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- // Ceres Solver - A fast non-linear least squares minimizer
- // Copyright 2023 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)
- #include "ceres/gradient_problem_solver.h"
- #include <map>
- #include <memory>
- #include <string>
- #include "ceres/callbacks.h"
- #include "ceres/gradient_problem.h"
- #include "ceres/gradient_problem_evaluator.h"
- #include "ceres/internal/eigen.h"
- #include "ceres/internal/export.h"
- #include "ceres/map_util.h"
- #include "ceres/minimizer.h"
- #include "ceres/solver.h"
- #include "ceres/solver_utils.h"
- #include "ceres/stringprintf.h"
- #include "ceres/types.h"
- #include "ceres/wall_time.h"
- namespace ceres {
- using internal::StringAppendF;
- using internal::StringPrintf;
- namespace {
- Solver::Options GradientProblemSolverOptionsToSolverOptions(
- const GradientProblemSolver::Options& options) {
- #define COPY_OPTION(x) solver_options.x = options.x
- Solver::Options solver_options;
- solver_options.minimizer_type = LINE_SEARCH;
- COPY_OPTION(line_search_direction_type);
- COPY_OPTION(line_search_type);
- COPY_OPTION(nonlinear_conjugate_gradient_type);
- COPY_OPTION(max_lbfgs_rank);
- COPY_OPTION(use_approximate_eigenvalue_bfgs_scaling);
- COPY_OPTION(line_search_interpolation_type);
- COPY_OPTION(min_line_search_step_size);
- COPY_OPTION(line_search_sufficient_function_decrease);
- COPY_OPTION(max_line_search_step_contraction);
- COPY_OPTION(min_line_search_step_contraction);
- COPY_OPTION(max_num_line_search_step_size_iterations);
- COPY_OPTION(max_num_line_search_direction_restarts);
- COPY_OPTION(line_search_sufficient_curvature_decrease);
- COPY_OPTION(max_line_search_step_expansion);
- COPY_OPTION(max_num_iterations);
- COPY_OPTION(max_solver_time_in_seconds);
- COPY_OPTION(parameter_tolerance);
- COPY_OPTION(function_tolerance);
- COPY_OPTION(gradient_tolerance);
- COPY_OPTION(logging_type);
- COPY_OPTION(minimizer_progress_to_stdout);
- COPY_OPTION(callbacks);
- return solver_options;
- #undef COPY_OPTION
- }
- } // namespace
- bool GradientProblemSolver::Options::IsValid(std::string* error) const {
- const Solver::Options solver_options =
- GradientProblemSolverOptionsToSolverOptions(*this);
- return solver_options.IsValid(error);
- }
- GradientProblemSolver::~GradientProblemSolver() = default;
- void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options,
- const GradientProblem& problem,
- double* parameters_ptr,
- GradientProblemSolver::Summary* summary) {
- using internal::CallStatistics;
- using internal::GradientProblemEvaluator;
- using internal::GradientProblemSolverStateUpdatingCallback;
- using internal::LoggingCallback;
- using internal::Minimizer;
- using internal::SetSummaryFinalCost;
- using internal::WallTimeInSeconds;
- double start_time = WallTimeInSeconds();
- CHECK(summary != nullptr);
- *summary = Summary();
- // clang-format off
- summary->num_parameters = problem.NumParameters();
- summary->num_tangent_parameters = problem.NumTangentParameters();
- summary->line_search_direction_type = options.line_search_direction_type; // NOLINT
- summary->line_search_interpolation_type = options.line_search_interpolation_type; // NOLINT
- summary->line_search_type = options.line_search_type;
- summary->max_lbfgs_rank = options.max_lbfgs_rank;
- summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type; // NOLINT
- // clang-format on
- // Check validity
- if (!options.IsValid(&summary->message)) {
- LOG(ERROR) << "Terminating: " << summary->message;
- return;
- }
- VectorRef parameters(parameters_ptr, problem.NumParameters());
- Vector solution(problem.NumParameters());
- solution = parameters;
- // TODO(sameeragarwal): This is a bit convoluted, we should be able
- // to convert to minimizer options directly, but this will do for
- // now.
