An implementation of Ruhe & Wedin's Algorithm II.
A non-linear generalization of Ruhe & Wedin's algorithm
for separable non-linear least squares problem. It is implemented
as coordinate descent on an independent subset of the parameter
blocks at the end of every successful Newton step. The resulting
algorithm has much improved convergence at the cost of some
execution time.
Change-Id: I8fdc5edbd0ba1e702c9658b98041b2c2ae705402
diff --git a/internal/ceres/minimizer.h b/internal/ceres/minimizer.h
index 667d80a..22c10f0 100644
--- a/internal/ceres/minimizer.h
+++ b/internal/ceres/minimizer.h
@@ -59,6 +59,7 @@
}
void Init(const Solver::Options& options) {
+ num_threads = options.num_threads;
max_num_iterations = options.max_num_iterations;
max_solver_time_in_seconds = options.max_solver_time_in_seconds;
max_step_solver_retries = 5;
@@ -81,6 +82,7 @@
trust_region_strategy = NULL;
jacobian = NULL;
callbacks = options.callbacks;
+ inner_iteration_minimizer = NULL;
}
int max_num_iterations;
@@ -91,6 +93,7 @@
// mu at each retry. This leads to stronger and stronger
// regularization making the linear least squares problem better
// conditioned at each retry.
+ int num_threads;
int max_step_solver_retries;
double gradient_tolerance;
double parameter_tolerance;
@@ -126,6 +129,8 @@
// and will remain constant for the life time of the
// optimization. The Options struct does not own this pointer.
SparseMatrix* jacobian;
+
+ Minimizer* inner_iteration_minimizer;
};
virtual ~Minimizer() {}
