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- do { \
- if (!(expr)) { \
- LOG(ERROR) << "Terminating: " << solver_summary_->message; \
- return; \
- } \
- } while (0)
- namespace ceres::internal {
- void TrustRegionMinimizer::Minimize(const Minimizer::Options& options,
- double* parameters,
- Solver::Summary* solver_summary) {
- start_time_in_secs_ = WallTimeInSeconds();
- iteration_start_time_in_secs_ = start_time_in_secs_;
- Init(options, parameters, solver_summary);
- RETURN_IF_ERROR_AND_LOG(IterationZero());
-
-
-
- step_evaluator_ = std::make_unique<TrustRegionStepEvaluator>(
- x_cost_,
- options_.use_nonmonotonic_steps
- ? options_.max_consecutive_nonmonotonic_steps
- : 0);
- bool atleast_one_successful_step = false;
- while (FinalizeIterationAndCheckIfMinimizerCanContinue()) {
- iteration_start_time_in_secs_ = WallTimeInSeconds();
- const double previous_gradient_norm = iteration_summary_.gradient_norm;
- const double previous_gradient_max_norm =
- iteration_summary_.gradient_max_norm;
- iteration_summary_ = IterationSummary();
- iteration_summary_.iteration =
- solver_summary->iterations.back().iteration + 1;
- RETURN_IF_ERROR_AND_LOG(ComputeTrustRegionStep());
- if (!iteration_summary_.step_is_valid) {
- RETURN_IF_ERROR_AND_LOG(HandleInvalidStep());
- continue;
- }
- if (options_.is_constrained &&
- options_.max_num_line_search_step_size_iterations > 0) {
-
-
- DoLineSearch(x_, gradient_, x_cost_, &delta_);
- }
- ComputeCandidatePointAndEvaluateCost();
- DoInnerIterationsIfNeeded();
- if (atleast_one_successful_step && ParameterToleranceReached()) {
- return;
- }
- if (FunctionToleranceReached()) {
- return;
- }
- if (IsStepSuccessful()) {
- atleast_one_successful_step = true;
- RETURN_IF_ERROR_AND_LOG(HandleSuccessfulStep());
- } else {
-
- iteration_summary_.step_is_successful = false;
- iteration_summary_.cost = candidate_cost_ + solver_summary_->fixed_cost;
-
-
-
- iteration_summary_.gradient_norm = previous_gradient_norm;
- iteration_summary_.gradient_max_norm = previous_gradient_max_norm;
- strategy_->StepRejected(iteration_summary_.relative_decrease);
- }
- }
- }
- void TrustRegionMinimizer::Init(const Minimizer::Options& options,
- double* parameters,
- Solver::Summary* solver_summary) {
- options_ = options;
- std::sort(options_.trust_region_minimizer_iterations_to_dump.begin(),
- options_.trust_region_minimizer_iterations_to_dump.end());
- parameters_ = parameters;
- solver_summary_ = solver_summary;
- solver_summary_->termination_type = NO_CONVERGENCE;
- solver_summary_->num_successful_steps = 0;
- solver_summary_->num_unsuccessful_steps = 0;
- solver_summary_->is_constrained = options.is_constrained;
- CHECK(options_.evaluator != nullptr);
- CHECK(options_.jacobian != nullptr);
- CHECK(options_.trust_region_strategy != nullptr);
- evaluator_ = options_.evaluator.get();
- jacobian_ = options_.jacobian.get();
- strategy_ = options_.trust_region_strategy.get();
- is_not_silent_ = !options.is_silent;
- inner_iterations_are_enabled_ =
- options.inner_iteration_minimizer.get() != nullptr;
- inner_iterations_were_useful_ = false;
- num_parameters_ = evaluator_->NumParameters();
- num_effective_parameters_ = evaluator_->NumEffectiveParameters();
- num_residuals_ = evaluator_->NumResiduals();
- num_consecutive_invalid_steps_ = 0;
- x_ = ConstVectorRef(parameters_, num_parameters_);
- residuals_.resize(num_residuals_);
- trust_region_step_.resize(num_effective_parameters_);
- delta_.resize(num_effective_parameters_);
- candidate_x_.resize(num_parameters_);
- gradient_.resize(num_effective_parameters_);
- model_residuals_.resize(num_residuals_);
- negative_gradient_.resize(num_effective_parameters_);
- projected_gradient_step_.resize(num_parameters_);
-
-
- jacobian_scaling_ = Vector::Ones(num_effective_parameters_);
- x_cost_ = std::numeric_limits<double>::max();
