Preprocessor for the LineSearchMinimizer.
Change-Id: Ieb5dfe1c0b96ef323c1130edd0c3a8a8b2c644cc
diff --git a/internal/ceres/CMakeLists.txt b/internal/ceres/CMakeLists.txt
index 5e1fe0f..227f091 100644
--- a/internal/ceres/CMakeLists.txt
+++ b/internal/ceres/CMakeLists.txt
@@ -72,6 +72,7 @@
line_search.cc
line_search_direction.cc
line_search_minimizer.cc
+ line_search_preprocessor.cc
linear_least_squares_problems.cc
linear_operator.cc
linear_solver.cc
@@ -258,6 +259,7 @@
CERES_TEST(jet)
CERES_TEST(levenberg_marquardt_strategy)
CERES_TEST(dogleg_strategy)
+ CERES_TEST(line_search_preprocessor)
CERES_TEST(local_parameterization)
CERES_TEST(loss_function)
CERES_TEST(minimizer)
diff --git a/internal/ceres/line_search_preprocessor.cc b/internal/ceres/line_search_preprocessor.cc
new file mode 100644
index 0000000..bf17dee
--- /dev/null
+++ b/internal/ceres/line_search_preprocessor.cc
@@ -0,0 +1,106 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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/line_search_preprocessor.h"
+
+#include <numeric>
+#include <string>
+#include "ceres/evaluator.h"
+#include "ceres/minimizer.h"
+#include "ceres/problem_impl.h"
+#include "ceres/program.h"
+#include "ceres/wall_time.h"
+
+namespace ceres {
+namespace internal {
+namespace {
+
+bool IsProgramValid(const Program& program, string* error) {
+ if (program.IsBoundsConstrained()) {
+ *error = "LINE_SEARCH Minimizer does not support bounds.";
+ return false;
+ }
+ return program.ParameterBlocksAreFinite(error);
+}
+
+bool SetupEvaluator(PreprocessedProblem* pp) {
+ pp->evaluator_options = Evaluator::Options();
+ // This ensures that we get a Block Jacobian Evaluator without any
+ // requirement on orderings.
+ pp->evaluator_options.linear_solver_type = CGNR;
+ pp->evaluator_options.num_eliminate_blocks = 0;
+ pp->evaluator_options.num_threads = pp->options.num_threads;
+ pp->evaluator.reset(Evaluator::Create(pp->evaluator_options,
+ pp->reduced_program.get(),
+ &pp->error));
+ return (pp->evaluator.get() != NULL);
+}
+
+} // namespace
+
+LineSearchPreprocessor::~LineSearchPreprocessor() {
+}
+
+bool LineSearchPreprocessor::Preprocess(const Solver::Options& options,
+ ProblemImpl* problem,
+ PreprocessedProblem* pp) {
+ CHECK_NOTNULL(pp);
+ pp->options = options;
+ ChangeNumThreadsIfNeeded(&pp->options);
+
+ pp->problem = problem;
+ Program* program = problem->mutable_program();
+ if (!IsProgramValid(*program, &pp->error)) {
+ return false;
+ }
+
+ pp->reduced_program.reset(
+ program->CreateReducedProgram(&pp->removed_parameter_blocks,
+ &pp->fixed_cost,
+ &pp->error));
+
+ if (pp->reduced_program.get() == NULL) {
+ return false;
+ }
+
+ if (pp->reduced_program->NumParameterBlocks() == 0) {
+ return true;
+ }
+
+ if (!SetupEvaluator(pp)) {
+ return false;
+ }
+
+ SetupCommonMinimizerOptions(pp);
+ return true;
+}
+
+} // namespace internal
+} // namespace ceres
diff --git a/internal/ceres/line_search_preprocessor.h b/internal/ceres/line_search_preprocessor.h
new file mode 100644
index 0000000..54b968b
--- /dev/null
+++ b/internal/ceres/line_search_preprocessor.h
@@ -0,0 +1,50 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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: sameragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
+#define CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
+
+#include "ceres/preprocessor.h"
+
+namespace ceres {
+namespace internal {
+
+class LineSearchPreprocessor : public Preprocessor {
+ public:
+ virtual ~LineSearchPreprocessor();
