TrustRegionMinimier tests for Dogleg strategy.
Also a fix for a minor segfault in trust_region_minimizer.cc
which was discovered while writing this test.
Change-Id: I50353d0292fd37495bf73de3824c430912ef221d
diff --git a/internal/ceres/trust_region_minimizer.cc b/internal/ceres/trust_region_minimizer.cc
index dd4a8a7..4d0c91e 100644
--- a/internal/ceres/trust_region_minimizer.cc
+++ b/internal/ceres/trust_region_minimizer.cc
@@ -196,15 +196,18 @@
scale.setOnes();
}
- const double absolute_gradient_tolerance =
- options_.gradient_tolerance *
+ // The initial gradient max_norm is bounded from below so that we do
+ // not divide by zero.
+ const double gradient_max_norm_0 =
max(iteration_summary.gradient_max_norm, kEpsilon);
+ const double absolute_gradient_tolerance =
+ options_.gradient_tolerance * gradient_max_norm_0;
+
if (iteration_summary.gradient_max_norm <= absolute_gradient_tolerance) {
summary->termination_type = GRADIENT_TOLERANCE;
VLOG(1) << "Terminating: Gradient tolerance reached."
<< "Relative gradient max norm: "
- << iteration_summary.gradient_max_norm /
- summary->iterations[0].gradient_max_norm
+ << iteration_summary.gradient_max_norm / gradient_max_norm_0
<< " <= " << options_.gradient_tolerance;
return;
}
@@ -406,8 +409,7 @@
summary->termination_type = GRADIENT_TOLERANCE;
VLOG(1) << "Terminating: Gradient tolerance reached."
<< "Relative gradient max norm: "
- << iteration_summary.gradient_max_norm /
- summary->iterations[0].gradient_max_norm
+ << iteration_summary.gradient_max_norm / gradient_max_norm_0
<< " <= " << options_.gradient_tolerance;
return;
}
diff --git a/internal/ceres/trust_region_minimizer_test.cc b/internal/ceres/trust_region_minimizer_test.cc
index b4ef601..d87c963 100644
--- a/internal/ceres/trust_region_minimizer_test.cc
+++ b/internal/ceres/trust_region_minimizer_test.cc
@@ -38,10 +38,10 @@
#include "ceres/dense_sparse_matrix.h"
#include "ceres/evaluator.h"
#include "ceres/internal/port.h"
-#include "ceres/levenberg_marquardt_strategy.h"
#include "ceres/linear_solver.h"
#include "ceres/minimizer.h"
#include "ceres/trust_region_minimizer.h"
+#include "ceres/trust_region_strategy.h"
#include "gtest/gtest.h"
namespace ceres {
@@ -52,7 +52,7 @@
// active. This is equivalent to constructing a problem and using the
// SubsetLocalParameterization. This allows us to test the support for
// the Evaluator::Plus operation besides checking for the basic
-// performance of the LevenbergMarquardt algorithm.
+// performance of the trust region algorithm.
template <bool col1, bool col2, bool col3, bool col4>
class PowellEvaluator2 : public Evaluator {
public:
@@ -183,7 +183,7 @@
// Templated function to hold a subset of the columns fixed and check
// if the solver converges to the optimal values or not.
template<bool col1, bool col2, bool col3, bool col4>
-void IsLevenbergMarquardtSolveSuccessful() {
+void IsTrustRegionSolveSuccessful(TrustRegionStrategyType strategy_type) {
Solver::Options solver_options;
LinearSolver::Options linear_solver_options;
DenseQRSolver linear_solver(linear_solver_options);
@@ -208,6 +208,7 @@
minimizer_options.jacobian = jacobian.get();
TrustRegionStrategy::Options trust_region_strategy_options;
+ trust_region_strategy_options.trust_region_strategy_type = strategy_type;
trust_region_strategy_options.linear_solver = &linear_solver;
trust_region_strategy_options.initial_radius = 1e4;
trust_region_strategy_options.max_radius = 1e20;
@@ -228,7 +229,7 @@
EXPECT_NEAR(0.0, parameters[3], 0.001);
};
-TEST(TrustRegionMinimizer, PowellsSingularFunction) {
+TEST(TrustRegionMinimizer, PowellsSingularFunctionUsingLevenbergMarquardt) {
// This case is excluded because this has a local minimum and does
// not find the optimum. This should not affect the correctness of
// this test since we are testing all the other 14 combinations of
@@ -236,20 +237,43 @@
//
// IsSolveSuccessful<true, true, false, true>();
- IsLevenbergMarquardtSolveSuccessful<true, true, true, true>();
- IsLevenbergMarquardtSolveSuccessful<true, true, true, false>();
- IsLevenbergMarquardtSolveSuccessful<true, false, true, true>();
- IsLevenbergMarquardtSolveSuccessful<false, true, true, true>();
- IsLevenbergMarquardtSolveSuccessful<true, true, false, false>();
- IsLevenbergMarquardtSolveSuccessful<true, false, true, false>();
- IsLevenbergMarquardtSolveSuccessful<false, true, true, false>();
- IsLevenbergMarquardtSolveSuccessful<true, false, false, true>();
- IsLevenbergMarquardtSolveSuccessful<false, true, false, true>();
- IsLevenbergMarquardtSolveSuccessful<false, false, true, true>();
- IsLevenbergMarquardtSolveSuccessful<true, false, false, false>();
- IsLevenbergMarquardtSolveSuccessful<false, true, false, false>();
- IsLevenbergMarquardtSolveSuccessful<false, false, true, false>();
- IsLevenbergMarquardtSolveSuccessful<false, false, false, true>();
+ const TrustRegionStrategyType kStrategy = LEVENBERG_MARQUARDT;
+ IsTrustRegionSolveSuccessful<true, true, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<true, true, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<true, true, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, false, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, false, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, false, true >(kStrategy);
+}
+
+TEST(TrustRegionMinimizer, PowellsSingularFunctionUsingDogleg) {
+ // The following two cases are excluded because they encounter a local minimum.
+ //
+ // IsTrustRegionSolveSuccessful<true, true, false, true >(kStrategy);
+ // IsTrustRegionSolveSuccessful<true, true, true, true >(kStrategy);
+
+ const TrustRegionStrategyType kStrategy = DOGLEG;
+ IsTrustRegionSolveSuccessful<true, true, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<true, true, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, false, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, false, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, true, true >(kStrategy);
+ IsTrustRegionSolveSuccessful<true, false, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, true, false, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, true, false>(kStrategy);
+ IsTrustRegionSolveSuccessful<false, false, false, true >(kStrategy);
}
} // namespace internal