- minimum_cost_ = x_cost_;
- model_cost_change_ = 0.0;
- }
- bool TrustRegionMinimizer::IterationZero() {
- iteration_summary_ = IterationSummary();
- iteration_summary_.iteration = 0;
- iteration_summary_.step_is_valid = false;
- iteration_summary_.step_is_successful = false;
- iteration_summary_.cost_change = 0.0;
- iteration_summary_.gradient_max_norm = 0.0;
- iteration_summary_.gradient_norm = 0.0;
- iteration_summary_.step_norm = 0.0;
- iteration_summary_.relative_decrease = 0.0;
- iteration_summary_.eta = options_.eta;
- iteration_summary_.linear_solver_iterations = 0;
- iteration_summary_.step_solver_time_in_seconds = 0;
- if (options_.is_constrained) {
- delta_.setZero();
- if (!evaluator_->Plus(x_.data(), delta_.data(), candidate_x_.data())) {
- solver_summary_->message =
- "Unable to project initial point onto the feasible set.";
- solver_summary_->termination_type = FAILURE;
- return false;
- }
- x_ = candidate_x_;
- }
- if (!EvaluateGradientAndJacobian(true)) {
- solver_summary_->message =
- "Initial residual and Jacobian evaluation failed.";
- return false;
- }
- solver_summary_->initial_cost = x_cost_ + solver_summary_->fixed_cost;
- iteration_summary_.step_is_valid = true;
- iteration_summary_.step_is_successful = true;
- return true;
- }
- bool TrustRegionMinimizer::EvaluateGradientAndJacobian(
- bool new_evaluation_point) {
- Evaluator::EvaluateOptions evaluate_options;
- evaluate_options.new_evaluation_point = new_evaluation_point;
- if (!evaluator_->Evaluate(evaluate_options,
- x_.data(),
- &x_cost_,
- residuals_.data(),
- gradient_.data(),
- jacobian_)) {
- solver_summary_->message = "Residual and Jacobian evaluation failed.";
- solver_summary_->termination_type = FAILURE;
- return false;
- }
- iteration_summary_.cost = x_cost_ + solver_summary_->fixed_cost;
- if (options_.jacobi_scaling) {
- if (iteration_summary_.iteration == 0) {
-
-
-
-
- jacobian_->SquaredColumnNorm(jacobian_scaling_.data());
- for (int i = 0; i < jacobian_->num_cols(); ++i) {
-
- jacobian_scaling_[i] = 1.0 / (1.0 + sqrt(jacobian_scaling_[i]));
- }
- }
-
- jacobian_->ScaleColumns(
- jacobian_scaling_.data(), options_.context, options_.num_threads);
- }
-
-
-
-
-
-
-
-
-
- negative_gradient_ = -gradient_;
- if (!evaluator_->Plus(x_.data(),
- negative_gradient_.data(),
- projected_gradient_step_.data())) {
- solver_summary_->message =
- "projected_gradient_step = Plus(x, -gradient) failed.";
- solver_summary_->termination_type = FAILURE;
- return false;
- }
- iteration_summary_.gradient_max_norm =
- (x_ - projected_gradient_step_).lpNorm<Eigen::Infinity>();
- iteration_summary_.gradient_norm = (x_ - projected_gradient_step_).norm();
- return true;
- }
- bool TrustRegionMinimizer::FinalizeIterationAndCheckIfMinimizerCanContinue() {
- if (iteration_summary_.step_is_successful) {
- ++solver_summary_->num_successful_steps;
- if (x_cost_ < minimum_cost_) {
- minimum_cost_ = x_cost_;
- VectorRef(parameters_, num_parameters_) = x_;
- iteration_summary_.step_is_nonmonotonic = false;
- } else {
- iteration_summary_.step_is_nonmonotonic = true;
- }
- } else {
- ++solver_summary_->num_unsuccessful_steps;
- }
- iteration_summary_.trust_region_radius = strategy_->Radius();
- iteration_summary_.iteration_time_in_seconds =
- WallTimeInSeconds() - iteration_start_time_in_secs_;
- iteration_summary_.cumulative_time_in_seconds =
- WallTimeInSeconds() - start_time_in_secs_ +
- solver_summary_->preprocessor_time_in_seconds;
- solver_summary_->iterations.push_back(iteration_summary_);
- if (!RunCallbacks(options_, iteration_summary_, solver_summary_)) {
- return false;
- }
- if (MaxSolverTimeReached()) {
- return false;
- }
- if (MaxSolverIterationsReached()) {
- return false;
- }
- if (GradientToleranceReached()) {
- return false;
- }
- if (MinTrustRegionRadiusReached()) {
- return false;
