|  | // Ceres Solver - A fast non-linear least squares minimizer | 
|  | // Copyright 2012 Google Inc. All rights reserved. | 
|  | // http://code.google.com/p/ceres-solver/ | 
|  | // | 
|  | // 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) | 
|  | // | 
|  | // The National Institute of Standards and Technology has released a | 
|  | // set of problems to test non-linear least squares solvers. | 
|  | // | 
|  | // More information about the background on these problems and | 
|  | // suggested evaluation methodology can be found at: | 
|  | // | 
|  | //   http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml | 
|  | // | 
|  | // The problem data themselves can be found at | 
|  | // | 
|  | //   http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml | 
|  | // | 
|  | // The problems are divided into three levels of difficulty, Easy, | 
|  | // Medium and Hard. For each problem there are two starting guesses, | 
|  | // the first one far away from the global minimum and the second | 
|  | // closer to it. | 
|  | // | 
|  | // A problem is considered successfully solved, if every components of | 
|  | // the solution matches the globally optimal solution in at least 4 | 
|  | // digits or more. | 
|  | // | 
|  | // This dataset was used for an evaluation of Non-linear least squares | 
|  | // solvers: | 
|  | // | 
|  | // P. F. Mondragon & B. Borchers, A Comparison of Nonlinear Regression | 
|  | // Codes, Journal of Modern Applied Statistical Methods, 4(1):343-351, | 
|  | // 2005. | 
|  | // | 
|  | // The results from Mondragon & Borchers can be summarized as | 
|  | //               Excel  Gnuplot  GaussFit  HBN  MinPack | 
|  | // Average LRE     2.3      4.3       4.0  6.8      4.4 | 
|  | //      Winner       1        5        12   29       12 | 
|  | // | 
|  | // Where the row Winner counts, the number of problems for which the | 
|  | // solver had the highest LRE. | 
|  |  | 
|  | // In this file, we implement the same evaluation methodology using | 
|  | // Ceres. Currently using Levenberg-Marquard with DENSE_QR, we get | 
|  | // | 
|  | //               Excel  Gnuplot  GaussFit  HBN  MinPack  Ceres | 
|  | // Average LRE     2.3      4.3       4.0  6.8      4.4    9.4 | 
|  | //      Winner       0        0         5   11        2     41 | 
|  |  | 
|  | #include <iostream> | 
|  | #include <iterator> | 
|  | #include <fstream> | 
|  | #include "ceres/ceres.h" | 
|  | #include "gflags/gflags.h" | 
|  | #include "glog/logging.h" | 
|  | #include "Eigen/Core" | 
|  |  | 
|  | DEFINE_string(nist_data_dir, "", "Directory containing the NIST non-linear" | 
|  | "regression examples"); | 
|  | DEFINE_string(minimizer, "trust_region", | 
|  | "Minimizer type to use, choices are: line_search & trust_region"); | 
|  | DEFINE_string(trust_region_strategy, "levenberg_marquardt", | 
|  | "Options are: levenberg_marquardt, dogleg"); | 
|  | DEFINE_string(dogleg, "traditional_dogleg", | 
|  | "Options are: traditional_dogleg, subspace_dogleg"); | 
|  | DEFINE_string(linear_solver, "dense_qr", "Options are: " | 
|  | "sparse_cholesky, dense_qr, dense_normal_cholesky and" | 
|  | "cgnr"); | 
|  | DEFINE_string(preconditioner, "jacobi", "Options are: " | 
|  | "identity, jacobi"); | 
|  | DEFINE_string(line_search, "armijo", | 
