Files
ceres-solver/internal/ceres/coordinate_descent_minimizer.h
Mike Vitus f408f89e8b Adds a Ceres Context structure.
A Ceres Context holds common global state that can be re-used within
Ceres.  The Context current contains a thread pool if compiling with
C++11 threading support.  Threads are expensive to create and destroy so
it is good to maintain across multiple Ceres solves.

Tested by compiling with and without TBB support and ran unit tests. Ran
bazel as well.

Change-Id: I82f598dfae642aa0e81a6039dc174608a5e8dbfb
2018-02-26 10:37:53 -08:00

109 lines
4.3 KiB
C++

// 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)
#ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
#define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
#include <string>
#include <vector>
#include "ceres/context_impl.h"
#include "ceres/evaluator.h"
#include "ceres/minimizer.h"
#include "ceres/problem_impl.h"
#include "ceres/solver.h"
namespace ceres {
namespace internal {
class Program;
class LinearSolver;
// Given a Program, and a ParameterBlockOrdering which partitions
// (non-exhaustively) the Hessian matrix into independent sets,
// perform coordinate descent on the parameter blocks in the
// ordering. The independent set structure allows for all parameter
// blocks in the same independent set to be optimized in parallel, and
// the order of the independent set determines the order in which the
// parameter block groups are optimized.
//
// The minimizer assumes that none of the parameter blocks in the
// program are constant.
class CoordinateDescentMinimizer : public Minimizer {
public:
explicit CoordinateDescentMinimizer(ContextImpl* context);
bool Init(const Program& program,
const ProblemImpl::ParameterMap& parameter_map,
const ParameterBlockOrdering& ordering,
std::string* error);
// Minimizer interface.
virtual ~CoordinateDescentMinimizer();
virtual void Minimize(const Minimizer::Options& options,
double* parameters,
Solver::Summary* summary);
// Verify that each group in the ordering forms an independent set.
static bool IsOrderingValid(const Program& program,
const ParameterBlockOrdering& ordering,
std::string* message);
// Find a recursive decomposition of the Hessian matrix as a set
// of independent sets of decreasing size and invert it. This
// seems to work better in practice, i.e., Cameras before
// points.
static ParameterBlockOrdering* CreateOrdering(const Program& program);
private:
void Solve(Program* program,
LinearSolver* linear_solver,
double* parameters,
Solver::Summary* summary);
std::vector<ParameterBlock*> parameter_blocks_;
std::vector<std::vector<ResidualBlock*> > residual_blocks_;
// The optimization is performed in rounds. In each round all the
// parameter blocks that form one independent set are optimized in
// parallel. This array, marks the boundaries of the independent
// sets in parameter_blocks_.
std::vector<int> independent_set_offsets_;
Evaluator::Options evaluator_options_;
ContextImpl* context_;
};
} // namespace internal
} // namespace ceres
#endif // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_