New Trust region loop.
1. New TrustRegionMinimizer and basic tests for it.
2. New TrustRegionStrategy interface.
3. New LevenbergMarquardtStrategy and tests for it.
4. Updates to SolverImpl to reflect this.
5. Changes to Solver::Options and IterationSummary related to this.
6. Deleted levenberg_marquardt.cc/h/_test.cc
Change-Id: I6c1d1a7c774f014856f9f26263a830aa886e1400
diff --git a/include/ceres/iteration_callback.h b/include/ceres/iteration_callback.h
index 88da992..6d7720c 100644
--- a/include/ceres/iteration_callback.h
+++ b/include/ceres/iteration_callback.h
@@ -28,8 +28,9 @@
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
//
-// When an iteration callback is specified, Ceres calls the callback after each
-// optimizer step and pass it an IterationSummary object, defined below.
+// When an iteration callback is specified, Ceres calls the callback
+// after each minimizer step (if the minimizer has not converged) and
+// passes it an IterationSummary object, defined below.
#ifndef CERES_PUBLIC_ITERATION_CALLBACK_H_
#define CERES_PUBLIC_ITERATION_CALLBACK_H_
@@ -44,7 +45,15 @@
// Current iteration number.
int32 iteration;
+ // Step was numerically valid, i.e., all values are finite and the
+ // step reduces the value of the linearized model.
+ //
+ // Note: step_is_valid is false when iteration = 0.
+ bool step_is_valid;
+
// Whether or not the algorithm made progress in this iteration.
+ //
+ // Note: step_is_successful is false when iteration = 0.
bool step_is_successful;
// Value of the objective function.
@@ -66,9 +75,10 @@
// cost and the change in the cost of the linearized approximation.
double relative_decrease;
- // Value of the regularization parameter for Levenberg-Marquardt
- // algorithm at the end of the current iteration.
- double mu;
+ // Size of the trust region at the end of the current iteration. For
+ // the Levenberg-Marquardt algorithm, the regularization parameter
+ // mu = 1.0 / trust_region_radius.
+ double trust_region_radius;
// For the inexact step Levenberg-Marquardt algorithm, this is the
// relative accuracy with which the Newton(LM) step is solved. This
@@ -81,13 +91,15 @@
// Newton step.
int linear_solver_iterations;
- // TODO(sameeragarwal): Change to use a higher precision timer using
- // clock_gettime.
- // Time (in seconds) spent inside the linear least squares solver.
+ // TODO(sameeragarwal): Change the following two to use a higher
+ // precision timer using clock_gettime.
+ //
+ // Time (in seconds) spent inside the minimizer loop in the current
+ // iteration.
int iteration_time_sec;
- // Time (in seconds) spent inside the linear least squares solver.
- int linear_solver_time_sec;
+ // Time (in seconds) spent inside the trust region step solver.
+ int step_solver_time_sec;
};
// Interface for specifying callbacks that are executed at the end of
@@ -133,7 +145,7 @@
// summary.gradient_max_norm,
// summary.step_norm,
// summary.relative_decrease,
-// summary.mu,
+// summary.trust_region_radius,
// summary.eta,
// summary.linear_solver_iterations);
// if (log_to_stdout_) {
