// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2023 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 #include #include #include "absl/log/check.h" #include "absl/log/log.h" #include "absl/strings/str_format.h" #include "ceres/callbacks.h" #include "ceres/context_impl.h" #include "ceres/evaluator.h" #include "ceres/event_logger.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/types.h" namespace ceres::internal { namespace { std::shared_ptr CreateDefaultLinearSolverOrdering( const Program& program) { std::shared_ptr ordering = std::make_shared(); const std::vector& parameter_blocks = program.parameter_blocks(); for (auto* parameter_block : parameter_blocks) { ordering->AddElementToGroup( const_cast(parameter_block->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 = absl::StrFormat( "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 = absl::StrFormat("No E blocks. Switching from %s to %s.", LinearSolverTypeToString(linear_solver_type_given), LinearSolverTypeToString(options->linear_solver_type)); } if (options->logging_type != SILENT) { VLOG(1) << message; } } // 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, options.linear_solver_ordering_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 ReorderProgramForSparseCholesky( options.sparse_linear_algebra_library_type, options.linear_solver_ordering_type, *options.linear_solver_ordering, 0, /* use all the rows of the jacobian */ pp->reduced_program.get(), &pp->error); } if (options.linear_solver_type == CGNR && options.preconditioner_type == SUBSET) { pp->linear_solver_options.subset_preconditioner_start_row_block = ReorderResidualBlocksByPartition( options.residual_blocks_for_subset_preconditioner, pp->reduced_program.get()); return ReorderProgramForSparseCholesky( options.sparse_linear_algebra_library_type, options.linear_solver_ordering_type, *options.linear_solver_ordering, pp->linear_solver_options.subset_preconditioner_start_row_block, 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; pp->linear_solver_options = LinearSolver::Options(); if (!options.linear_solver_ordering) { // 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 = 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.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.use_spse_initialization = options.use_spse_initialization; pp->linear_solver_options.spse_tolerance = options.spse_tolerance; pp->linear_solver_options.max_num_spse_iterations = options.max_num_spse_iterations; 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.use_mixed_precision_solves = options.use_mixed_precision_solves; pp->linear_solver_options.max_num_refinement_iterations = options.max_num_refinement_iterations; pp->linear_solver_options.num_threads = options.num_threads; 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.dynamic_sparsity && AreJacobianColumnsOrdered(options.linear_solver_type, options.preconditioner_type, options.sparse_linear_algebra_library_type, options.linear_solver_ordering_type)) { pp->linear_solver_options.ordering_type = OrderingType::NATURAL; } else { if (options.linear_solver_ordering_type == ceres::AMD) { pp->linear_solver_options.ordering_type = OrderingType::AMD; } else if (options.linear_solver_ordering_type == ceres::NESDIS) { pp->linear_solver_options.ordering_type = OrderingType::NESDIS; } else { LOG(FATAL) << "Congratulations you have found a bug in Ceres Solver." << " Please report this to the maintainers. : " << options.linear_solver_ordering_type; } } pp->linear_solver = LinearSolver::Create(pp->linear_solver_options); return (pp->linear_solver != nullptr); } // 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.sparse_linear_algebra_library_type = options.sparse_linear_algebra_library_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 = pp->reduced_program->mutable_evaluation_callback(); pp->evaluator = Evaluator::Create( pp->evaluator_options, pp->reduced_program.get(), &pp->error); return (pp->evaluator != nullptr); } // 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; } if (pp->reduced_program->mutable_evaluation_callback()) { pp->error = "Inner iterations cannot be used with EvaluationCallbacks"; return false; } // 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 != nullptr) { // 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 = CoordinateDescentMinimizer::CreateOrdering(*pp->reduced_program); } pp->inner_iteration_minimizer = std::make_unique(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. bool SetupMinimizerOptions(PreprocessedProblem* pp) { const Solver::Options& options = pp->options; SetupCommonMinimizerOptions(pp); pp->minimizer_options.is_constrained = pp->reduced_program->IsBoundsConstrained(); pp->minimizer_options.jacobian = pp->evaluator->CreateJacobian(); if (pp->minimizer_options.jacobian == nullptr) { pp->error = "Unable to create Jacobian matrix. Likely because it is too large."; return false; } 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; strategy_options.context = pp->problem->context(); strategy_options.num_threads = options.num_threads; pp->minimizer_options.trust_region_strategy = TrustRegionStrategy::Create(strategy_options); CHECK(pp->minimizer_options.trust_region_strategy != nullptr); return true; } } // namespace bool TrustRegionPreprocessor::Preprocess(const Solver::Options& options, ProblemImpl* problem, PreprocessedProblem* pp) { EventLogger event_logger("TrustRegionPreprocessor::Preprocess"); CHECK(pp != nullptr); pp->options = options; ChangeNumThreadsIfNeeded(&pp->options); pp->problem = problem; Program* program = problem->mutable_program(); bool status = IsProgramValid(*program, &pp->error); event_logger.AddEvent("IsProgramValid"); if (!status) { return false; } pp->reduced_program = program->CreateReducedProgram( &pp->removed_parameter_blocks, &pp->fixed_cost, &pp->error); event_logger.AddEvent("CreateReducedProgram"); if (pp->reduced_program.get() == nullptr) { 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; } status = SetupLinearSolver(pp); event_logger.AddEvent("SetupLinearSolver"); if (!status) { return false; } status = SetupEvaluator(pp); event_logger.AddEvent("SetupEvaluator"); if (!status) { return false; } status = SetupInnerIterationMinimizer(pp); event_logger.AddEvent("SetupInnerIterations"); if (!status) { return false; } status = SetupMinimizerOptions(pp); event_logger.AddEvent("SetupMinimizerOptions"); return status; } } // namespace ceres::internal