- }
- return true;
- }
- bool TrustRegionMinimizer::ComputeTrustRegionStep() {
- const double strategy_start_time = WallTimeInSeconds();
- iteration_summary_.step_is_valid = false;
- TrustRegionStrategy::PerSolveOptions per_solve_options;
- per_solve_options.eta = options_.eta;
- if (find(options_.trust_region_minimizer_iterations_to_dump.begin(),
- options_.trust_region_minimizer_iterations_to_dump.end(),
- iteration_summary_.iteration) !=
- options_.trust_region_minimizer_iterations_to_dump.end()) {
- per_solve_options.dump_format_type =
- options_.trust_region_problem_dump_format_type;
- per_solve_options.dump_filename_base =
- JoinPath(options_.trust_region_problem_dump_directory,
- StringPrintf("ceres_solver_iteration_%03d",
- iteration_summary_.iteration));
- }
- TrustRegionStrategy::Summary strategy_summary =
- strategy_->ComputeStep(per_solve_options,
- jacobian_,
- residuals_.data(),
- trust_region_step_.data());
- if (strategy_summary.termination_type ==
- LinearSolverTerminationType::FATAL_ERROR) {
- solver_summary_->message =
- "Linear solver failed due to unrecoverable "
- "non-numeric causes. Please see the error log for clues. ";
- solver_summary_->termination_type = FAILURE;
- return false;
- }
- iteration_summary_.step_solver_time_in_seconds =
- WallTimeInSeconds() - strategy_start_time;
- iteration_summary_.linear_solver_iterations = strategy_summary.num_iterations;
- if (strategy_summary.termination_type ==
- LinearSolverTerminationType::FAILURE) {
- return true;
- }
-
-
-
-
-
-
-
-
- ParallelSetZero(options_.context, options_.num_threads, model_residuals_);
- jacobian_->RightMultiplyAndAccumulate(trust_region_step_.data(),
- model_residuals_.data(),
- options_.context,
- options_.num_threads);
- model_cost_change_ = -Dot(model_residuals_,
- residuals_ + model_residuals_ / 2.0,
- options_.context,
- options_.num_threads);
-
-
-
-
-
- iteration_summary_.step_is_valid = (model_cost_change_ > 0.0);
- if (iteration_summary_.step_is_valid) {
-
- ParallelAssign(options_.context,
- options_.num_threads,
- delta_,
- (trust_region_step_.array() * jacobian_scaling_.array()));
- num_consecutive_invalid_steps_ = 0;
- }
- if (is_not_silent_ && !iteration_summary_.step_is_valid) {
- VLOG(1) << "Invalid step: current_cost: " << x_cost_
- << " absolute model cost change: " << model_cost_change_
- << " relative model cost change: "
- << (model_cost_change_ / x_cost_);
- }
- return true;
- }
- bool TrustRegionMinimizer::HandleInvalidStep() {
-
-
-
-
-
- if (++num_consecutive_invalid_steps_ >=
- options_.max_num_consecutive_invalid_steps) {
- solver_summary_->message = StringPrintf(
- "Number of consecutive invalid steps more "
- "than Solver::Options::max_num_consecutive_invalid_steps: %d",
- options_.max_num_consecutive_invalid_steps);
- solver_summary_->termination_type = FAILURE;
- return false;
- }
- strategy_->StepIsInvalid();
-
-
-
-
-
- iteration_summary_.cost = x_cost_ + solver_summary_->fixed_cost;
- iteration_summary_.cost_change = 0.0;
- iteration_summary_.gradient_max_norm =
- solver_summary_->iterations.back().gradient_max_norm;
- iteration_summary_.gradient_norm =
- solver_summary_->iterations.back().gradient_norm;
- iteration_summary_.step_norm = 0.0;
- iteration_summary_.relative_decrease = 0.0;
- iteration_summary_.eta = options_.eta;
- return true;
- }
- void TrustRegionMinimizer::DoInnerIterationsIfNeeded() {
- inner_iterations_were_useful_ = false;
- if (!inner_iterations_are_enabled_ ||
- candidate_cost_ >= std::numeric_limits<double>::max()) {
- return;
- }
- double inner_iteration_start_time = WallTimeInSeconds();
- ++solver_summary_->num_inner_iteration_steps;
- inner_iteration_x_ = candidate_x_;
- Solver::Summary inner_iteration_summary;
- options_.inner_iteration_minimizer->Minimize(
- options_, inner_iteration_x_.data(), &inner_iteration_summary);
