coordinate_descent_minimizer.h 4.3 KB

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  1. // Ceres Solver - A fast non-linear least squares minimizer
  2. // Copyright 2023 Google Inc. All rights reserved.
  3. // http://ceres-solver.org/
  4. //
  5. // Redistribution and use in source and binary forms, with or without
  6. // modification, are permitted provided that the following conditions are met:
  7. //
  8. // * Redistributions of source code must retain the above copyright notice,
  9. // this list of conditions and the following disclaimer.
  10. // * Redistributions in binary form must reproduce the above copyright notice,
  11. // this list of conditions and the following disclaimer in the documentation
  12. // and/or other materials provided with the distribution.
  13. // * Neither the name of Google Inc. nor the names of its contributors may be
  14. // used to endorse or promote products derived from this software without
  15. // specific prior written permission.
  16. //
  17. // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
  18. // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
  19. // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
  20. // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
  21. // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
  22. // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
  23. // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
  24. // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
  25. // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
  26. // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
  27. // POSSIBILITY OF SUCH DAMAGE.
  28. //
  29. // Author: sameeragarwal@google.com (Sameer Agarwal)
  30. #ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
  31. #define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
  32. #include <memory>
  33. #include <string>
  34. #include <vector>
  35. #include "ceres/context_impl.h"
  36. #include "ceres/evaluator.h"
  37. #include "ceres/minimizer.h"
  38. #include "ceres/problem_impl.h"
  39. #include "ceres/solver.h"
  40. namespace ceres::internal {
  41. class Program;
  42. class LinearSolver;
  43. // Given a Program, and a ParameterBlockOrdering which partitions
  44. // (non-exhaustively) the Hessian matrix into independent sets,
  45. // perform coordinate descent on the parameter blocks in the
  46. // ordering. The independent set structure allows for all parameter
  47. // blocks in the same independent set to be optimized in parallel, and
  48. // the order of the independent set determines the order in which the
  49. // parameter block groups are optimized.
  50. //
  51. // The minimizer assumes that none of the parameter blocks in the
  52. // program are constant.
  53. class CERES_NO_EXPORT CoordinateDescentMinimizer final : public Minimizer {
  54. public:
  55. explicit CoordinateDescentMinimizer(ContextImpl* context);
  56. bool Init(const Program& program,
  57. const ProblemImpl::ParameterMap& parameter_map,
  58. const ParameterBlockOrdering& ordering,
  59. std::string* error);
  60. // Minimizer interface.
  61. ~CoordinateDescentMinimizer() override;
  62. void Minimize(const Minimizer::Options& options,
  63. double* parameters,
  64. Solver::Summary* summary) final;
  65. // Verify that each group in the ordering forms an independent set.
  66. static bool IsOrderingValid(const Program& program,
  67. const ParameterBlockOrdering& ordering,
  68. std::string* message);
  69. // Find a recursive decomposition of the Hessian matrix as a set
  70. // of independent sets of decreasing size and invert it. This
  71. // seems to work better in practice, i.e., Cameras before
  72. // points.
  73. static std::shared_ptr<ParameterBlockOrdering> CreateOrdering(
  74. const Program& program);
  75. private:
  76. void Solve(Program* program,
  77. LinearSolver* linear_solver,
  78. double* parameters,
  79. Solver::Summary* summary);
  80. std::vector<ParameterBlock*> parameter_blocks_;
  81. std::vector<std::vector<ResidualBlock*>> residual_blocks_;
  82. // The optimization is performed in rounds. In each round all the
  83. // parameter blocks that form one independent set are optimized in
  84. // parallel. This array, marks the boundaries of the independent
  85. // sets in parameter_blocks_.
  86. std::vector<int> independent_set_offsets_;
  87. Evaluator::Options evaluator_options_;
  88. ContextImpl* context_;
  89. };
  90. } // namespace ceres::internal
  91. #endif // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_