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/internal/ceres/minimizer.h b/internal/ceres/minimizer.h
index 19b0344..eeda298 100644
--- a/internal/ceres/minimizer.h
+++ b/internal/ceres/minimizer.h
@@ -40,6 +40,8 @@
class Evaluator;
class LinearSolver;
+class SparseMatrix;
+class TrustRegionStrategy;
// Interface for non-linear least squares solvers.
class Minimizer {
@@ -48,55 +50,87 @@
// see solver.h for detailed information about the meaning and
// default values of each of these parameters.
struct Options {
+ Options() {
+ Init(Solver::Options());
+ }
+
explicit Options(const Solver::Options& options) {
+ Init(options);
+ }
+
+ void Init(const Solver::Options& options) {
max_num_iterations = options.max_num_iterations;
max_solver_time_sec = options.max_solver_time_sec;
+ max_step_solver_retries = 5;
gradient_tolerance = options.gradient_tolerance;
parameter_tolerance = options.parameter_tolerance;
function_tolerance = options.function_tolerance;
min_relative_decrease = options.min_relative_decrease;
eta = options.eta;
- tau = options.tau;
- min_mu = options.min_mu;
jacobi_scaling = options.jacobi_scaling;
- crash_and_dump_lsqp_on_failure = options.crash_and_dump_lsqp_on_failure;
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;
num_eliminate_blocks = options.num_eliminate_blocks;
- logging_type = options.logging_type;
+ max_num_consecutive_invalid_steps =
+ options.max_num_consecutive_invalid_steps;
+ min_trust_region_radius = options.min_trust_region_radius;
+ evaluator = NULL;
+ trust_region_strategy = NULL;
+ jacobian = NULL;
}
int max_num_iterations;
int max_solver_time_sec;
+
+ // Number of times the linear solver should be retried in case of
+ // numerical failure. The retries are done by exponentially scaling up
+ // mu at each retry. This leads to stronger and stronger
+ // regularization making the linear least squares problem better
+ // conditioned at each retry.
+ int max_step_solver_retries;
double gradient_tolerance;
double parameter_tolerance;
double function_tolerance;
double min_relative_decrease;
double eta;
- double tau;
- double min_mu;
bool jacobi_scaling;
- bool crash_and_dump_lsqp_on_failure;
vector<int> lsqp_iterations_to_dump;
DumpFormatType lsqp_dump_format_type;
string lsqp_dump_directory;
int num_eliminate_blocks;
- LoggingType logging_type;
+ int max_num_consecutive_invalid_steps;
+ int min_trust_region_radius;
// List of callbacks that are executed by the Minimizer at the end
// of each iteration.
//
- // Client owns these pointers.
+ // The Options struct does not own these pointers.
vector<IterationCallback*> callbacks;
+
+ // Object responsible for evaluating the cost, residuals and
+ // Jacobian matrix. The Options struct does not own this pointer.
+ Evaluator* evaluator;
+
+ // Object responsible for actually computing the trust region
+ // step, and sizing the trust region radius. The Options struct
+ // does not own this pointer.
+ TrustRegionStrategy* trust_region_strategy;
+
+ // Object holding the Jacobian matrix. It is assumed that the
+ // sparsity structure of the matrix has already been initialized
+ // and will remain constant for the life time of the
+ // optimization. The Options struct does not own this pointer.
+ SparseMatrix* jacobian;
};
virtual ~Minimizer() {}
+
+ // Note: The minimizer is expected to update the state of the
+ // parameters array every iteration. This is required for the
+ // StateUpdatingCallback to work.
virtual void Minimize(const Options& options,
- Evaluator* evaluator,
- LinearSolver* linear_solver,
- const double* initial_parameters,
- double* final_parameters,
+ double* parameters,
Solver::Summary* summary) = 0;
};
