armijo sufficient decrease not satisfied, or not better // than current lowest sample, use as new upper bound. bracket_high = *solution; continue; } // Armijo sufficient decrease satisfied, check strong Wolfe condition. if (!interpolation_uses_gradients) { // Irrespective of the interpolation type we are using, we now need the // gradient at the current point (which satisfies the Armijo condition) // in order to check the strong Wolfe conditions. ++summary->num_function_evaluations; ++summary->num_gradient_evaluations; solution->value_is_valid = function->Evaluate(solution->x, &solution->value, &solution->gradient); solution->gradient_is_valid = solution->value_is_valid; if (!solution->value_is_valid) { summary->error = StringPrintf("Line search failed: Wolfe Zoom phase found " "step_size: %.5e, for which function is invalid, " "between low_step: %.5e and high_step: %.5e " "at which function is valid.", solution->x, bracket_low.x, bracket_high.x); LOG(WARNING) << summary->error; return false; } } if (fabs(solution->gradient) <= -options().sufficient_curvature_decrease * initial_position.gradient) { // Found a valid termination point satisfying strong Wolfe conditions. break; } else if (solution->gradient * (bracket_high.x - bracket_low.x) >= 0) { bracket_high = bracket_low; } bracket_low = *solution; } // Solution contains a valid point which satisfies the strong Wolfe // conditions. return true; } } // namespace internal } // namespace ceres #endif // CERES_NO_LINE_SEARCH_MINIMIZER