|  | "Line search algorithm to use, choices are: armijo and wolfe."); | 
|  | DEFINE_string(line_search_direction, "lbfgs", | 
|  | "Line search direction algorithm to use, choices: lbfgs, bfgs"); | 
|  | DEFINE_int32(max_line_search_iterations, 20, | 
|  | "Maximum number of iterations for each line search."); | 
|  | DEFINE_int32(max_line_search_restarts, 10, | 
|  | "Maximum number of restarts of line search direction algorithm."); | 
|  | DEFINE_string(line_search_interpolation, "cubic", | 
|  | "Degree of polynomial aproximation in line search, " | 
|  | "choices are: bisection, quadratic & cubic."); | 
|  | DEFINE_int32(lbfgs_rank, 20, | 
|  | "Rank of L-BFGS inverse Hessian approximation in line search."); | 
|  | DEFINE_bool(approximate_eigenvalue_bfgs_scaling, false, | 
|  | "Use approximate eigenvalue scaling in (L)BFGS line search."); | 
|  | DEFINE_double(sufficient_decrease, 1.0e-4, | 
|  | "Line search Armijo sufficient (function) decrease factor."); | 
|  | DEFINE_double(sufficient_curvature_decrease, 0.9, | 
|  | "Line search Wolfe sufficient curvature decrease factor."); | 
|  | DEFINE_int32(num_iterations, 10000, "Number of iterations"); | 
|  | DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use" | 
|  | " nonmonotic steps"); | 
|  | DEFINE_double(initial_trust_region_radius, 1e4, "Initial trust region radius"); | 
|  |  | 
|  | namespace ceres { | 
|  | namespace examples { | 
|  |  | 
|  | using Eigen::Dynamic; | 
|  | using Eigen::RowMajor; | 
|  | typedef Eigen::Matrix<double, Dynamic, 1> Vector; | 
|  | typedef Eigen::Matrix<double, Dynamic, Dynamic, RowMajor> Matrix; | 
|  |  | 
|  | void SplitStringUsingChar(const string& full, | 
|  | const char delim, | 
|  | vector<string>* result) { | 
|  | back_insert_iterator< vector<string> > it(*result); | 
|  |  | 
|  | const char* p = full.data(); | 
|  | const char* end = p + full.size(); | 
|  | while (p != end) { | 
|  | if (*p == delim) { | 
|  | ++p; | 
|  | } else { | 
|  | const char* start = p; | 
|  | while (++p != end && *p != delim) { | 
|  | // Skip to the next occurence of the delimiter. | 
|  | } | 
|  | *it++ = string(start, p - start); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | bool GetAndSplitLine(std::ifstream& ifs, std::vector<std::string>* pieces) { | 
|  | pieces->clear(); | 
|  | char buf[256]; | 
|  | ifs.getline(buf, 256); | 
|  | SplitStringUsingChar(std::string(buf), ' ', pieces); | 
|  | return true; | 
|  | } | 
|  |  | 
|  | void SkipLines(std::ifstream& ifs, int num_lines) { | 
|  | char buf[256]; | 
|  | for (int i = 0; i < num_lines; ++i) { | 
|  | ifs.getline(buf, 256); | 
|  | } | 
|  | } | 
|  |  | 
|  | class NISTProblem { | 
|  | public: | 
|  | explicit NISTProblem(const std::string& filename) { | 
|  | std::ifstream ifs(filename.c_str(), std::ifstream::in); | 
|  |  | 
|  | std::vector<std::string> pieces; | 
|  | SkipLines(ifs, 24); | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | const int kNumResponses = std::atoi(pieces[1].c_str()); | 
|  |  | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | const int kNumPredictors = std::atoi(pieces[0].c_str()); | 
|  |  | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | const int kNumObservations = std::atoi(pieces[0].c_str()); | 
|  |  | 
