| // Ceres Solver - A fast non-linear least squares minimizer |
| // Copyright 2015 Google Inc. All rights reserved. |
| // http://ceres-solver.org/ |
| // |
| // 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) |
| |
| #include "ceres/gradient_problem_solver.h" |
| |
| #include "ceres/callbacks.h" |
| #include "ceres/gradient_problem.h" |
| #include "ceres/gradient_problem_evaluator.h" |
| #include "ceres/internal/eigen.h" |
| #include "ceres/internal/port.h" |
| #include "ceres/map_util.h" |
| #include "ceres/minimizer.h" |
| #include "ceres/solver.h" |
| #include "ceres/solver_utils.h" |
| #include "ceres/stringprintf.h" |
| #include "ceres/types.h" |
| #include "ceres/wall_time.h" |
| |
| namespace ceres { |
| using internal::StringPrintf; |
| using internal::StringAppendF; |
| using std::string; |
| |
| namespace { |
| |
| Solver::Options GradientProblemSolverOptionsToSolverOptions( |
| const GradientProblemSolver::Options& options) { |
| #define COPY_OPTION(x) solver_options.x = options.x |
| |
| Solver::Options solver_options; |
| solver_options.minimizer_type = LINE_SEARCH; |
| COPY_OPTION(line_search_direction_type); |
| COPY_OPTION(line_search_type); |
| COPY_OPTION(nonlinear_conjugate_gradient_type); |
| COPY_OPTION(max_lbfgs_rank); |
| COPY_OPTION(use_approximate_eigenvalue_bfgs_scaling); |
| COPY_OPTION(line_search_interpolation_type); |
| COPY_OPTION(min_line_search_step_size); |
| COPY_OPTION(line_search_sufficient_function_decrease); |
| COPY_OPTION(max_line_search_step_contraction); |
| COPY_OPTION(min_line_search_step_contraction); |
| COPY_OPTION(max_num_line_search_step_size_iterations); |
| COPY_OPTION(max_num_line_search_direction_restarts); |
| COPY_OPTION(line_search_sufficient_curvature_decrease); |
| COPY_OPTION(max_line_search_step_expansion); |
| COPY_OPTION(max_num_iterations); |
| COPY_OPTION(max_solver_time_in_seconds); |
| COPY_OPTION(function_tolerance); |
| COPY_OPTION(gradient_tolerance); |
| COPY_OPTION(logging_type); |
| COPY_OPTION(minimizer_progress_to_stdout); |
| COPY_OPTION(callbacks); |
| return solver_options; |
| #undef COPY_OPTION |
| } |
| |
| |
| } // namespace |
| |
| bool GradientProblemSolver::Options::IsValid(std::string* error) const { |
| const Solver::Options solver_options = |
| GradientProblemSolverOptionsToSolverOptions(*this); |
| return solver_options.IsValid(error); |
| } |
| |
| GradientProblemSolver::~GradientProblemSolver() { |
| } |
| |
| void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options, |
| const GradientProblem& problem, |
| double* parameters_ptr, |
| GradientProblemSolver::Summary* summary) { |
| using internal::scoped_ptr; |
| using internal::WallTimeInSeconds; |
| using internal::Minimizer; |
| using internal::GradientProblemEvaluator; |
| using internal::LoggingCallback; |
| using internal::SetSummaryFinalCost; |
| |
| double start_time = WallTimeInSeconds(); |
| |
| *CHECK_NOTNULL(summary) = Summary(); |
| summary->num_parameters = problem.NumParameters(); |
| summary->num_local_parameters = problem.NumLocalParameters(); |
| summary->line_search_direction_type = options.line_search_direction_type; // NOLINT |
| summary->line_search_interpolation_type = options.line_search_interpolation_type; // NOLINT |
| summary->line_search_type = options.line_search_type; |
| summary->max_lbfgs_rank = options.max_lbfgs_rank; |
| summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type; // NOLINT |
| |
| // Check validity |
| if (!options.IsValid(&summary->message)) { |
| LOG(ERROR) << "Terminating: " << summary->message; |
| return; |
| } |
| |
| // TODO(sameeragarwal): This is a bit convoluted, we should be able |
| // to convert to minimizer options directly, but this will do for |
| // now. |
| Minimizer::Options minimizer_options = |
| Minimizer::Options(GradientProblemSolverOptionsToSolverOptions(options)); |
| minimizer_options.evaluator.reset(new GradientProblemEvaluator(problem)); |
| |
| scoped_ptr<IterationCallback> logging_callback; |
| if (options.logging_type != SILENT) { |
| logging_callback.reset( |
| new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout)); |
| minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(), |
| logging_callback.get()); |
| } |
| |
| scoped_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH)); |
| Vector solution(problem.NumParameters()); |
| VectorRef parameters(parameters_ptr, problem.NumParameters()); |
| solution = parameters; |
| |
| Solver::Summary solver_summary; |
| solver_summary.fixed_cost = 0.0; |
| solver_summary.preprocessor_time_in_seconds = 0.0; |
| solver_summary.postprocessor_time_in_seconds = 0.0; |
| solver_summary.line_search_polynomial_minimization_time_in_seconds = 0.0; |
| |
| minimizer->Minimize(minimizer_options, solution.data(), &solver_summary); |
