commit a8f87d79432d36df66dc2feffc36a85dbe994457
author Sameer Agarwal <sameeragarwal@google.com> Wed Aug 08 10:38:31 2012 -0700
committer Sameer Agarwal <sameeragarwal@google.com> Fri Aug 10 11:09:12 2012 -0700
tree 47cf2e975823e3ea5d7cf59c1b4cdf1d5647035c
parent 82b689a5fd270ed4806cc495b92678006fa7cd04

Non-monotonic trust region algorithm.

Non-monotonic trust region algorithm based on the work of Phil Toint, as
described in

Non-monotone trust region algorithms for nonlinear
optimization subject to convex constraints.
Philippe L. Toint
Mathematical Programming 77 (1997), 69-94.

Change-Id: I199ecc644e8d1a8cb43666052aef66fb93e15569

internal/ceres/minimizer.h

diff --git a/internal/ceres/minimizer.h b/internal/ceres/minimizer.h
index 70b530f..28b76ce 100644
--- a/internal/ceres/minimizer.h
+++ b/internal/ceres/minimizer.h
@@ -68,6 +68,9 @@
       min_relative_decrease = options.min_relative_decrease;
       eta = options.eta;
       jacobi_scaling = options.jacobi_scaling;
+      use_nonmonotonic_steps = options.use_nonmonotonic_steps;
+      max_consecutive_nonmonotonic_steps =
+          options.max_consecutive_nonmonotonic_steps;
       lsqp_dump_directory = options.lsqp_dump_directory;
       lsqp_iterations_to_dump = options.lsqp_iterations_to_dump;
       lsqp_dump_format_type = options.lsqp_dump_format_type;
@@ -96,6 +99,8 @@
     double min_relative_decrease;
     double eta;
     bool jacobi_scaling;
+    bool use_nonmonotonic_steps;
+    bool max_consecutive_nonmonotonic_steps;
     vector<int> lsqp_iterations_to_dump;
     DumpFormatType lsqp_dump_format_type;
     string lsqp_dump_directory;