Previously, even when an iteration was successful, the LineSearchMinimizer
would only add the iteration summary to the Summary object if none
of the convergence tests were passed. This could cause iterations with
significant progress in the last iteration to be mis-reported.
The solution would be correct, but the actual cost would be misreported.
This change changes the order of these operations and ensures that
the iteration summary is added whenever the iteration itself is successful.
Thanks to Daniel Weindl for reporting this.
Change-Id: Iff10eccb49d50ad28127f44e149c17fa466db4ae
TrustRegionMinimizer evaluates the size of the step
taken in the ambient space, where as the LineSearchMinimizer
was using the norm in the tangent space. This change fixes
this discrepancy.
Change-Id: I9fef64cbb5622c9769c0413003cfb1dc6e89cfa3
Accumulate the number of steps of the line search algorithm
and report it as part of Summary::FullReport.
Change-Id: I1de12784009a3e08f2a2c2aff5085d57a3c73828
Since Ceres is moving to using GitHub for issues, and the Google
Code URL in the current copyright header will soon become invalid,
update all the headers.
Change-Id: I1fce70375d1bcf098591f07b4d8f01a5c1e0789c
For historical reasons we had a "using namespace std;" in port.h. This
is generally a bad idea. So removing it and along the way doing a bunch
of cpplint cleanup.
Change-Id: Ia125601a55ae62695e247fb0250df4c6f86c46c6
- We now compute & report the cumulative time spent performing the
following tasks as part of a line search:
- Evaluation of the univariate cost function value & gradient.
- Minimization of the interpolating polynomial.
- Total time spent performing line searches.
- This information is now reported for all minimizers, although only in
the case of a constrained problem for the TR minimizer.
- Remove LineSearch::Function abstraction in place of using
LineSearchFunction implementation directly, and remove virtual
functions from LineSearchFunction.
-- LineSearch::Function added an unnecessary level of abstraction since
the user always had to create a LineSearchFunction anyway to use a
Ceres Evaluator, and it added an unncessary virtual function call.
Change-Id: Ia4e1921d78f351ae119875aa97a3ea5e8b5d9877
Change the logic for how IterationSummary objects are added to
Summary::iterations to match the one in TrustRegionMinimizer.
Change-Id: I57851ad8294e58f83b9115cca9c24695d86ee92a
This is a intermediate change to clean things up
in preparation for a broader refactoring of the SolverImpl.
Essentially we are replacing raw pointers in Minimizer::Options
with shared_ptr objects. For now this only makes things a bit
more complicated looking inside solver_impl.cc, but going
forward this will lead to considerable simplifications in
tracking ownership of various pointers.
Change-Id: I21db8fc6763c29b0d15e834d7c968a0f514042a0
Solver::Summary::message was not being updated when the solver
terminated because of a user's iteration callback indicating
success or failure.
Thanks to Sergey Sharybin for reporting this.
Change-Id: I27e6e5eed086920ddf765461b0159417ac79d7b3
There were a few unused variables. The Clang GoldPlugin no longer supports
the -O4 flag; it is now equivalent to -O3 -flto, which is backwards
compatible.
Change-Id: I90a8cfe88d90871de6cf3a175b2ced2806e3fd8e
Change the order in which IterationSummary objects are
added to Solver::Summary and when the convergence tests
are done.
Previously there was a bug which prevented the iteration summary
from carrying the correct cost of the current state of the
optimization problem as the convergence test triggers before
the cost can be updated.
Thanks to Thad Hughes for reporting this.
Change-Id: Iba0dbb4cb30c9ec79fbc72ec5cf4602b2a0c207b
Now that the trust region minimizer depends on the line search
minimizer, conditional compilation of the line search minimizer
will lead to build breakages, so this option is now not available.
It is not expected to have as significant impact on users as the
amount of code in the line search minimization algorithm is
rather small to begin with.
Change-Id: I2aa6b6e6e3931b6428dbda654f14faf1ac6dd130
The original implementation for computing the norm of the gradient was
gradient_norm = norm(gradient)
when the gradient vector lies in the same space as the parameter
vector, this value is meaningful. When there is a local parameterization
involved, interpreting this value and diagnosing convergence using it
is hard.
Further, this expression does not respect the bounds constraints
on the parmeters. Measuring the norm of the gradient only makes
sense when the optimization being performed is unconstrained.
