Improve the convergence performance of TinySolver

1. Default constructor and initialization for Summary.
2. Add Jacobi scaling.
3. Add bounds on the lm diagonal
4. Use the diagonal of J'J as the regularizer instead of identity.
5. Update the computation of rho to match the change in regularization.

As a result of these changes, the performance of TinySolver is
now the same as ceres::Solver, solving 53 out of 54 problems.

Change-Id: Ie08c3389ac2e3964ffa04411734c06b65835358a
1 file changed
tree: 46432fb5a0576d44cfeb679b9e056a2c7f6a05c4
  1. cmake/
  2. config/
  3. data/
  4. docs/
  5. examples/
  6. include/
  7. internal/
  8. jni/
  9. scripts/
  10. .gitignore
  11. CMakeLists.txt
  12. LICENSE
  13. package.xml
  14. README.md
README.md

Ceres Solver

Ceres Solver is an open source C++ library for modeling and solving large, complicated optimization problems. It is a feature rich, mature and performant library which has been used in production at Google since 2010. Ceres Solver can solve two kinds of problems.

  1. Non-linear Least Squares problems with bounds constraints.
  2. General unconstrained optimization problems.

Please see ceres-solver.org for more information.

WARNING - Do not make GitHub pull requests!

Ceres development happens on Gerrit, including both repository hosting and code reviews. The GitHub Repository is a continuously updated mirror which is primarily meant for issue tracking. Please see our Contributing to Ceres Guide for more details.

The upstream Gerrit repository is

https://ceres-solver.googlesource.com/ceres-solver