|  | SkipLines(ifs, 4); | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | const int kNumParameters = std::atoi(pieces[0].c_str()); | 
|  | SkipLines(ifs, 8); | 
|  |  | 
|  | // Get the first line of initial and final parameter values to | 
|  | // determine the number of tries. | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | const int kNumTries = pieces.size() - 4; | 
|  |  | 
|  | predictor_.resize(kNumObservations, kNumPredictors); | 
|  | response_.resize(kNumObservations, kNumResponses); | 
|  | initial_parameters_.resize(kNumTries, kNumParameters); | 
|  | final_parameters_.resize(1, kNumParameters); | 
|  |  | 
|  | // Parse the line for parameter b1. | 
|  | int parameter_id = 0; | 
|  | for (int i = 0; i < kNumTries; ++i) { | 
|  | initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str()); | 
|  | } | 
|  | final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str()); | 
|  |  | 
|  | // Parse the remaining parameter lines. | 
|  | for (int parameter_id = 1; parameter_id < kNumParameters; ++parameter_id) { | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | // b2, b3, .... | 
|  | for (int i = 0; i < kNumTries; ++i) { | 
|  | initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str()); | 
|  | } | 
|  | final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str()); | 
|  | } | 
|  |  | 
|  | // Certfied cost | 
|  | SkipLines(ifs, 1); | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | certified_cost_ = std::atof(pieces[4].c_str()) / 2.0; | 
|  |  | 
|  | // Read the observations. | 
|  | SkipLines(ifs, 18 - kNumParameters); | 
|  | for (int i = 0; i < kNumObservations; ++i) { | 
|  | GetAndSplitLine(ifs, &pieces); | 
|  | // Response. | 
|  | for (int j = 0; j < kNumResponses; ++j) { | 
|  | response_(i, j) =  std::atof(pieces[j].c_str()); | 
|  | } | 
|  |  | 
|  | // Predictor variables. | 
|  | for (int j = 0; j < kNumPredictors; ++j) { | 
|  | predictor_(i, j) =  std::atof(pieces[j + kNumResponses].c_str()); | 
|  | } | 
|  | } | 
|  | } | 
|  |  | 
|  | Matrix initial_parameters(int start) const { return initial_parameters_.row(start); } | 
|  | Matrix final_parameters() const  { return final_parameters_; } | 
|  | Matrix predictor()        const { return predictor_;         } | 
|  | Matrix response()         const { return response_;          } | 
|  | int predictor_size()      const { return predictor_.cols();  } | 
|  | int num_observations()    const { return predictor_.rows();  } | 
|  | int response_size()       const { return response_.cols();   } | 
|  | int num_parameters()      const { return initial_parameters_.cols(); } | 
|  | int num_starts()          const { return initial_parameters_.rows(); } | 
|  | double certified_cost()   const { return certified_cost_; } | 
|  |  | 
|  | private: | 
|  | Matrix predictor_; | 
|  | Matrix response_; | 
|  | Matrix initial_parameters_; | 
|  | Matrix final_parameters_; | 
|  | double certified_cost_; | 
|  | }; | 
|  |  | 
|  | #define NIST_BEGIN(CostFunctionName) \ | 
|  | struct CostFunctionName { \ | 
|  | CostFunctionName(const double* const x, \ | 
|  | const double* const y) \ | 
|  | : x_(*x), y_(*y) {} \ | 
|  | double x_; \ | 
|  | double y_; \ | 
|  | template <typename T> \ | 
|  | bool operator()(const T* const b, T* residual) const { \ | 
|  | const T y(y_); \ | 
