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Preprocessor for the LineSearchMinimizer.

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Change-Id: Ieb5dfe1c0b96ef323c1130edd0c3a8a8b2c644cc
This commit is contained in:
Sameer Agarwal
2014-08-12 22:46:51 -07:00
parent f7da411ef0
commit 3150321db4
5 changed files with 298 additions and 2 deletions
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internal/ceres/CMakeLists.txt
+2
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@@ -72,6 +72,7 @@ SET(CERES_INTERNAL_SRC
line_search.cc
line_search_direction.cc
line_search_minimizer.cc
line_search_preprocessor.cc
linear_least_squares_problems.cc
linear_operator.cc
linear_solver.cc
@@ -258,6 +259,7 @@ IF (BUILD_TESTING AND GFLAGS)
CERES_TEST(jet)
CERES_TEST(levenberg_marquardt_strategy)
CERES_TEST(dogleg_strategy)
CERES_TEST(line_search_preprocessor)
CERES_TEST(local_parameterization)
CERES_TEST(loss_function)
CERES_TEST(minimizer)
internal/ceres/line_search_preprocessor.cc
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@@ -0,0 +1,106 @@
// 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: sameeragarwal@google.com (Sameer Agarwal)
#include "ceres/line_search_preprocessor.h"
#include <numeric>
#include <string>
#include "ceres/evaluator.h"
#include "ceres/minimizer.h"
#include "ceres/problem_impl.h"
#include "ceres/program.h"
#include "ceres/wall_time.h"
namespace ceres {
namespace internal {
namespace {
bool IsProgramValid(const Program& program, string* error) {
if (program.IsBoundsConstrained()) {
*error = "LINE_SEARCH Minimizer does not support bounds.";
return false;
}
return program.ParameterBlocksAreFinite(error);
}
bool SetupEvaluator(PreprocessedProblem* pp) {
pp->evaluator_options = Evaluator::Options();
// This ensures that we get a Block Jacobian Evaluator without any
// requirement on orderings.
pp->evaluator_options.linear_solver_type = CGNR;
pp->evaluator_options.num_eliminate_blocks = 0;
pp->evaluator_options.num_threads = pp->options.num_threads;
pp->evaluator.reset(Evaluator::Create(pp->evaluator_options,
pp->reduced_program.get(),
&pp->error));
return (pp->evaluator.get() != NULL);
}
} // namespace
LineSearchPreprocessor::~LineSearchPreprocessor() {
}
bool LineSearchPreprocessor::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) {
return true;
}
if (!SetupEvaluator(pp)) {
return false;
}
SetupCommonMinimizerOptions(pp);
return true;
}
} // namespace internal
} // namespace ceres
internal/ceres/line_search_preprocessor.h
+50
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@@ -0,0 +1,50 @@
// 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)
#ifndef CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
#define CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
#include "ceres/preprocessor.h"
namespace ceres {
namespace internal {
class LineSearchPreprocessor : public Preprocessor {
public:
virtual ~LineSearchPreprocessor();
virtual bool Preprocess(const Solver::Options& options,
ProblemImpl* problem,
PreprocessedProblem* preprocessed_problem);
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
internal/ceres/line_search_preprocessor_test.cc
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@@ -0,0 +1,136 @@
// 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: sameeragarwal@google.com (Sameer Agarwal)
#include <map>
#include "ceres/problem_impl.h"
#include "ceres/sized_cost_function.h"
#include "ceres/solver.h"
#include "ceres/line_search_preprocessor.h"
#include "gtest/gtest.h"
namespace ceres {
namespace internal {
TEST(LineSearchPreprocessor, ZeroProblem) {
ProblemImpl problem;
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
}
TEST(LineSearchPreprocessor, ProblemWithInvalidParameterBlock) {
ProblemImpl problem;
double x = 1.0/0.0;
problem.AddParameterBlock(&x, 1);
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
}
TEST(LineSearchPreprocessor, ParameterBlockHasBounds) {
ProblemImpl problem;
double x = 1.0;
problem.AddParameterBlock(&x, 1);
problem.SetParameterUpperBound(&x, 0, 1.0);
problem.SetParameterLowerBound(&x, 0, 2.0);
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
}
class FailingCostFunction : public SizedCostFunction<1, 1> {
public:
bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
return false;
}
};
TEST(LineSearchPreprocessor, RemoveParameterBlocksFailed) {
ProblemImpl problem;
double x = 3.0;
problem.AddResidualBlock(new FailingCostFunction, NULL, &x);
problem.SetParameterBlockConstant(&x);
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
}
TEST(LineSearchPreprocessor, RemoveParameterBlocksSucceeds) {
ProblemImpl problem;
double x = 3.0;
problem.AddParameterBlock(&x, 1);
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
}
template<int kNumResiduals, int N1 = 0, int N2 = 0, int N3 = 0>
class DummyCostFunction : public SizedCostFunction<kNumResiduals, N1, N2, N3> {
public:
bool Evaluate(double const* const* parameters,
double* residuals,
double** jacobians) const {
return true;
}
};
TEST(LineSearchPreprocessor, NormalOperation) {
ProblemImpl problem;
double x = 1.0;
double y = 1.0;
double z = 1.0;
problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &x, &y);
problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &y, &z);
Solver::Options options;
options.minimizer_type = LINE_SEARCH;
LineSearchPreprocessor preprocessor;
PreprocessedProblem pp;
EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
EXPECT_EQ(pp.evaluator_options.linear_solver_type, CGNR);
EXPECT_TRUE(pp.evaluator.get() != NULL);
}
} // namespace internal
} // namespace ceres
internal/ceres/preprocessor.cc
+4 -2
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@@ -30,6 +30,7 @@
#include "ceres/callbacks.h"
#include "ceres/gradient_checking_cost_function.h"
#include "ceres/line_search_preprocessor.h"
#include "ceres/preprocessor.h"
#include "ceres/problem_impl.h"
#include "ceres/solver.h"
@@ -43,8 +44,9 @@ Preprocessor* Preprocessor::Create(MinimizerType minimizer_type) {
return new TrustRegionPreprocessor;
}
// TODO(sameeragarwal): Add the LineSearchPreprocessor when it is
// ready.
if (minimizer_type == LINE_SEARCH) {
return new LineSearchPreprocessor;
}
LOG(FATAL) << "Unknown minimizer_type: " << minimizer_type;
return NULL;