Preprocessor for the TrustRegionMinimizer.
1. Base class for preprocessors.
2. A preprocessor for problems that will be solved using
the trust region minimizer.
3. Added sanity tests to the program reordering options
for Schur type linear solvers.
4. Tests for the TrustRegionPreprocessor.
Change-Id: I88cd926f0053bbbf2bd6b11e03ec55b8bf473cf1
diff --git a/internal/ceres/preprocessor.cc b/internal/ceres/preprocessor.cc
new file mode 100644
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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 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: sameragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/callbacks.h"
+#include "ceres/gradient_checking_cost_function.h"
+#include "ceres/preprocessor.h"
+#include "ceres/problem_impl.h"
+#include "ceres/solver.h"
+#include "ceres/trust_region_preprocessor.h"
+
+namespace ceres {
+namespace internal {
+
+Preprocessor* Preprocessor::Create(MinimizerType minimizer_type) {
+ if (minimizer_type == TRUST_REGION) {
+ return new TrustRegionPreprocessor;
+ }
+
+ // TODO(sameeragarwal): Add the LineSearchPreprocessor when it is
+ // ready.
+
+ LOG(FATAL) << "Unknown minimizer_type: " << minimizer_type;
+ return NULL;
+}
+
+Preprocessor::~Preprocessor() {
+}
+
+void ChangeNumThreadsIfNeeded(Solver::Options* options) {
+#ifndef CERES_USE_OPENMP
+ if (options->num_threads > 1) {
+ LOG(WARNING)
+ << "OpenMP support is not compiled into this binary; "
+ << "only options.num_threads = 1 is supported. Switching "
+ << "to single threaded mode.";
+ options->num_threads = 1;
+ }
+
+ // Only the Trust Region solver currently uses a linear solver.
+ if (options->minimizer_type == TRUST_REGION &&
+ options->num_linear_solver_threads > 1) {
+ LOG(WARNING)
+ << "OpenMP support is not compiled into this binary; "
+ << "only options.num_linear_solver_threads=1 is supported. Switching "
+ << "to single threaded mode.";
+ options->num_linear_solver_threads = 1;
+ }
+#endif // CERES_USE_OPENMP
+}
+
+void SetupCommonMinimizerOptions(PreprocessedProblem* pp) {
+ const Solver::Options& options = pp->options;
+ Program* program = pp->reduced_program.get();
+
+ // Assuming that the parameter blocks in the program have been
+ // reordered as needed, extract them into a contiguous vector.
+ pp->reduced_parameters.resize(program->NumParameters());
+ double* reduced_parameters = pp->reduced_parameters.data();
+ program->ParameterBlocksToStateVector(reduced_parameters);
+
+ Minimizer::Options& minimizer_options = pp->minimizer_options;
+ minimizer_options = Minimizer::Options(options);
+ minimizer_options.evaluator = pp->evaluator;
+
+ if (options.logging_type != SILENT) {
+ pp->logging_callback.reset(
+ new LoggingCallback(options.minimizer_type,
+ options.minimizer_progress_to_stdout));
+ minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
+ pp->logging_callback.get());
+ }
+
+ if (options.update_state_every_iteration) {
+ pp->state_updating_callback.reset(
+ new StateUpdatingCallback(program, reduced_parameters));
+ // This must get pushed to the front of the callbacks so that it
+ // is run before any of the user callbacks.
+ minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
+ pp->state_updating_callback.get());
+ }
+}
+
+} // namespace internal
+} // namespace ceres