|  | const T x(x_); \ | 
|  | residual[0] = y - ( | 
|  |  | 
|  | #define NIST_END ); return true; }}; | 
|  |  | 
|  | // y = b1 * (b2+x)**(-1/b3)  +  e | 
|  | NIST_BEGIN(Bennet5) | 
|  | b[0] * pow(b[1] + x, T(-1.0) / b[2]) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*(1-exp[-b2*x])  +  e | 
|  | NIST_BEGIN(BoxBOD) | 
|  | b[0] * (T(1.0) - exp(-b[1] * x)) | 
|  | NIST_END | 
|  |  | 
|  | // y = exp[-b1*x]/(b2+b3*x)  +  e | 
|  | NIST_BEGIN(Chwirut) | 
|  | exp(-b[0] * x) / (b[1] + b[2] * x) | 
|  | NIST_END | 
|  |  | 
|  | // y  = b1*x**b2  +  e | 
|  | NIST_BEGIN(DanWood) | 
|  | b[0] * pow(x, b[1]) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*exp( -b2*x ) + b3*exp( -(x-b4)**2 / b5**2 ) | 
|  | //     + b6*exp( -(x-b7)**2 / b8**2 ) + e | 
|  | NIST_BEGIN(Gauss) | 
|  | b[0] * exp(-b[1] * x) + | 
|  | b[2] * exp(-pow((x - b[3])/b[4], 2)) + | 
|  | b[5] * exp(-pow((x - b[6])/b[7],2)) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*exp(-b2*x) + b3*exp(-b4*x) + b5*exp(-b6*x)  +  e | 
|  | NIST_BEGIN(Lanczos) | 
|  | b[0] * exp(-b[1] * x) + b[2] * exp(-b[3] * x) + b[4] * exp(-b[5] * x) | 
|  | NIST_END | 
|  |  | 
|  | // y = (b1+b2*x+b3*x**2+b4*x**3) / | 
|  | //     (1+b5*x+b6*x**2+b7*x**3)  +  e | 
|  | NIST_BEGIN(Hahn1) | 
|  | (b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) / | 
|  | (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x) | 
|  | NIST_END | 
|  |  | 
|  | // y = (b1 + b2*x + b3*x**2) / | 
|  | //    (1 + b4*x + b5*x**2)  +  e | 
|  | NIST_BEGIN(Kirby2) | 
|  | (b[0] + b[1] * x + b[2] * x * x) / | 
|  | (T(1.0) + b[3] * x + b[4] * x * x) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*(x**2+x*b2) / (x**2+x*b3+b4)  +  e | 
|  | NIST_BEGIN(MGH09) | 
|  | b[0] * (x * x + x * b[1]) / (x * x + x * b[2] + b[3]) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 * exp[b2/(x+b3)]  +  e | 
|  | NIST_BEGIN(MGH10) | 
|  | b[0] * exp(b[1] / (x + b[2])) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 + b2*exp[-x*b4] + b3*exp[-x*b5] | 
|  | NIST_BEGIN(MGH17) | 
|  | b[0] + b[1] * exp(-x * b[3]) + b[2] * exp(-x * b[4]) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*(1-exp[-b2*x])  +  e | 
|  | NIST_BEGIN(Misra1a) | 
|  | b[0] * (T(1.0) - exp(-b[1] * x)) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 * (1-(1+b2*x/2)**(-2))  +  e | 
|  | NIST_BEGIN(Misra1b) | 
|  | b[0] * (T(1.0) - T(1.0)/ ((T(1.0) + b[1] * x / 2.0) * (T(1.0) + b[1] * x / 2.0))) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 * (1-(1+2*b2*x)**(-.5))  +  e | 
|  | NIST_BEGIN(Misra1c) | 
|  | b[0] * (T(1.0) - pow(T(1.0) + T(2.0) * b[1] * x, -0.5)) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1*b2*x*((1+b2*x)**(-1))  +  e | 
|  | NIST_BEGIN(Misra1d) | 
|  | b[0] * b[1] * x / (T(1.0) + b[1] * x) | 
|  | NIST_END | 
|  |  | 
|  | const double kPi = 3.141592653589793238462643383279; | 
|  | // pi = 3.141592653589793238462643383279E0 | 
|  | // y =  b1 - b2*x - arctan[b3/(x-b4)]/pi  +  e | 
|  | NIST_BEGIN(Roszman1) | 
|  | b[0] - b[1] * x - atan2(b[2], (x - b[3]))/T(kPi) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 / (1+exp[b2-b3*x])  +  e | 
|  | NIST_BEGIN(Rat42) | 
|  | b[0] / (T(1.0) + exp(b[1] - b[2] * x)) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 / ((1+exp[b2-b3*x])**(1/b4))  +  e | 