| |
| summary->termination_type = solver_summary.termination_type; |
| summary->message = solver_summary.message; |
| summary->initial_cost = solver_summary.initial_cost; |
| summary->final_cost = solver_summary.final_cost; |
| summary->iterations = solver_summary.iterations; |
| summary->line_search_polynomial_minimization_time_in_seconds = |
| solver_summary.line_search_polynomial_minimization_time_in_seconds; |
| |
| if (summary->IsSolutionUsable()) { |
| parameters = solution; |
| SetSummaryFinalCost(summary); |
| } |
| |
| const std::map<string, double>& evaluator_time_statistics = |
| minimizer_options.evaluator->TimeStatistics(); |
| summary->cost_evaluation_time_in_seconds = |
| FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0); |
| summary->gradient_evaluation_time_in_seconds = |
| FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0); |
| |
| summary->total_time_in_seconds = WallTimeInSeconds() - start_time; |
| } |
| |
| // Invalid values for most fields, to ensure that we are not |
| // accidentally reporting default values. |
| GradientProblemSolver::Summary::Summary() |
| : termination_type(FAILURE), |
| message("ceres::GradientProblemSolve was not called."), |
| initial_cost(-1.0), |
| final_cost(-1.0), |
| total_time_in_seconds(-1.0), |
| cost_evaluation_time_in_seconds(-1.0), |
| gradient_evaluation_time_in_seconds(-1.0), |
| line_search_polynomial_minimization_time_in_seconds(-1.0), |
| num_parameters(-1), |
| num_local_parameters(-1), |
| line_search_direction_type(LBFGS), |
| line_search_type(ARMIJO), |
| line_search_interpolation_type(BISECTION), |
| nonlinear_conjugate_gradient_type(FLETCHER_REEVES), |
| max_lbfgs_rank(-1) { |
| } |
| |
| bool GradientProblemSolver::Summary::IsSolutionUsable() const { |
| return internal::IsSolutionUsable(*this); |
| } |
| |
| string GradientProblemSolver::Summary::BriefReport() const { |
| return StringPrintf("Ceres GradientProblemSolver Report: " |
| "Iterations: %d, " |
| "Initial cost: %e, " |
| "Final cost: %e, " |
| "Termination: %s", |
| static_cast<int>(iterations.size()), |
| initial_cost, |
| final_cost, |
| TerminationTypeToString(termination_type)); |
| } |
| |
| string GradientProblemSolver::Summary::FullReport() const { |
| using internal::VersionString; |
| |
| string report = string("\nSolver Summary (v " + VersionString() + ")\n\n"); |
| |
| StringAppendF(&report, "Parameters % 25d\n", num_parameters); |
| if (num_local_parameters != num_parameters) { |
| StringAppendF(&report, "Local parameters % 25d\n", |
| num_local_parameters); |
| } |
| |
| string line_search_direction_string; |
| if (line_search_direction_type == LBFGS) { |
| line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank); |
| } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) { |
| line_search_direction_string = |
| NonlinearConjugateGradientTypeToString( |
| nonlinear_conjugate_gradient_type); |
| } else { |
| line_search_direction_string = |
| LineSearchDirectionTypeToString(line_search_direction_type); |
| } |
| |
| StringAppendF(&report, "Line search direction %19s\n", |
| line_search_direction_string.c_str()); |
| |
| const string line_search_type_string = |
| StringPrintf("%s %s", |
| LineSearchInterpolationTypeToString( |
| line_search_interpolation_type), |
| LineSearchTypeToString(line_search_type)); |
| StringAppendF(&report, "Line search type %19s\n", |
| line_search_type_string.c_str()); |
| StringAppendF(&report, "\n"); |
| |
| StringAppendF(&report, "\nCost:\n"); |
| StringAppendF(&report, "Initial % 30e\n", initial_cost); |
| if (termination_type != FAILURE && |
| termination_type != USER_FAILURE) { |
| StringAppendF(&report, "Final % 30e\n", final_cost); |
| StringAppendF(&report, "Change % 30e\n", |
| initial_cost - final_cost); |
| } |
| |
| StringAppendF(&report, "\nMinimizer iterations % 16d\n", |
| static_cast<int>(iterations.size())); |
| |
| StringAppendF(&report, "\nTime (in seconds):\n"); |
| |
| StringAppendF(&report, "\n Cost evaluation %23.4f\n", |
| cost_evaluation_time_in_seconds); |
| StringAppendF(&report, " Gradient evaluation %23.4f\n", |
| gradient_evaluation_time_in_seconds); |
| StringAppendF(&report, " Polynomial minimization %17.4f\n", |
| line_search_polynomial_minimization_time_in_seconds); |
| |
| StringAppendF(&report, "Total %25.4f\n\n", |
| total_time_in_seconds); |
| |
| StringAppendF(&report, "Termination: %25s (%s)\n", |
| TerminationTypeToString(termination_type), message.c_str()); |
| return report; |
| } |
| |
| void Solve(const GradientProblemSolver::Options& options, |
| const GradientProblem& problem, |
| double* parameters, |
| GradientProblemSolver::Summary* summary) { |
| GradientProblemSolver solver; |
| solver.Solve(options, problem, parameters, summary); |
| } |
| |
| } // namespace ceres |
