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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)
- #ifndef CERES_INTERNAL_MINIMIZER_H_
- #define CERES_INTERNAL_MINIMIZER_H_
- #include <memory>
- #include <string>
- #include <vector>
- #include "ceres/internal/disable_warnings.h"
- #include "ceres/internal/export.h"
- #include "ceres/iteration_callback.h"
- #include "ceres/solver.h"
- namespace ceres::internal {
- class Evaluator;
- class SparseMatrix;
- class TrustRegionStrategy;
- class CoordinateDescentMinimizer;
- class LinearSolver;
- class ContextImpl;
- // Interface for non-linear least squares solvers.
- class CERES_NO_EXPORT 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;
- trust_region_problem_dump_directory =
- options.trust_region_problem_dump_directory;
- trust_region_minimizer_iterations_to_dump =
- options.trust_region_minimizer_iterations_to_dump;
- trust_region_problem_dump_format_type =
- options.trust_region_problem_dump_format_type;
- max_num_consecutive_invalid_steps =
- options.max_num_consecutive_invalid_steps;
- min_trust_region_radius = options.min_trust_region_radius;
- line_search_direction_type = options.line_search_direction_type;
- line_search_type = options.line_search_type;
- nonlinear_conjugate_gradient_type =
- options.nonlinear_conjugate_gradient_type;
- max_lbfgs_rank = options.max_lbfgs_rank;
- use_approximate_eigenvalue_bfgs_scaling =
- options.use_approximate_eigenvalue_bfgs_scaling;
- line_search_interpolation_type = options.line_search_interpolation_type;
- min_line_search_step_size = options.min_line_search_step_size;
- line_search_sufficient_function_decrease =
- options.line_search_sufficient_function_decrease;
- max_line_search_step_contraction =
- options.max_line_search_step_contraction;
- min_line_search_step_contraction =
- options.min_line_search_step_contraction;
- max_num_line_search_step_size_iterations =
- options.max_num_line_search_step_size_iterations;
- max_num_line_search_direction_restarts =
- options.max_num_line_search_direction_restarts;
- line_search_sufficient_curvature_decrease =
- options.line_search_sufficient_curvature_decrease;
- max_line_search_step_expansion = options.max_line_search_step_expansion;
- inner_iteration_tolerance = options.inner_iteration_tolerance;
- is_silent = (options.logging_type == SILENT);
- is_constrained = false;
- callbacks = options.callbacks;
- }
- int max_num_iterations;
- double max_solver_time_in_seconds;
- int num_threads;
- ContextImpl* context = nullptr;
- // 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 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;
- std::vector<int> trust_region_minimizer_iterations_to_dump;
- DumpFormatType trust_region_problem_dump_format_type;
- std::string trust_region_problem_dump_directory;
- int max_num_consecutive_invalid_steps;
- double min_trust_region_radius;
- LineSearchDirectionType line_search_direction_type;
- LineSearchType line_search_type;
- NonlinearConjugateGradientType nonlinear_conjugate_gradient_type;
- int max_lbfgs_rank;
- bool use_approximate_eigenvalue_bfgs_scaling;
- LineSearchInterpolationType line_search_interpolation_type;
- double min_line_search_step_size;
- double line_search_sufficient_function_decrease;
- double max_line_search_step_contraction;
- double min_line_search_step_contraction;
- int max_num_line_search_step_size_iterations;
- int max_num_line_search_direction_restarts;
- double line_search_sufficient_curvature_decrease;
- double max_line_search_step_expansion;
- double inner_iteration_tolerance;
- // If true, then all logging is disabled.
- bool is_silent;
- // Use a bounds constrained optimization algorithm.
- bool is_constrained;
- // List of callbacks that are executed by the Minimizer at the end
- // of each iteration.
- //
- // The Options struct does not own these pointers.
- std::vector<IterationCallback*> callbacks;
- // Object responsible for evaluating the cost, residuals and
- // Jacobian matrix.
- std::shared_ptr<Evaluator> evaluator;
- // Object responsible for actually computing the trust region
- // step, and sizing the trust region radius.
- std::shared_ptr<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.
- std::shared_ptr<SparseMatrix> jacobian;
- std::shared_ptr<CoordinateDescentMinimizer> inner_iteration_minimizer;
- };
- static std::unique_ptr<Minimizer> Create(MinimizerType minimizer_type);
- static bool RunCallbacks(const Options& options,
- const IterationSummary& iteration_summary,
- Solver::Summary* summary);
- 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 ceres::internal
- #include "ceres/internal/reenable_warnings.h"
- #endif // CERES_INTERNAL_MINIMIZER_H_
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