|  | NIST_BEGIN(Rat43) | 
|  | b[0] / pow(T(1.0) + exp(b[1] - b[2] * x), T(1.0) / b[3]) | 
|  | NIST_END | 
|  |  | 
|  | // y = (b1 + b2*x + b3*x**2 + b4*x**3) / | 
|  | //    (1 + b5*x + b6*x**2 + b7*x**3)  +  e | 
|  | NIST_BEGIN(Thurber) | 
|  | (b[0] + b[1] * x + b[2] * x * x  + b[3] * x * x * x) / | 
|  | (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x) | 
|  | NIST_END | 
|  |  | 
|  | // y = b1 + b2*cos( 2*pi*x/12 ) + b3*sin( 2*pi*x/12 ) | 
|  | //        + b5*cos( 2*pi*x/b4 ) + b6*sin( 2*pi*x/b4 ) | 
|  | //        + b8*cos( 2*pi*x/b7 ) + b9*sin( 2*pi*x/b7 )  + e | 
|  | NIST_BEGIN(ENSO) | 
|  | b[0] + b[1] * cos(T(2.0 * kPi) * x / T(12.0)) + | 
|  | b[2] * sin(T(2.0 * kPi) * x / T(12.0)) + | 
|  | b[4] * cos(T(2.0 * kPi) * x / b[3]) + | 
|  | b[5] * sin(T(2.0 * kPi) * x / b[3]) + | 
|  | b[7] * cos(T(2.0 * kPi) * x / b[6]) + | 
|  | b[8] * sin(T(2.0 * kPi) * x / b[6]) | 
|  | NIST_END | 
|  |  | 
|  | // y = (b1/b2) * exp[-0.5*((x-b3)/b2)**2]  +  e | 
|  | NIST_BEGIN(Eckerle4) | 
|  | b[0] / b[1] * exp(T(-0.5) * pow((x - b[2])/b[1], 2)) | 
|  | NIST_END | 
|  |  | 
|  | struct Nelson { | 
|  | public: | 
|  | Nelson(const double* const x, const double* const y) | 
|  | : x1_(x[0]), x2_(x[1]), y_(y[0]) {} | 
|  |  | 
|  | template <typename T> | 
|  | bool operator()(const T* const b, T* residual) const { | 
|  | // log[y] = b1 - b2*x1 * exp[-b3*x2]  +  e | 
|  | residual[0] = T(log(y_)) - (b[0] - b[1] * T(x1_) * exp(-b[2] * T(x2_))); | 
|  | return true; | 
|  | } | 
|  |  | 
|  | private: | 
|  | double x1_; | 
|  | double x2_; | 
|  | double y_; | 
|  | }; | 
|  |  | 
|  | template <typename Model, int num_residuals, int num_parameters> | 
|  | int RegressionDriver(const std::string& filename, | 
|  | const ceres::Solver::Options& options) { | 
|  | NISTProblem nist_problem(FLAGS_nist_data_dir + filename); | 
|  | CHECK_EQ(num_residuals, nist_problem.response_size()); | 
|  | CHECK_EQ(num_parameters, nist_problem.num_parameters()); | 
|  |  | 
|  | Matrix predictor = nist_problem.predictor(); | 
|  | Matrix response = nist_problem.response(); | 
|  | Matrix final_parameters = nist_problem.final_parameters(); | 
|  |  | 
|  | printf("%s\n", filename.c_str()); | 
|  |  | 
|  | // Each NIST problem comes with multiple starting points, so we | 
|  | // construct the problem from scratch for each case and solve it. | 
|  | int num_success = 0; | 
|  | for (int start = 0; start < nist_problem.num_starts(); ++start) { | 
|  | Matrix initial_parameters = nist_problem.initial_parameters(start); | 
|  |  | 
|  | ceres::Problem problem; | 
|  | for (int i = 0; i < nist_problem.num_observations(); ++i) { | 
|  | problem.AddResidualBlock( | 
|  | new ceres::AutoDiffCostFunction<Model, num_residuals, num_parameters>( | 
|  | new Model(predictor.data() + nist_problem.predictor_size() * i, | 
|  | response.data() + nist_problem.response_size() * i)), | 
|  | NULL, | 
|  | initial_parameters.data()); | 
|  | } | 
|  |  | 
|  | ceres::Solver::Summary summary; | 
|  | Solve(options, &problem, &summary); | 
|  |  | 
|  | // Compute the LRE by comparing each component of the solution | 
|  | // with the ground truth, and taking the minimum. | 
|  | Matrix final_parameters = nist_problem.final_parameters(); | 
|  | const double kMaxNumSignificantDigits = 11; | 
