A complete refactoring of TrustRegionMinimizer.
1. Break up the monolithic loop in TrustRegionMinimizer::Minimize
into a number of more easily described and analyzed subfunctions.
2. Break out the logic for evaluating the quality of a Trust Region
step into its own object - TrustRegionStepEvaluator.
Change-Id: I08580ecac074cfd74c096cb8e4880cbda3d48296
diff --git a/internal/ceres/trust_region_minimizer.h b/internal/ceres/trust_region_minimizer.h
index ed52c26..ac4a6ed 100644
--- a/internal/ceres/trust_region_minimizer.h
+++ b/internal/ceres/trust_region_minimizer.h
@@ -1,5 +1,5 @@
// Ceres Solver - A fast non-linear least squares minimizer
-// Copyright 2015 Google Inc. All rights reserved.
+// Copyright 2016 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// Redistribution and use in source and binary forms, with or without
@@ -31,35 +31,106 @@
#ifndef CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
#define CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
+#include "ceres/internal/eigen.h"
+#include "ceres/internal/scoped_ptr.h"
#include "ceres/minimizer.h"
#include "ceres/solver.h"
+#include "ceres/sparse_matrix.h"
+#include "ceres/trust_region_step_evaluator.h"
+#include "ceres/trust_region_strategy.h"
#include "ceres/types.h"
namespace ceres {
namespace internal {
-// Generic trust region minimization algorithm. The heavy lifting is
-// done by a TrustRegionStrategy object passed in as part of options.
+// Generic trust region minimization algorithm.
//
// For example usage, see SolverImpl::Minimize.
class TrustRegionMinimizer : public Minimizer {
public:
- ~TrustRegionMinimizer() {}
+ ~TrustRegionMinimizer();
+
+ // This method is not thread safe.
virtual void Minimize(const Minimizer::Options& options,
double* parameters,
- Solver::Summary* summary);
+ Solver::Summary* solver_summary);
private:
- void Init(const Minimizer::Options& options);
- void EstimateScale(const SparseMatrix& jacobian, double* scale) const;
- bool MaybeDumpLinearLeastSquaresProblem(const int iteration,
- const SparseMatrix* jacobian,
- const double* residuals,
- const double* step) const;
+ void Init(const Minimizer::Options& options,
+ double* parameters,
+ Solver::Summary* solver_summary);
+ bool IterationZero();
+ bool FinalizeIterationAndCheckIfMinimizerCanContinue();
+ bool ComputeTrustRegionStep();
+
+ bool EvaluateGradientAndJacobian();
+ void ComputeCandidatePointAndEvaluateCost();
+
+ void DoLineSearch(const Vector& x,
+ const Vector& gradient,
+ const double cost,
+ Vector* delta);
+ void DoInnerIterationsIfNeeded();
+
+ bool ParameterToleranceReached();
+ bool FunctionToleranceReached();
+ bool GradientToleranceReached();
+ bool MaxSolverTimeReached();
+ bool MaxSolverIterationsReached();
+ bool MinTrustRegionRadiusReached();
+
+ bool IsStepSuccessful();
+ void HandleUnsuccessfulStep();
+ bool HandleSuccessfulStep();
+ bool HandleInvalidStep();
Minimizer::Options options_;
+
+ // These pointers are shortcuts to objects passed to the
+ // TrustRegionMinimizer. The TrustRegionMinimizer does not own them.
+ double* parameters_;
+ Solver::Summary* solver_summary_;
+ Evaluator* evaluator_;
+ SparseMatrix* jacobian_;
+ TrustRegionStrategy* strategy_;
+
+ scoped_ptr<TrustRegionStepEvaluator> step_evaluator_;
+
+ bool is_not_silent_;
+ bool inner_iterations_are_enabled_;
+ bool inner_iterations_were_useful_;
+
+ // Summary of the current iteration.
+ IterationSummary iteration_summary_;
+
+ int num_parameters_;
+ int num_effective_parameters_;
+ int num_residuals_;
+
+ Vector delta_;
+ Vector gradient_;
+ Vector inner_iteration_x_;
+ Vector model_residuals_;
+ Vector negative_gradient_;
+ Vector projected_gradient_step_;
+ Vector residuals_;
+ Vector trust_region_step_;
+ Vector x_;
+ Vector candidate_x_;
+ Vector jacobian_scaling_;
+
+ double x_norm_;
+ double x_cost_;
+ double minimum_cost_;
+ double model_cost_change_;
+ double candidate_cost_;
+
+ double start_time_;
+ double iteration_start_time_;
+ int num_consecutive_invalid_steps_;
};
} // namespace internal
} // namespace ceres
+
#endif // CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
