| // 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/trust_region_preprocessor.h" |
| |
| #include <numeric> |
| #include <string> |
| #include "ceres/callbacks.h" |
| #include "ceres/context_impl.h" |
| #include "ceres/evaluator.h" |
| #include "ceres/linear_solver.h" |
| #include "ceres/minimizer.h" |
| #include "ceres/parameter_block.h" |
| #include "ceres/preconditioner.h" |
| #include "ceres/preprocessor.h" |
| #include "ceres/problem_impl.h" |
| #include "ceres/program.h" |
| #include "ceres/reorder_program.h" |
| #include "ceres/suitesparse.h" |
| #include "ceres/trust_region_strategy.h" |
| #include "ceres/wall_time.h" |
| |
| namespace ceres { |
| namespace internal { |
| |
| using std::vector; |
| |
| namespace { |
| |
| ParameterBlockOrdering* CreateDefaultLinearSolverOrdering( |
| const Program& program) { |
| ParameterBlockOrdering* ordering = new ParameterBlockOrdering; |
| const vector<ParameterBlock*>& parameter_blocks = |
| program.parameter_blocks(); |
| for (int i = 0; i < parameter_blocks.size(); ++i) { |
| ordering->AddElementToGroup( |
| const_cast<double*>(parameter_blocks[i]->user_state()), 0); |
| } |
| return ordering; |
| } |
| |
| // Check if all the user supplied values in the parameter blocks are |
| // sane or not, and if the program is feasible or not. |
| bool IsProgramValid(const Program& program, std::string* error) { |
| return (program.ParameterBlocksAreFinite(error) && |
| program.IsFeasible(error)); |
| } |
| |
| void AlternateLinearSolverAndPreconditionerForSchurTypeLinearSolver( |
| Solver::Options* options) { |
| if (!IsSchurType(options->linear_solver_type)) { |
| return; |
| } |
| |
| const LinearSolverType linear_solver_type_given = options->linear_solver_type; |
| const PreconditionerType preconditioner_type_given = |
| options->preconditioner_type; |
| options->linear_solver_type = LinearSolver::LinearSolverForZeroEBlocks( |
| linear_solver_type_given); |
| |
| std::string message; |
| if (linear_solver_type_given == ITERATIVE_SCHUR) { |
| options->preconditioner_type = Preconditioner::PreconditionerForZeroEBlocks( |
| preconditioner_type_given); |
| |
| message = |
| StringPrintf( |
| "No E blocks. Switching from %s(%s) to %s(%s).", |
| LinearSolverTypeToString(linear_solver_type_given), |
| PreconditionerTypeToString(preconditioner_type_given), |
| LinearSolverTypeToString(options->linear_solver_type), |
| PreconditionerTypeToString(options->preconditioner_type)); |
| } else { |
| message = |
| StringPrintf( |
| "No E blocks. Switching from %s to %s.", |
| LinearSolverTypeToString(linear_solver_type_given), |
| LinearSolverTypeToString(options->linear_solver_type)); |
| } |
| |
| VLOG_IF(1, options->logging_type != SILENT) << message; |
| } |
| |
| // For Schur type and SPARSE_NORMAL_CHOLESKY linear solvers, reorder |
| // the program to reduce fill-in and increase cache coherency. |
| bool ReorderProgram(PreprocessedProblem* pp) { |
| const Solver::Options& options = pp->options; |
| if (IsSchurType(options.linear_solver_type)) { |
| return ReorderProgramForSchurTypeLinearSolver( |
| options.linear_solver_type, |
| options.sparse_linear_algebra_library_type, |
| pp->problem->parameter_map(), |
| options.linear_solver_ordering.get(), |
| pp->reduced_program.get(), |
| &pp->error); |
| } |
| |
| |
| if (options.linear_solver_type == SPARSE_NORMAL_CHOLESKY && |
| !options.dynamic_sparsity) { |
| return ReorderProgramForSparseNormalCholesky( |
| options.sparse_linear_algebra_library_type, |
| *options.linear_solver_ordering, |
| pp->reduced_program.get(), |
| &pp->error); |
| } |
| |
| return true; |
| } |
| |
| // Configure and create a linear solver object. In doing so, if a |
| // sparse direct factorization based linear solver is being used, then |
| // find a fill reducing ordering and reorder the program as needed |
| // too. |
| bool SetupLinearSolver(PreprocessedProblem* pp) { |
| Solver::Options& options = pp->options; |
| if (options.linear_solver_ordering.get() == NULL) { |
| // If the user has not supplied a linear solver ordering, then we |
| // assume that they are giving all the freedom to us in choosing |
| // the best possible ordering. This intent can be indicated by |
| // putting all the parameter blocks in the same elimination group. |
| options.linear_solver_ordering.reset( |
| CreateDefaultLinearSolverOrdering(*pp->reduced_program)); |
| } else { |