- Minimizer::Options minimizer_options =
- Minimizer::Options(GradientProblemSolverOptionsToSolverOptions(options));
- minimizer_options.evaluator =
- std::make_unique<GradientProblemEvaluator>(problem);
- std::unique_ptr<IterationCallback> logging_callback;
- if (options.logging_type != SILENT) {
- logging_callback = std::make_unique<LoggingCallback>(
- LINE_SEARCH, options.minimizer_progress_to_stdout);
- minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
- logging_callback.get());
- }
- std::unique_ptr<IterationCallback> state_updating_callback;
- if (options.update_state_every_iteration) {
- state_updating_callback =
- std::make_unique<GradientProblemSolverStateUpdatingCallback>(
- problem.NumParameters(), solution.data(), parameters_ptr);
- minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
- state_updating_callback.get());
- }
- std::unique_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH));
- Solver::Summary solver_summary;
- solver_summary.fixed_cost = 0.0;
- solver_summary.preprocessor_time_in_seconds = 0.0;
- solver_summary.postprocessor_time_in_seconds = 0.0;
- solver_summary.line_search_polynomial_minimization_time_in_seconds = 0.0;
- minimizer->Minimize(minimizer_options, solution.data(), &solver_summary);
- // clang-format off
- summary->termination_type = solver_summary.termination_type;
- summary->message = solver_summary.message;
- summary->initial_cost = solver_summary.initial_cost;
- summary->final_cost = solver_summary.final_cost;
- summary->iterations = solver_summary.iterations;
- // clang-format on
- summary->line_search_polynomial_minimization_time_in_seconds =
- solver_summary.line_search_polynomial_minimization_time_in_seconds;
- if (summary->IsSolutionUsable()) {
- parameters = solution;
- SetSummaryFinalCost(summary);
- }
- const std::map<std::string, CallStatistics>& evaluator_statistics =
- minimizer_options.evaluator->Statistics();
- {
- const CallStatistics& call_stats = FindWithDefault(
- evaluator_statistics, "Evaluator::Residual", CallStatistics());
- summary->cost_evaluation_time_in_seconds = call_stats.time;
- summary->num_cost_evaluations = call_stats.calls;
- }
- {
- const CallStatistics& call_stats = FindWithDefault(
- evaluator_statistics, "Evaluator::Jacobian", CallStatistics());
- summary->gradient_evaluation_time_in_seconds = call_stats.time;
- summary->num_gradient_evaluations = call_stats.calls;
- }
- summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
- }
- bool GradientProblemSolver::Summary::IsSolutionUsable() const {
- return internal::IsSolutionUsable(*this);
- }
- std::string GradientProblemSolver::Summary::BriefReport() const {
- return StringPrintf(
- "Ceres GradientProblemSolver Report: "
- "Iterations: %d, "
- "Initial cost: %e, "
- "Final cost: %e, "
- "Termination: %s",
- static_cast<int>(iterations.size()),
- initial_cost,
- final_cost,
- TerminationTypeToString(termination_type));
- }
- std::string GradientProblemSolver::Summary::FullReport() const {
- using internal::VersionString;
- // NOTE operator+ is not usable for concatenating a string and a string_view.
- std::string report =
- std::string{"\nSolver Summary (v "}.append(VersionString()) + ")\n\n";
- StringAppendF(&report, "Parameters % 25d\n", num_parameters);
- if (num_tangent_parameters != num_parameters) {
- StringAppendF(
- &report, "Tangent parameters % 25d\n", num_tangent_parameters);
- }
- std::string line_search_direction_string;
- if (line_search_direction_type == LBFGS) {
- line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank);
- } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) {
- line_search_direction_string = NonlinearConjugateGradientTypeToString(
- nonlinear_conjugate_gradient_type);
- } else {
- line_search_direction_string =
- LineSearchDirectionTypeToString(line_search_direction_type);
- }
- StringAppendF(&report,
- "Line search direction %19s\n",
- line_search_direction_string.c_str());
- const std::string line_search_type_string = StringPrintf(
- "%s %s",
- LineSearchInterpolationTypeToString(line_search_interpolation_type),
- LineSearchTypeToString(line_search_type));
- StringAppendF(&report,
- "Line search type %19s\n",
- line_search_type_string.c_str());
- StringAppendF(&report, "\n");
- StringAppendF(&report, "\nCost:\n");
- StringAppendF(&report, "Initial % 30e\n", initial_cost);
- if (termination_type != FAILURE && termination_type != USER_FAILURE) {
- StringAppendF(&report, "Final % 30e\n", final_cost);
- StringAppendF(&report, "Change % 30e\n", initial_cost - final_cost);
- }
- StringAppendF(&report,
- "\nMinimizer iterations % 16d\n",
- static_cast<int>(iterations.size()));
- StringAppendF(&report, "\nTime (in seconds):\n");
- StringAppendF(&report,
- "\n Cost evaluation %23.6f (%d)\n",
- cost_evaluation_time_in_seconds,
- num_cost_evaluations);
- StringAppendF(&report,
- " Gradient & cost evaluation %16.6f (%d)\n",
- gradient_evaluation_time_in_seconds,
- num_gradient_evaluations);
- StringAppendF(&report,
- " Polynomial minimization %17.6f\n",
- line_search_polynomial_minimization_time_in_seconds);
- StringAppendF(
- &report, "Total %25.6f\n\n", total_time_in_seconds);
- StringAppendF(&report,
- "Termination: %25s (%s)\n",
- TerminationTypeToString(termination_type),
- message.c_str());
- return report;
- }
- void Solve(const GradientProblemSolver::Options& options,
- const GradientProblem& problem,
- double* parameters,
- GradientProblemSolver::Summary* summary) {
- GradientProblemSolver solver;
- solver.Solve(options, problem, parameters, summary);
- }
- } // namespace ceres
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