- double inner_iteration_cost;
- if (!evaluator_->Evaluate(inner_iteration_x_.data(),
- &inner_iteration_cost,
- nullptr,
- nullptr,
- nullptr)) {
- if (is_not_silent_) {
- VLOG(2) << "Inner iteration failed.";
- }
- return;
- }
- if (is_not_silent_) {
- VLOG(2) << "Inner iteration succeeded; Current cost: " << x_cost_
- << " Trust region step cost: " << candidate_cost_
- << " Inner iteration cost: " << inner_iteration_cost;
- }
- candidate_x_ = inner_iteration_x_;
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- const double inner_iteration_cost_change =
- candidate_cost_ - inner_iteration_cost;
- model_cost_change_ += inner_iteration_cost_change;
- inner_iterations_were_useful_ = inner_iteration_cost < x_cost_;
- const double inner_iteration_relative_progress =
- 1.0 - inner_iteration_cost / candidate_cost_;
-
-
- inner_iterations_are_enabled_ =
- (inner_iteration_relative_progress > options_.inner_iteration_tolerance);
- if (is_not_silent_ && !inner_iterations_are_enabled_) {
- VLOG(2) << "Disabling inner iterations. Progress : "
- << inner_iteration_relative_progress;
- }
- candidate_cost_ = inner_iteration_cost;
- solver_summary_->inner_iteration_time_in_seconds +=
- WallTimeInSeconds() - inner_iteration_start_time;
- }
- void TrustRegionMinimizer::DoLineSearch(const Vector& x,
- const Vector& gradient,
- const double cost,
- Vector* delta) {
- LineSearchFunction line_search_function(evaluator_);
- LineSearch::Options line_search_options;
- line_search_options.is_silent = true;
- line_search_options.interpolation_type =
- options_.line_search_interpolation_type;
- line_search_options.min_step_size = options_.min_line_search_step_size;
- line_search_options.sufficient_decrease =
- options_.line_search_sufficient_function_decrease;
- line_search_options.max_step_contraction =
- options_.max_line_search_step_contraction;
- line_search_options.min_step_contraction =
- options_.min_line_search_step_contraction;
- line_search_options.max_num_iterations =
- options_.max_num_line_search_step_size_iterations;
- line_search_options.sufficient_curvature_decrease =
- options_.line_search_sufficient_curvature_decrease;
- line_search_options.max_step_expansion =
- options_.max_line_search_step_expansion;
- line_search_options.function = &line_search_function;
- std::string message;
- std::unique_ptr<LineSearch> line_search(
- LineSearch::Create(ceres::ARMIJO, line_search_options, &message));
- LineSearch::Summary line_search_summary;
- line_search_function.Init(x, *delta);
- line_search->Search(1.0, cost, gradient.dot(*delta), &line_search_summary);
- solver_summary_->num_line_search_steps += line_search_summary.num_iterations;
- solver_summary_->line_search_cost_evaluation_time_in_seconds +=
- line_search_summary.cost_evaluation_time_in_seconds;
- solver_summary_->line_search_gradient_evaluation_time_in_seconds +=
- line_search_summary.gradient_evaluation_time_in_seconds;
- solver_summary_->line_search_polynomial_minimization_time_in_seconds +=
- line_search_summary.polynomial_minimization_time_in_seconds;
- solver_summary_->line_search_total_time_in_seconds +=
- line_search_summary.total_time_in_seconds;
- if (line_search_summary.success) {
- *delta *= line_search_summary.optimal_point.x;
- }
- }
- bool TrustRegionMinimizer::MaxSolverTimeReached() {
- const double total_solver_time =
- WallTimeInSeconds() - start_time_in_secs_ +
- solver_summary_->preprocessor_time_in_seconds;
- if (total_solver_time < options_.max_solver_time_in_seconds) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Maximum solver time reached. "
- "Total solver time: %e >= %e.",
- total_solver_time,
- options_.max_solver_time_in_seconds);
- solver_summary_->termination_type = NO_CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- bool TrustRegionMinimizer::MaxSolverIterationsReached() {
