commit f4d0164607d7bcacf02627e7eaa2e6c2f82affdb
author Sameer Agarwal <sameeragarwal@google.com> Mon Nov 26 12:55:58 2012 -0800
committer Gerrit Code Review <noreply-gerritcodereview@google.com> Wed Nov 28 16:18:01 2012 -0800
tree fa7bbecb527f6da586b0f5581b0c55f98f34cc1f
parent 0b5df70e33e7c9d64b3d9b90e21d1d1edd96e4a8

Add a line search based minimizer.

1. Add a line search based minimization loop.
2. Currently this loop supports steepest descent and three
   kinds of non-linear conjugate gradient algorithms.
3. Update SolverImpl to talk to LineSearchMinimizer.
4. Update IterationCallback to carry information about
   line search.
5. Update LineSearch to take the initial point as input,
   saving on one function evaluation.
6. Updates to the external API.

Change-Id: I901a0e89fc948451ab34c743e70f3dec57c9405e

internal/ceres/line_search.h

diff --git a/internal/ceres/line_search.h b/internal/ceres/line_search.h
index bc43329..fccf63b 100644
--- a/internal/ceres/line_search.h
+++ b/internal/ceres/line_search.h
@@ -136,7 +136,7 @@
     //
     // g is the gradient f'(x) at x.
     //
-    // Both f and g must not be NULL;
+    // f must not be null. The gradient is computed only if g is not null.
     virtual bool Evaluate(double x, double* f, double* g) = 0;
   };
 
@@ -156,12 +156,18 @@
 
   // Perform the line search.
   //
-  // initial_step_size must be a positive number.  summary must not be
-  // null and will contain the result of the line search.
+  // initial_step_size must be a positive number.
+  //
+  // initial_cost and initial_gradient are the values and gradient of
+  // the function at zero.
+  // summary must not be null and will contain the result of the line
+  // search.
   //
   // Summary::success is true if a non-zero step size is found.
   virtual void Search(const LineSearch::Options& options,
                       double initial_step_size,
+                      double initial_cost,
+                      double initial_gradient,
                       Summary* summary) = 0;
 };
 
@@ -195,6 +201,8 @@
   virtual ~ArmijoLineSearch() {}
   virtual void Search(const LineSearch::Options& options,
                       double initial_step_size,
+                      double initial_cost,
+                      double initial_gradient,
                       Summary* summary);
 };