|  | double log_relative_error = kMaxNumSignificantDigits + 1; | 
|  | for (int i = 0; i < num_parameters; ++i) { | 
|  | const double tmp_lre = | 
|  | -std::log10(std::fabs(final_parameters(i) - initial_parameters(i)) / | 
|  | std::fabs(final_parameters(i))); | 
|  | // The maximum LRE is capped at 11 - the precision at which the | 
|  | // ground truth is known. | 
|  | // | 
|  | // The minimum LRE is capped at 0 - no digits match between the | 
|  | // computed solution and the ground truth. | 
|  | log_relative_error = | 
|  | std::min(log_relative_error, | 
|  | std::max(0.0, std::min(kMaxNumSignificantDigits, tmp_lre))); | 
|  | } | 
|  |  | 
|  | const int kMinNumMatchingDigits = 4; | 
|  | if (log_relative_error >= kMinNumMatchingDigits) { | 
|  | ++num_success; | 
|  | } | 
|  |  | 
|  | printf("start: %d status: %s lre: %4.1f initial cost: %e final cost:%e " | 
|  | "certified cost: %e total iterations: %d\n", | 
|  | start + 1, | 
|  | log_relative_error < kMinNumMatchingDigits ? "FAILURE" : "SUCCESS", | 
|  | log_relative_error, | 
|  | summary.initial_cost, | 
|  | summary.final_cost, | 
|  | nist_problem.certified_cost(), | 
|  | (summary.num_successful_steps + summary.num_unsuccessful_steps)); | 
|  | } | 
|  | return num_success; | 
|  | } | 
|  |  | 
|  | void SetMinimizerOptions(ceres::Solver::Options* options) { | 
|  | CHECK(ceres::StringToMinimizerType(FLAGS_minimizer, | 
|  | &options->minimizer_type)); | 
|  | CHECK(ceres::StringToLinearSolverType(FLAGS_linear_solver, | 
|  | &options->linear_solver_type)); | 
|  | CHECK(ceres::StringToPreconditionerType(FLAGS_preconditioner, | 
|  | &options->preconditioner_type)); | 
|  | CHECK(ceres::StringToTrustRegionStrategyType( | 
|  | FLAGS_trust_region_strategy, | 
|  | &options->trust_region_strategy_type)); | 
|  | CHECK(ceres::StringToDoglegType(FLAGS_dogleg, &options->dogleg_type)); | 
|  | CHECK(ceres::StringToLineSearchDirectionType( | 
|  | FLAGS_line_search_direction, | 
|  | &options->line_search_direction_type)); | 
|  | CHECK(ceres::StringToLineSearchType(FLAGS_line_search, | 
|  | &options->line_search_type)); | 
|  | CHECK(ceres::StringToLineSearchInterpolationType( | 
|  | FLAGS_line_search_interpolation, | 
|  | &options->line_search_interpolation_type)); | 
|  |  | 
|  | options->max_num_iterations = FLAGS_num_iterations; | 
|  | options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps; | 
|  | options->initial_trust_region_radius = FLAGS_initial_trust_region_radius; | 
|  | options->max_lbfgs_rank = FLAGS_lbfgs_rank; | 
|  | options->line_search_sufficient_function_decrease = FLAGS_sufficient_decrease; | 
|  | options->line_search_sufficient_curvature_decrease = | 
|  | FLAGS_sufficient_curvature_decrease; | 
|  | options->max_num_line_search_step_size_iterations = | 
|  | FLAGS_max_line_search_iterations; | 
|  | options->max_num_line_search_direction_restarts = | 
|  | FLAGS_max_line_search_restarts; | 
|  | options->use_approximate_eigenvalue_bfgs_scaling = | 
|  | FLAGS_approximate_eigenvalue_bfgs_scaling; | 
|  | options->function_tolerance = 1e-18; | 
|  | options->gradient_tolerance = 1e-18; | 
|  | options->parameter_tolerance = 1e-18; | 
|  | } | 
|  |  | 
|  | void SolveNISTProblems() { | 
|  | if (FLAGS_nist_data_dir.empty()) { | 
