| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2019 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
| // Redistribution and use in source and binary forms, with or without |
| // modification, are permitted provided that the following conditions are met: |
| // |
| // * Redistributions of source code must retain the above copyright notice, |
| // this list of conditions and the following disclaimer. |
| // * Redistributions in binary form must reproduce the above copyright notice, |
| // this list of conditions and the following disclaimer in the documentation |
| // and/or other materials provided with the distribution. |
| // * Neither the name of Google Inc. nor the names of its contributors may be |
| // used to endorse or promote products derived from this software without |
| // specific prior written permission. |
| // |
| // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" |
| // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE |
| // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE |
| // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE |
| // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR |
| // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF |
| // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS |
| // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN |
| // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) |
| // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE |
| // POSSIBILITY OF SUCH DAMAGE. |
| // |
| // Author: sameeragarwal@google.com (Sameer Agarwal) |
| |
| #ifndef CERES_PUBLIC_GRADIENT_PROBLEM_H_ |
| #define CERES_PUBLIC_GRADIENT_PROBLEM_H_ |
| |
| #include <memory> |
| |
| #include "ceres/first_order_function.h" |
| #include "ceres/internal/disable_warnings.h" |
| #include "ceres/internal/export.h" |
| #include "ceres/manifold.h" |
| |
| namespace ceres { |
| |
| class FirstOrderFunction; |
| |
| // Instances of GradientProblem represent general non-linear |
| // optimization problems that must be solved using just the value of |
| // the objective function and its gradient. |
| |
| // Unlike the Problem class, which can only be used to model non-linear least |
| // squares problems, instances of GradientProblem are not restricted in the form |
| // of the objective function. |
| // |
| // Structurally GradientProblem is a composition of a FirstOrderFunction and |
| // optionally a Manifold. |
| // |
| // The FirstOrderFunction is responsible for evaluating the cost and gradient of |
| // the objective function. |
| // |
| // The Manifold is responsible for going back and forth between the ambient |
| // space and the local tangent space. (See manifold.h for more details). When a |
| // Manifold is not provided, then the tangent space is assumed to coincide with |
| // the ambient Euclidean space that the gradient vector lives in. |
| // |
| // Example usage: |
| // |
| // The following demonstrate the problem construction for Rosenbrock's function |
| // |
| // f(x,y) = (1-x)^2 + 100(y - x^2)^2; |
| // |
| // class Rosenbrock : public ceres::FirstOrderFunction { |
| // public: |
| // virtual ~Rosenbrock() {} |
| // |
| // virtual bool Evaluate(const double* parameters, |
| // double* cost, |
| // double* gradient) const { |
| // const double x = parameters[0]; |
| // const double y = parameters[1]; |
| // |
| // cost[0] = (1.0 - x) * (1.0 - x) + 100.0 * (y - x * x) * (y - x * x); |
| // if (gradient != nullptr) { |
| // gradient[0] = -2.0 * (1.0 - x) - 200.0 * (y - x * x) * 2.0 * x; |
| // gradient[1] = 200.0 * (y - x * x); |
| // } |
| // return true; |
| // }; |
| // |
| // virtual int NumParameters() const { return 2; }; |
| // }; |
| // |
| // ceres::GradientProblem problem(new Rosenbrock()); |
| class CERES_EXPORT GradientProblem { |
| public: |
| // Takes ownership of the function. |
| explicit GradientProblem(FirstOrderFunction* function); |
| |
| // Takes ownership of the function and the manifold. |
| GradientProblem(FirstOrderFunction* function, Manifold* manifold); |
| |
| int NumParameters() const; |
| |
| // Dimension of the manifold (and its tangent space). |
| int NumTangentParameters() const; |
| |
| // This call is not thread safe. |
| bool Evaluate(const double* parameters, double* cost, double* gradient) const; |
| bool Plus(const double* x, const double* delta, double* x_plus_delta) const; |
| |
| const FirstOrderFunction* function() const { return function_.get(); } |
| FirstOrderFunction* mutable_function() { return function_.get(); } |
| |
| const Manifold* manifold() const { return manifold_.get(); } |
| Manifold* mutable_manifold() { return manifold_.get(); } |
| |
| private: |
| std::unique_ptr<FirstOrderFunction> function_; |
| std::unique_ptr<Manifold> manifold_; |
| std::unique_ptr<double[]> scratch_; |
| }; |
| |
| } // namespace ceres |
| |
| #include "ceres/internal/reenable_warnings.h" |
| |
| #endif // CERES_PUBLIC_GRADIENT_PROBLEM_H_ |