- if (iteration_summary_.iteration < options_.max_num_iterations) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Maximum number of iterations reached. "
- "Number of iterations: %d.",
- iteration_summary_.iteration);
- solver_summary_->termination_type = NO_CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- bool TrustRegionMinimizer::GradientToleranceReached() {
- if (!iteration_summary_.step_is_successful ||
- iteration_summary_.gradient_max_norm > options_.gradient_tolerance) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Gradient tolerance reached. "
- "Gradient max norm: %e <= %e",
- iteration_summary_.gradient_max_norm,
- options_.gradient_tolerance);
- solver_summary_->termination_type = CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- bool TrustRegionMinimizer::MinTrustRegionRadiusReached() {
- if (iteration_summary_.trust_region_radius >
- options_.min_trust_region_radius) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Minimum trust region radius reached. "
- "Trust region radius: %e <= %e",
- iteration_summary_.trust_region_radius,
- options_.min_trust_region_radius);
- solver_summary_->termination_type = CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- bool TrustRegionMinimizer::ParameterToleranceReached() {
- const double x_norm = x_.norm();
-
- iteration_summary_.step_norm = (x_ - candidate_x_).norm();
- const double step_size_tolerance =
- options_.parameter_tolerance * (x_norm + options_.parameter_tolerance);
- if (iteration_summary_.step_norm > step_size_tolerance) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Parameter tolerance reached. "
- "Relative step_norm: %e <= %e.",
- (iteration_summary_.step_norm / (x_norm + options_.parameter_tolerance)),
- options_.parameter_tolerance);
- solver_summary_->termination_type = CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- bool TrustRegionMinimizer::FunctionToleranceReached() {
- iteration_summary_.cost_change = x_cost_ - candidate_cost_;
- const double absolute_function_tolerance =
- options_.function_tolerance * x_cost_;
- if (fabs(iteration_summary_.cost_change) > absolute_function_tolerance) {
- return false;
- }
- solver_summary_->message = StringPrintf(
- "Function tolerance reached. "
- "|cost_change|/cost: %e <= %e",
- fabs(iteration_summary_.cost_change) / x_cost_,
- options_.function_tolerance);
- solver_summary_->termination_type = CONVERGENCE;
- if (is_not_silent_) {
- VLOG(1) << "Terminating: " << solver_summary_->message;
- }
- return true;
- }
- void TrustRegionMinimizer::ComputeCandidatePointAndEvaluateCost() {
- if (!evaluator_->Plus(x_.data(), delta_.data(), candidate_x_.data())) {
- if (is_not_silent_) {
- LOG(WARNING) << "x_plus_delta = Plus(x, delta) failed. "
- << "Treating it as a step with infinite cost";
- }
- candidate_cost_ = std::numeric_limits<double>::max();
- return;
- }
- if (!evaluator_->Evaluate(
- candidate_x_.data(), &candidate_cost_, nullptr, nullptr, nullptr)) {
- if (is_not_silent_) {
- LOG(WARNING) << "Step failed to evaluate. "
- << "Treating it as a step with infinite cost";
- }
- candidate_cost_ = std::numeric_limits<double>::max();
- }
- }
- bool TrustRegionMinimizer::IsStepSuccessful() {
- iteration_summary_.relative_decrease =
- step_evaluator_->StepQuality(candidate_cost_, model_cost_change_);
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
- return (inner_iterations_were_useful_ ||
- iteration_summary_.relative_decrease >
- options_.min_relative_decrease);
- }
- bool TrustRegionMinimizer::HandleSuccessfulStep() {
- x_ = candidate_x_;
-
-
- if (!EvaluateGradientAndJacobian(false)) {
- return false;
- }
- iteration_summary_.step_is_successful = true;
- strategy_->StepAccepted(iteration_summary_.relative_decrease);
- step_evaluator_->StepAccepted(candidate_cost_, model_cost_change_);
- return true;
- }
- }
|