| // If the user supplied an ordering, then check if the first |
| // elimination group is still non-empty after the reduced problem |
| // has been constructed. |
| // |
| // This is important for Schur type linear solvers, where the |
| // first elimination group is special -- it needs to be an |
| // independent set. |
| // |
| // If the first elimination group is empty, then we cannot use the |
| // user's requested linear solver (and a preconditioner as the |
| // case may be) so we must use a different one. |
| ParameterBlockOrdering* ordering = options.linear_solver_ordering.get(); |
| const int min_group_id = ordering->MinNonZeroGroup(); |
| ordering->Remove(pp->removed_parameter_blocks); |
| if (IsSchurType(options.linear_solver_type) && |
| min_group_id != ordering->MinNonZeroGroup()) { |
| AlternateLinearSolverAndPreconditionerForSchurTypeLinearSolver( |
| &options); |
| } |
| } |
| |
| // Reorder the program to reduce fill in and improve cache coherency |
| // of the Jacobian. |
| if (!ReorderProgram(pp)) { |
| return false; |
| } |
| |
| // Configure the linear solver. |
| pp->linear_solver_options = LinearSolver::Options(); |
| pp->linear_solver_options.min_num_iterations = |
| options.min_linear_solver_iterations; |
| pp->linear_solver_options.max_num_iterations = |
| options.max_linear_solver_iterations; |
| pp->linear_solver_options.type = options.linear_solver_type; |
| pp->linear_solver_options.preconditioner_type = options.preconditioner_type; |
| pp->linear_solver_options.visibility_clustering_type = |
| options.visibility_clustering_type; |
| pp->linear_solver_options.sparse_linear_algebra_library_type = |
| options.sparse_linear_algebra_library_type; |
| pp->linear_solver_options.dense_linear_algebra_library_type = |
| options.dense_linear_algebra_library_type; |
| pp->linear_solver_options.use_explicit_schur_complement = |
| options.use_explicit_schur_complement; |
| pp->linear_solver_options.dynamic_sparsity = options.dynamic_sparsity; |
| pp->linear_solver_options.num_threads = options.num_threads; |
| pp->linear_solver_options.use_postordering = options.use_postordering; |
| pp->linear_solver_options.context = pp->problem->context(); |
| |
| if (IsSchurType(pp->linear_solver_options.type)) { |
| OrderingToGroupSizes(options.linear_solver_ordering.get(), |
| &pp->linear_solver_options.elimination_groups); |
| |
| // Schur type solvers expect at least two elimination groups. If |
| // there is only one elimination group, then it is guaranteed that |
| // this group only contains e_blocks. Thus we add a dummy |
| // elimination group with zero blocks in it. |
| if (pp->linear_solver_options.elimination_groups.size() == 1) { |
| pp->linear_solver_options.elimination_groups.push_back(0); |
| } |
| |
| if (options.linear_solver_type == SPARSE_SCHUR) { |
| // When using SPARSE_SCHUR, we ignore the user's postordering |
| // preferences in certain cases. |
| // |
| // 1. SUITE_SPARSE is the sparse linear algebra library requested |
| // but cholmod_camd is not available. |
| // 2. CX_SPARSE is the sparse linear algebra library requested. |
| // |
| // This ensures that the linear solver does not assume that a |
| // fill-reducing pre-ordering has been done. |
| // |
| // TODO(sameeragarwal): Implement the reordering of parameter |
| // blocks for CX_SPARSE. |
| if ((options.sparse_linear_algebra_library_type == SUITE_SPARSE && |
| !SuiteSparse:: |
| IsConstrainedApproximateMinimumDegreeOrderingAvailable()) || |
| (options.sparse_linear_algebra_library_type == CX_SPARSE)) { |
| pp->linear_solver_options.use_postordering = true; |
| } |
| } |
| } |
| |
| pp->linear_solver.reset(LinearSolver::Create(pp->linear_solver_options)); |
| return (pp->linear_solver.get() != NULL); |
| } |
| |
| // Configure and create the evaluator. |
| bool SetupEvaluator(PreprocessedProblem* pp) { |
| const Solver::Options& options = pp->options; |
| pp->evaluator_options = Evaluator::Options(); |
| pp->evaluator_options.linear_solver_type = options.linear_solver_type; |
| pp->evaluator_options.num_eliminate_blocks = 0; |
| if (IsSchurType(options.linear_solver_type)) { |
| pp->evaluator_options.num_eliminate_blocks = |
| options |
| .linear_solver_ordering |
| ->group_to_elements().begin() |
| ->second.size(); |
| } |
| |
| pp->evaluator_options.num_threads = options.num_threads; |
| pp->evaluator_options.dynamic_sparsity = options.dynamic_sparsity; |
