Improve infeasibility detection for constant and
variable parameter blocks.
1. Check if constant parameter blocks have infeasible values.
2. Check if variable parameter blocks have impossible bounds.
Change-Id: I0a58bc3eba42f0655fe90b58ea6ee21fae8c8f61
diff --git a/internal/ceres/solver_impl.cc b/internal/ceres/solver_impl.cc
index 070ed80..937ab78 100644
--- a/internal/ceres/solver_impl.cc
+++ b/internal/ceres/solver_impl.cc
@@ -345,39 +345,57 @@
return false;
}
-// Returns true, if the problem has any constant parameter blocks
-// which are not feasible. This means that Ceres cannot produce a
-// feasible solution to the problem.
-bool HasInfeasibleConstantParameterBlock(const ProblemImpl* problem,
- string* message) {
+// Returns false, if the problem has any constant parameter blocks
+// which are not feasible, or any variable parameter blocks which have
+// a lower bound greater than or equal to the upper bound.
+bool ParameterBlocksAreFeasible(const ProblemImpl* problem, string* message) {
CHECK_NOTNULL(message);
const Program& program = problem->program();
const vector<ParameterBlock*>& parameter_blocks = program.parameter_blocks();
for (int i = 0; i < parameter_blocks.size(); ++i) {
- if (!parameter_blocks[i]->IsConstant()) {
- continue;
- }
-
const double* array = parameter_blocks[i]->user_state();
const double* lower_bounds = parameter_blocks[i]->lower_bounds();
const double* upper_bounds = parameter_blocks[i]->upper_bounds();
const int size = parameter_blocks[i]->Size();
- for (int j = 0; j < size; ++j) {
- if (array[j] < lower_bounds[j] || array[j] > upper_bounds[j]) {
- *message = StringPrintf(
- "ParameterBlock: %p with size %d has at least one infeasible value."
- "\nFirst infeasible value is at index: %d."
- "\nLower bound: %e, value: %e, upper bound: %e"
- "\nParameter block values: ",
- array, size, j, lower_bounds[j], array[j], upper_bounds[j]);
- AppendArrayToString(size, array, message);
- return true;
+ if (parameter_blocks[i]->IsConstant()) {
+ // Constant parameter blocks must start in the feasible region
+ // to ultimately produce a feasible solution, since Ceres cannot
+ // change them.
+ for (int j = 0; j < size; ++j) {
+ if (array[j] < lower_bounds[j] || array[j] > upper_bounds[j]) {
+ *message = StringPrintf(
+ "ParameterBlock: %p with size %d has at least one infeasible value."
+ "\nFirst infeasible value is at index: %d."
+ "\nLower bound: %e, value: %e, upper bound: %e"
+ "\nParameter block values: ",
+ array, size, j, lower_bounds[j], array[j], upper_bounds[j]);
+ AppendArrayToString(size, array, message);
+ return false;
+ }
+ }
+ } else {
+ // Variable parameter blocks must have non-empty feasible
+ // regions, otherwise there is no way to produce a feasible
+ // solution.
+ for (int j = 0; j < size; ++j) {
+ if (lower_bounds[j] >= upper_bounds[j]) {
+ *message = StringPrintf(
+ "ParameterBlock: %p with size %d has at least one infeasible bound."
+ "\nFirst infeasible bound is at index: %d."
+ "\nLower bound: %e, upper bound: %e"
+ "\nParameter block values: ",
+ array, size, j, lower_bounds[j], upper_bounds[j]);
+ AppendArrayToString(size, array, message);
+ return false;
+ }
}
}
}
- return false;
+
+ return true;
}
+
} // namespace
void SolverImpl::TrustRegionMinimize(
@@ -594,7 +612,7 @@
return;
}
- if (HasInfeasibleConstantParameterBlock(problem_impl, &summary->message)) {
+ if (!ParameterBlocksAreFeasible(problem_impl, &summary->message)) {
LOG(ERROR) << "Terminating: " << summary->message;
return;
}
