internal/ceres/gradient_problem_solver.cc - ceres-solver - Git at Google

 // Ceres Solver - A fast non-linear least squares minimizer
 // Copyright 2015 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 "ceres/callbacks.h"
 #include "ceres/gradient_problem.h"
 #include "ceres/gradient_problem_evaluator.h"
 #include "ceres/internal/eigen.h"
 #include "ceres/internal/port.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::StringPrintf;
 using internal::StringAppendF;
 using std::string;

 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() {
 }

 void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options,
                                   const GradientProblem& problem,
                                   double* parameters_ptr,
                                   GradientProblemSolver::Summary* summary) {
   using internal::scoped_ptr;
   using internal::WallTimeInSeconds;
   using internal::Minimizer;
   using internal::GradientProblemEvaluator;
   using internal::LoggingCallback;
   using internal::SetSummaryFinalCost;

   double start_time = WallTimeInSeconds();

   *CHECK_NOTNULL(summary) = Summary();
   summary->num_parameters                    = problem.NumParameters();
   summary->num_local_parameters              = problem.NumLocalParameters();
   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

   // Check validity
   if (!options.IsValid(&summary->message)) {
     LOG(ERROR) << "Terminating: " << summary->message;
     return;
   }

   // 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.reset(new GradientProblemEvaluator(problem));

   scoped_ptr<IterationCallback> logging_callback;
   if (options.logging_type != SILENT) {
     logging_callback.reset(
         new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout));
     minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
                                        logging_callback.get());
   }

   scoped_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH));
   Vector solution(problem.NumParameters());
   VectorRef parameters(parameters_ptr, problem.NumParameters());
   solution = parameters;

   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);

   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;
   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<string, double>& evaluator_time_statistics =
        minimizer_options.evaluator->TimeStatistics();
   summary->cost_evaluation_time_in_seconds =
       FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0);
   summary->gradient_evaluation_time_in_seconds =
       FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0);

   summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
 }

 // Invalid values for most fields, to ensure that we are not
 // accidentally reporting default values.
 GradientProblemSolver::Summary::Summary()
     : termination_type(FAILURE),
       message("ceres::GradientProblemSolve was not called."),
       initial_cost(-1.0),
       final_cost(-1.0),
       total_time_in_seconds(-1.0),
       cost_evaluation_time_in_seconds(-1.0),
       gradient_evaluation_time_in_seconds(-1.0),
       line_search_polynomial_minimization_time_in_seconds(-1.0),
       num_parameters(-1),
       num_local_parameters(-1),
       line_search_direction_type(LBFGS),
       line_search_type(ARMIJO),
       line_search_interpolation_type(BISECTION),
       nonlinear_conjugate_gradient_type(FLETCHER_REEVES),
       max_lbfgs_rank(-1) {
 }

 bool GradientProblemSolver::Summary::IsSolutionUsable() const {
   return internal::IsSolutionUsable(*this);
 }

 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));
 }

 string GradientProblemSolver::Summary::FullReport() const {
   using internal::VersionString;

   string report = string("\nSolver Summary (v " + VersionString() + ")\n\n");

   StringAppendF(&report, "Parameters          % 25d\n", num_parameters);
   if (num_local_parameters != num_parameters) {
     StringAppendF(&report, "Local parameters    % 25d\n",
                   num_local_parameters);
   }

   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 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     %23.4f\n",
                 cost_evaluation_time_in_seconds);
   StringAppendF(&report, "  Gradient evaluation %23.4f\n",
                 gradient_evaluation_time_in_seconds);
   StringAppendF(&report, "  Polynomial minimization   %17.4f\n",
                 line_search_polynomial_minimization_time_in_seconds);

   StringAppendF(&report, "Total               %25.4f\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
	// Ceres Solver - A fast non-linear least squares minimizer
	// Copyright 2015 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 "ceres/callbacks.h"
	#include "ceres/gradient_problem.h"
	#include "ceres/gradient_problem_evaluator.h"
	#include "ceres/internal/eigen.h"
	#include "ceres/internal/port.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::StringPrintf;
	using internal::StringAppendF;
	using std::string;

	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() {
	}

	void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options,
	const GradientProblem& problem,
	double* parameters_ptr,
	GradientProblemSolver::Summary* summary) {
	using internal::scoped_ptr;
	using internal::WallTimeInSeconds;
	using internal::Minimizer;
	using internal::GradientProblemEvaluator;
	using internal::LoggingCallback;
	using internal::SetSummaryFinalCost;

	double start_time = WallTimeInSeconds();

	*CHECK_NOTNULL(summary) = Summary();
	summary->num_parameters = problem.NumParameters();
	summary->num_local_parameters = problem.NumLocalParameters();
	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

	// Check validity
	if (!options.IsValid(&summary->message)) {
	LOG(ERROR) << "Terminating: " << summary->message;
	return;
	}

	// 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.reset(new GradientProblemEvaluator(problem));

	scoped_ptr<IterationCallback> logging_callback;
	if (options.logging_type != SILENT) {
	logging_callback.reset(
	new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout));
	minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
	logging_callback.get());
	}

	scoped_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH));
	Vector solution(problem.NumParameters());
	VectorRef parameters(parameters_ptr, problem.NumParameters());
	solution = parameters;

	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);

	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;
	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<string, double>& evaluator_time_statistics =
	minimizer_options.evaluator->TimeStatistics();
	summary->cost_evaluation_time_in_seconds =
	FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0);
	summary->gradient_evaluation_time_in_seconds =
	FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0);

	summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
	}

	// Invalid values for most fields, to ensure that we are not
	// accidentally reporting default values.
	GradientProblemSolver::Summary::Summary()
	: termination_type(FAILURE),
	message("ceres::GradientProblemSolve was not called."),
	initial_cost(-1.0),
	final_cost(-1.0),
	total_time_in_seconds(-1.0),
	cost_evaluation_time_in_seconds(-1.0),
	gradient_evaluation_time_in_seconds(-1.0),
	line_search_polynomial_minimization_time_in_seconds(-1.0),
	num_parameters(-1),
	num_local_parameters(-1),
	line_search_direction_type(LBFGS),
	line_search_type(ARMIJO),
	line_search_interpolation_type(BISECTION),
	nonlinear_conjugate_gradient_type(FLETCHER_REEVES),
	max_lbfgs_rank(-1) {
	}

	bool GradientProblemSolver::Summary::IsSolutionUsable() const {
	return internal::IsSolutionUsable(*this);
	}

	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));
	}

	string GradientProblemSolver::Summary::FullReport() const {
	using internal::VersionString;

	string report = string("\nSolver Summary (v " + VersionString() + ")\n\n");

	StringAppendF(&report, "Parameters % 25d\n", num_parameters);
	if (num_local_parameters != num_parameters) {
	StringAppendF(&report, "Local parameters % 25d\n",
	num_local_parameters);
	}

	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 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 %23.4f\n",
	cost_evaluation_time_in_seconds);
	StringAppendF(&report, " Gradient evaluation %23.4f\n",
	gradient_evaluation_time_in_seconds);
	StringAppendF(&report, " Polynomial minimization %17.4f\n",
	line_search_polynomial_minimization_time_in_seconds);

	StringAppendF(&report, "Total %25.4f\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