|  | LOG(FATAL) << "Must specify the directory containing the NIST problems"; | 
|  | } | 
|  |  | 
|  | ceres::Solver::Options options; | 
|  | SetMinimizerOptions(&options); | 
|  |  | 
|  | std::cout << "Lower Difficulty\n"; | 
|  | int easy_success = 0; | 
|  | easy_success += RegressionDriver<Misra1a,  1, 2>("Misra1a.dat",  options); | 
|  | easy_success += RegressionDriver<Chwirut,  1, 3>("Chwirut1.dat", options); | 
|  | easy_success += RegressionDriver<Chwirut,  1, 3>("Chwirut2.dat", options); | 
|  | easy_success += RegressionDriver<Lanczos,  1, 6>("Lanczos3.dat", options); | 
|  | easy_success += RegressionDriver<Gauss,    1, 8>("Gauss1.dat",   options); | 
|  | easy_success += RegressionDriver<Gauss,    1, 8>("Gauss2.dat",   options); | 
|  | easy_success += RegressionDriver<DanWood,  1, 2>("DanWood.dat",  options); | 
|  | easy_success += RegressionDriver<Misra1b,  1, 2>("Misra1b.dat",  options); | 
|  |  | 
|  | std::cout << "\nMedium Difficulty\n"; | 
|  | int medium_success = 0; | 
|  | medium_success += RegressionDriver<Kirby2,   1, 5>("Kirby2.dat",   options); | 
|  | medium_success += RegressionDriver<Hahn1,    1, 7>("Hahn1.dat",    options); | 
|  | medium_success += RegressionDriver<Nelson,   1, 3>("Nelson.dat",   options); | 
|  | medium_success += RegressionDriver<MGH17,    1, 5>("MGH17.dat",    options); | 
|  | medium_success += RegressionDriver<Lanczos,  1, 6>("Lanczos1.dat", options); | 
|  | medium_success += RegressionDriver<Lanczos,  1, 6>("Lanczos2.dat", options); | 
|  | medium_success += RegressionDriver<Gauss,    1, 8>("Gauss3.dat",   options); | 
|  | medium_success += RegressionDriver<Misra1c,  1, 2>("Misra1c.dat",  options); | 
|  | medium_success += RegressionDriver<Misra1d,  1, 2>("Misra1d.dat",  options); | 
|  | medium_success += RegressionDriver<Roszman1, 1, 4>("Roszman1.dat", options); | 
|  | medium_success += RegressionDriver<ENSO,     1, 9>("ENSO.dat",     options); | 
|  |  | 
|  | std::cout << "\nHigher Difficulty\n"; | 
|  | int hard_success = 0; | 
|  | hard_success += RegressionDriver<MGH09,    1, 4>("MGH09.dat",    options); | 
|  | hard_success += RegressionDriver<Thurber,  1, 7>("Thurber.dat",  options); | 
|  | hard_success += RegressionDriver<BoxBOD,   1, 2>("BoxBOD.dat",   options); | 
|  | hard_success += RegressionDriver<Rat42,    1, 3>("Rat42.dat",    options); | 
|  | hard_success += RegressionDriver<MGH10,    1, 3>("MGH10.dat",    options); | 
|  |  | 
|  | hard_success += RegressionDriver<Eckerle4, 1, 3>("Eckerle4.dat", options); | 
|  | hard_success += RegressionDriver<Rat43,    1, 4>("Rat43.dat",    options); | 
|  | hard_success += RegressionDriver<Bennet5,  1, 3>("Bennett5.dat", options); | 
|  |  | 
|  | std::cout << "\n"; | 
|  | std::cout << "Easy    : " << easy_success << "/16\n"; | 
|  | std::cout << "Medium  : " << medium_success << "/22\n"; | 
|  | std::cout << "Hard    : " << hard_success << "/16\n"; | 
|  | std::cout << "Total   : " << easy_success + medium_success + hard_success << "/54\n"; | 
|  | } | 
|  |  | 
|  | }  // namespace examples | 
|  | }  // namespace ceres | 
|  |  | 
|  | int main(int argc, char** argv) { | 
|  | google::ParseCommandLineFlags(&argc, &argv, true); | 
|  | google::InitGoogleLogging(argv[0]); | 
|  | ceres::examples::SolveNISTProblems(); | 
|  | return 0; | 
|  | }; |