A better solution, used by LANCELOT is the expression
gradient_norm = norm(x - P(x - gradient))
Here, P is the projection operator onto the bounds constraints.
x - gradient is computed by computing Plus(x, -gradient), thus the
actual expression becomes
gradient_norm = norm(x - P(Plus(x, -gradient)));
Which in the case where there are no bounds constraints, and there
are no local parameterizations, reduces to the usual Euclidean
expression from above, since
Plus(x, -gradient) = x - gradient
and P(x - gradient) = x - gradient.
This change implements this change. Further, the convergence
test using the gradient tolerance now uses an absolute measure
rather than a relative measure. This is a forward looking change
as we start implementing the Augmented Lagrangian solver.
Last but not the least, various "Terminating: Foo" messages
have been changed so that "Terminating: " is logged but is
not part of the Solver::Summary::message string as it is
pointless.
Change-Id: I943146f71a1da47c8c7592986039b4112781b99b
1. Rename SolverTerminationType to TerminationType.
2. Consolidate the enum as
a. CONVERGENCE - subsumes FUNCTION_TOLERANCE, PARAMETER_TOLERANCE and GRADIENT_TOLERANCE
b. NO_CONVERGENCE
c. FAILURE - captures all kinds of failures including DID_NOT_RUN.
d. USER_SUCCESS
e. USER_FAILURE
3. Solver::Summary::error is renamed to be Solver::Summary::message, to both
reduce confusion as well as capture its true meaning.
Change-Id: I27a382e66e67f5a4750d0ee914d941f6b53c326d
All minimizer termination messages are now available as
Solver::Summary::error.
This is part of the ongoing refactoring or
Change-Id: I4514c3c042645bbd1471bcde9bd3dbf81d9ee8b0
- Increase precision of numeric values output in error messages to
allow for easier debugging.
- Ensure termination after Wolfe search bracketing phase if bracket
width has been shrunk to below tolerance.
- Cleaned up return value for BracketingPhase(), now false iff
optimisation should stop, true otherwise.
- Fix bug whereby we would mark a step size as satisfying the Wolfe
conditions when it did not due to numerical issues in the cost
function.
- Adding explanation of a subtlety in which a zoom could still be
acceptably invoked with bracket_low.f > bracket_high.f.
- Replacing hard check of a pre-condition of ZoomPhase() with a
conditional return if not satisfied to address issue whereby a
bracket could be incorrectly identified due to inconsistent values
& gradients returned from the cost function.
- Adding missing check for step size validity in line search minimizer.
- Adding ToDebugString() for FunctionSample.
Change-Id: Iad98e635749877f80c079ebad126bf022d82232d
Add Minimizer::Options::is_silent which allows the user
to turn off the logging inside the minimizer completely.
In particularly this is used for silencing the logging
when inner iterations are used.
Add VLOG_IF to miniglog.
Change-Id: I4dc56e726eb012b4bbf750dc92adedba1a6d9c38
LocalParameterization::Plus is allowed to return false when for some
reason the operation cannot be performed. Uptil now, this would
cause the TrustRegionMinimizer to terminate with a numerical failure.
This is not correct behaviour. Just like CostFunction::Evaluate,
returning false from LocalParameterization::Plus should result
in the current step to be rejected rather than the entire optimization
coming to a halt.
LineSearchMinimizer has also been updated to use the same pattern.
Thanks to Michael Vitus for reporting this.
Change-Id: I1351966bc6db3bf6cd46387b78d4e52a9df51696
1. Add -DLINE_SEARCH_MINIMIZER to CMake to make the line search
minimizer optional.
2. Better handling of -DSUITESPARSE/-DCXSPARSE in top level cmake
file.
3. Disable code which will never be used if SuiteSparse and/or
CXSparse is not available.
4. Update build docs.
5. Update jni/Android.mk
6. Minor lint cleanup from William Rucklidge.
Change-Id: If60460a858000df82faed7a6bb056dd2bfdde562
1. New LineSearchDirection interface, factory and instances.
2. Cleanup of LineSearchMinimizer to use the State and Direction objects.
3. LBFGS -> LowRankInverseHessian.
4. Refactoring of the RunCallbacks function and share it across
LineSearchMinimizer and TrustRegionMinimizer.
Change-Id: I19354afc6f5d6567b28918710c2012dc30ef8f32
1. Add a line search based minimization loop.
2. Currently this loop supports steepest descent and three
kinds of non-linear conjugate gradient algorithms.
3. Update SolverImpl to talk to LineSearchMinimizer.
4. Update IterationCallback to carry information about
line search.
5. Update LineSearch to take the initial point as input,
saving on one function evaluation.
6. Updates to the external API.
Change-Id: I901a0e89fc948451ab34c743e70f3dec57c9405e
Sameer Agarwal