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Respect bounds when using Solver::Options::check_gradients

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When Solver::Options::check_gradients is true, Ceres internally
creates a new ProblemImpl object which wraps each CostFunction
in the user's problem with a GradientCheckingCostFunction.

Doing this also requires creating new ParameterBlock objects,
and when support for upper and lower bounds was added to Ceres,
CreateGradientCheckingProblemImpl should also have been updated
to create a problem with the same parameter bounds. As a result,
if check_gradients is enabled for a bounded problem, it constructs
an unconstrained problem and solves it.

This CL fixes this, by introducing Problem::GetParameterLowerBound,
and Problem::GetParameterUpperBound and using them to create a bounded
problem when checking gradients.

Thanks to @pbeeson for not only reporting this problem, but also
providing a small standalone reproduction which made debugging this
possible.

https://github.com/ceres-solver/ceres-solver/issues/379

Change-Id: Id18eb858a7009bf4fa452a21b925922d13f3249f
This commit is contained in:
Sameer Agarwal
2018-07-07 17:11:38 -07:00
parent 2dd82fb8a0
commit 32cb9e4a12
10 changed files with 184 additions and 12 deletions
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internal/ceres/gradient_checking_cost_function_test.cc
+33
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@@ -411,5 +411,38 @@ TEST(GradientCheckingProblemImpl, ProblemDimensionsMatch) {
}
}
TEST(GradientCheckingProblemImpl, ConstrainedProblemBoundsArePropagated) {
// Parameter blocks with arbitrarily chosen initial values.
double x[] = {1.0, 2.0, 3.0};
ProblemImpl problem_impl;
problem_impl.AddParameterBlock(x, 3);
problem_impl.AddResidualBlock(new UnaryCostFunction(2, 3), NULL, x);
problem_impl.SetParameterLowerBound(x,0,0.9);
problem_impl.SetParameterUpperBound(x,1,2.5);
GradientCheckingIterationCallback callback;
std::unique_ptr<ProblemImpl> gradient_checking_problem_impl(
CreateGradientCheckingProblemImpl(&problem_impl, 1.0, 1.0, &callback));
// The dimensions of the two problems match.
EXPECT_EQ(problem_impl.NumParameterBlocks(),
gradient_checking_problem_impl->NumParameterBlocks());
EXPECT_EQ(problem_impl.NumResidualBlocks(),
gradient_checking_problem_impl->NumResidualBlocks());
EXPECT_EQ(problem_impl.NumParameters(),
gradient_checking_problem_impl->NumParameters());
EXPECT_EQ(problem_impl.NumResiduals(),
gradient_checking_problem_impl->NumResiduals());
for (int i = 0; i < 3; ++i) {
EXPECT_EQ(problem_impl.GetParameterLowerBound(x, i),
gradient_checking_problem_impl->GetParameterLowerBound(x, i));
EXPECT_EQ(problem_impl.GetParameterUpperBound(x, i),
gradient_checking_problem_impl->GetParameterUpperBound(x, i));
}
}
} // namespace internal
} // namespace ceres