Fix a logging bug in TrustRegionMinimizer.

Upon encountering an unsuccessful step (one where the cost goes up)
the the trust region minimizer failed to populate the gradient norm
in the IterationSummary. This would cause the gradient norm to be
logged as zero which is incorrect. Instead it should be the gradient
norm at the current point.

This CL fixes this issue.

Before:
iter      cost      cost_change  |gradient|   |step|    tr_ratio  tr_radius  ls_iter  iter_time  total_time
   0  1.115206e+07    0.00e+00    1.90e+07   0.00e+00   0.00e+00  1.00e+04        0    2.72e-01    1.33e+00
   1  3.687552e+06    7.46e+06    1.84e+08   2.86e+03   6.91e-01  1.06e+04        1    1.32e+00    2.65e+00
   2  3.670266e+10   -3.67e+10    0.00e+00   3.27e+03  -1.07e+04  5.30e+03        1    7.52e-01    3.40e+00
   3  4.335397e+07   -3.97e+07    0.00e+00   2.74e+03  -1.16e+01  1.32e+03        1    7.28e-01    4.13e+00
   4  1.345488e+06    2.34e+06    4.12e+07   1.55e+03   6.87e-01  1.40e+03        1    9.31e-01    5.06e+00
   5  5.376653e+05    8.08e+05    9.99e+06   6.64e+02   7.46e-01  1.59e+03        1    9.64e-01    6.03e+00

After:
iter      cost      cost_change  |gradient|   |step|    tr_ratio  tr_radius  ls_iter  iter_time  total_time
   0  1.115206e+07    0.00e+00    1.90e+07   0.00e+00   0.00e+00  1.00e+04        0    2.37e-01    1.13e+00
   1  3.687552e+06    7.46e+06    1.84e+08   2.86e+03   6.91e-01  1.06e+04        1    1.08e+00    2.21e+00
   2  3.670266e+10   -3.67e+10    1.84e+08   3.27e+03  -1.07e+04  5.30e+03        1    7.50e-01    2.96e+00
   3  4.335397e+07   -3.97e+07    1.84e+08   2.74e+03  -1.16e+01  1.32e+03        1    7.13e-01    3.67e+00
   4  1.345488e+06    2.34e+06    4.12e+07   1.55e+03   6.87e-01  1.40e+03        1    9.01e-01    4.57e+00
   5  5.376653e+05    8.08e+05    9.99e+06   6.64e+02   7.46e-01  1.59e+03        1    9.36e-01    5.51e+00

Change-Id: Iae538fe089be07c7bb219337a6f1392f7213acfe
2 files changed
tree: 5efbf3f94dd6e77ff6a2b03161670ae1b7d1ec92
  1. bazel/
  2. cmake/
  3. config/
  4. data/
  5. docs/
  6. examples/
  7. include/
  8. internal/
  9. scripts/
  10. travis/
  11. .clang-format
  12. .gitignore
  13. .travis.yml
  14. BUILD
  15. CMakeLists.txt
  16. CONTRIBUTING.md
  17. LICENSE
  18. package.xml
  19. README.md
  20. WORKSPACE
README.md

Build Status

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.