+ virtual bool Preprocess(const Solver::Options& options,
+ ProblemImpl* problem,
+ PreprocessedProblem* preprocessed_problem);
+};
+
+} // namespace internal
+} // namespace ceres
+
+#endif // CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
diff --git a/internal/ceres/line_search_preprocessor_test.cc b/internal/ceres/line_search_preprocessor_test.cc
new file mode 100644
index 0000000..211ceef
--- /dev/null
+++ b/internal/ceres/line_search_preprocessor_test.cc
@@ -0,0 +1,136 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// 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 <map>
+
+#include "ceres/problem_impl.h"
+#include "ceres/sized_cost_function.h"
+#include "ceres/solver.h"
+#include "ceres/line_search_preprocessor.h"
+#include "gtest/gtest.h"
+
+namespace ceres {
+namespace internal {
+
+TEST(LineSearchPreprocessor, ZeroProblem) {
+ ProblemImpl problem;
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, ProblemWithInvalidParameterBlock) {
+ ProblemImpl problem;
+ double x = 1.0/0.0;
+ problem.AddParameterBlock(&x, 1);
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, ParameterBlockHasBounds) {
+ ProblemImpl problem;
+ double x = 1.0;
+ problem.AddParameterBlock(&x, 1);
+ problem.SetParameterUpperBound(&x, 0, 1.0);
+ problem.SetParameterLowerBound(&x, 0, 2.0);
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+class FailingCostFunction : public SizedCostFunction<1, 1> {
+ public:
+ bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ return false;
+ }
+};
+
+TEST(LineSearchPreprocessor, RemoveParameterBlocksFailed) {
+ ProblemImpl problem;
+ double x = 3.0;
+ problem.AddResidualBlock(new FailingCostFunction, NULL, &x);
+ problem.SetParameterBlockConstant(&x);
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, RemoveParameterBlocksSucceeds) {
+ ProblemImpl problem;
+ double x = 3.0;
+ problem.AddParameterBlock(&x, 1);
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+template<int kNumResiduals, int N1 = 0, int N2 = 0, int N3 = 0>
+class DummyCostFunction : public SizedCostFunction<kNumResiduals, N1, N2, N3> {
+ public:
+ bool Evaluate(double const* const* parameters,
+ double* residuals,
+ double** jacobians) const {
+ return true;
+ }
+};
+
+TEST(LineSearchPreprocessor, NormalOperation) {
+ ProblemImpl problem;
+ double x = 1.0;
+ double y = 1.0;
+ double z = 1.0;
+ problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &x, &y);
+ problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &y, &z);
+
+ Solver::Options options;
+ options.minimizer_type = LINE_SEARCH;
+
+ LineSearchPreprocessor preprocessor;
+ PreprocessedProblem pp;
+ EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+ EXPECT_EQ(pp.evaluator_options.linear_solver_type, CGNR);
+ EXPECT_TRUE(pp.evaluator.get() != NULL);
+}
+
+} // namespace internal
+} // namespace ceres
diff --git a/internal/ceres/preprocessor.cc b/internal/ceres/preprocessor.cc
index a572d2b..318c5e2 100644
--- a/internal/ceres/preprocessor.cc
+++ b/internal/ceres/preprocessor.cc
@@ -30,6 +30,7 @@
#include "ceres/callbacks.h"
#include "ceres/gradient_checking_cost_function.h"
+#include "ceres/line_search_preprocessor.h"
#include "ceres/preprocessor.h"
#include "ceres/problem_impl.h"
#include "ceres/solver.h"
@@ -43,8 +44,9 @@
return new TrustRegionPreprocessor;
}
- // TODO(sameeragarwal): Add the LineSearchPreprocessor when it is
- // ready.
+ if (minimizer_type == LINE_SEARCH) {
+ return new LineSearchPreprocessor;
+ }
LOG(FATAL) << "Unknown minimizer_type: " << minimizer_type;
return NULL;