| pp->evaluator_options.context = pp->problem->context(); |
| pp->evaluator_options.evaluation_callback = options.evaluation_callback; |
| pp->evaluator.reset(Evaluator::Create(pp->evaluator_options, |
| pp->reduced_program.get(), |
| &pp->error)); |
| |
| return (pp->evaluator.get() != NULL); |
| } |
| |
| // If the user requested inner iterations, then find an inner |
| // iteration ordering as needed and configure and create a |
| // CoordinateDescentMinimizer object to perform the inner iterations. |
| bool SetupInnerIterationMinimizer(PreprocessedProblem* pp) { |
| Solver::Options& options = pp->options; |
| if (!options.use_inner_iterations) { |
| return true; |
| } |
| |
| // With just one parameter block, the outer iteration of the trust |
| // region method and inner iterations are doing exactly the same |
| // thing, and thus inner iterations are not needed. |
| if (pp->reduced_program->NumParameterBlocks() == 1) { |
| LOG(WARNING) << "Reduced problem only contains one parameter block." |
| << "Disabling inner iterations."; |
| return true; |
| } |
| |
| if (options.inner_iteration_ordering.get() != NULL) { |
| // If the user supplied an ordering, then remove the set of |
| // inactive parameter blocks from it |
| options.inner_iteration_ordering->Remove(pp->removed_parameter_blocks); |
| if (options.inner_iteration_ordering->NumElements() == 0) { |
| LOG(WARNING) << "No remaining elements in the inner iteration ordering."; |
| return true; |
| } |
| |
| // Validate the reduced ordering. |
| if (!CoordinateDescentMinimizer::IsOrderingValid( |
| *pp->reduced_program, |
| *options.inner_iteration_ordering, |
| &pp->error)) { |
| return false; |
| } |
| } else { |
| // The user did not supply an ordering, so create one. |
| options.inner_iteration_ordering.reset( |
| CoordinateDescentMinimizer::CreateOrdering(*pp->reduced_program)); |
| } |
| |
| pp->inner_iteration_minimizer.reset( |
| new CoordinateDescentMinimizer(pp->problem->context())); |
| return pp->inner_iteration_minimizer->Init(*pp->reduced_program, |
| pp->problem->parameter_map(), |
| *options.inner_iteration_ordering, |
| &pp->error); |
| } |
| |
| // Configure and create a TrustRegionMinimizer object. |
| void SetupMinimizerOptions(PreprocessedProblem* pp) { |
| const Solver::Options& options = pp->options; |
| |
| SetupCommonMinimizerOptions(pp); |
| pp->minimizer_options.is_constrained = |
| pp->reduced_program->IsBoundsConstrained(); |
| pp->minimizer_options.jacobian.reset(pp->evaluator->CreateJacobian()); |
| pp->minimizer_options.inner_iteration_minimizer = |
| pp->inner_iteration_minimizer; |
| |
| TrustRegionStrategy::Options strategy_options; |
| strategy_options.linear_solver = pp->linear_solver.get(); |
| strategy_options.initial_radius = |
| options.initial_trust_region_radius; |
| strategy_options.max_radius = options.max_trust_region_radius; |
| strategy_options.min_lm_diagonal = options.min_lm_diagonal; |
| strategy_options.max_lm_diagonal = options.max_lm_diagonal; |
| strategy_options.trust_region_strategy_type = |
| options.trust_region_strategy_type; |
| strategy_options.dogleg_type = options.dogleg_type; |
| pp->minimizer_options.trust_region_strategy.reset( |
| CHECK_NOTNULL(TrustRegionStrategy::Create(strategy_options))); |
| } |
| |
| } // namespace |
| |
| TrustRegionPreprocessor::~TrustRegionPreprocessor() { |
| } |
| |
| bool TrustRegionPreprocessor::Preprocess(const Solver::Options& options, |
| ProblemImpl* problem, |
| PreprocessedProblem* pp) { |
| CHECK_NOTNULL(pp); |
| pp->options = options; |
| ChangeNumThreadsIfNeeded(&pp->options); |
| |
| pp->problem = problem; |
| Program* program = problem->mutable_program(); |
| if (!IsProgramValid(*program, &pp->error)) { |
| return false; |
| } |
| |
| pp->reduced_program.reset( |
| program->CreateReducedProgram(&pp->removed_parameter_blocks, |
| &pp->fixed_cost, |
| &pp->error)); |
| |
| if (pp->reduced_program.get() == NULL) { |
| return false; |
| } |
| |
| if (pp->reduced_program->NumParameterBlocks() == 0) { |
| // The reduced problem has no parameter or residual blocks. There |
| // is nothing more to do. |
| return true; |
| } |
| |
| if (!SetupLinearSolver(pp) || |
| !SetupEvaluator(pp) || |
| !SetupInnerIterationMinimizer(pp)) { |
| return false; |
| } |
| |
| SetupMinimizerOptions(pp); |
| return true; |
| } |
| |
| } // namespace internal |
| } // namespace ceres |