mirror of
https://github.com/ceres-solver/ceres-solver.git
synced 2026-08-30 00:50:37 +08:00
Sameer Agarwal
caf614a6c1
Mostly done using
find . \( -name '*.cc' -o -name '*.h' \) -a -type f -exec clang-tidy -p \
cmake-build -checks='-*,google-*,modernize-*,-modernize-use-nodiscard,-modernize-use-trailing-return-type' {} -fix \;
Change-Id: Ifccbcabe7a1d9a32a09d28ac4f3f8466696c1a50
114 lines
4.6 KiB
C++
114 lines
4.6 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2016 Google Inc. All rights reserved.
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// http://ceres-solver.org/
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//
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// Redistribution and use in source and binary forms, with or without
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// modification, are permitted provided that the following conditions are met:
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//
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// * Redistributions of source code must retain the above copyright notice,
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// this list of conditions and the following disclaimer.
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// * Redistributions in binary form must reproduce the above copyright notice,
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// this list of conditions and the following disclaimer in the documentation
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// and/or other materials provided with the distribution.
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// * Neither the name of Google Inc. nor the names of its contributors may be
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// used to endorse or promote products derived from this software without
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// specific prior written permission.
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//
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// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
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// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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// POSSIBILITY OF SUCH DAMAGE.
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//
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// Author: sameeragarwal@google.com (Sameer Agarwal)
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#include "ceres/trust_region_step_evaluator.h"
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#include <algorithm>
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#include <limits>
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#include "glog/logging.h"
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namespace ceres::internal {
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TrustRegionStepEvaluator::TrustRegionStepEvaluator(
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const double initial_cost, const int max_consecutive_nonmonotonic_steps)
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: max_consecutive_nonmonotonic_steps_(max_consecutive_nonmonotonic_steps),
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minimum_cost_(initial_cost),
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current_cost_(initial_cost),
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reference_cost_(initial_cost),
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candidate_cost_(initial_cost),
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accumulated_reference_model_cost_change_(0.0),
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accumulated_candidate_model_cost_change_(0.0),
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num_consecutive_nonmonotonic_steps_(0) {}
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double TrustRegionStepEvaluator::StepQuality(
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const double cost, const double model_cost_change) const {
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// If the function evaluation for this step was a failure, in which
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// case the TrustRegionMinimizer would have set the cost to
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// std::numeric_limits<double>::max(). In this case, the division by
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// model_cost_change can result in an overflow. To prevent that from
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// happening, we will deal with this case explicitly.
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if (cost >= std::numeric_limits<double>::max()) {
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return std::numeric_limits<double>::lowest();
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}
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const double relative_decrease = (current_cost_ - cost) / model_cost_change;
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const double historical_relative_decrease =
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(reference_cost_ - cost) /
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(accumulated_reference_model_cost_change_ + model_cost_change);
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return std::max(relative_decrease, historical_relative_decrease);
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}
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void TrustRegionStepEvaluator::StepAccepted(const double cost,
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const double model_cost_change) {
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// Algorithm 10.1.2 from Trust Region Methods by Conn, Gould &
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// Toint.
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//
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// Step 3a
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current_cost_ = cost;
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accumulated_candidate_model_cost_change_ += model_cost_change;
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accumulated_reference_model_cost_change_ += model_cost_change;
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// Step 3b.
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if (current_cost_ < minimum_cost_) {
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minimum_cost_ = current_cost_;
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num_consecutive_nonmonotonic_steps_ = 0;
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candidate_cost_ = current_cost_;
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accumulated_candidate_model_cost_change_ = 0.0;
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} else {
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// Step 3c.
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++num_consecutive_nonmonotonic_steps_;
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if (current_cost_ > candidate_cost_) {
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candidate_cost_ = current_cost_;
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accumulated_candidate_model_cost_change_ = 0.0;
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}
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}
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// Step 3d.
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//
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// At this point we have made too many non-monotonic steps and
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// we are going to reset the value of the reference iterate so
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// as to force the algorithm to descend.
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//
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// Note: In the original algorithm by Toint, this step was only
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// executed if the step was non-monotonic, but that would not handle
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// the case of max_consecutive_nonmonotonic_steps = 0. The small
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// modification of doing this always handles that corner case
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// correctly.
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if (num_consecutive_nonmonotonic_steps_ ==
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max_consecutive_nonmonotonic_steps_) {
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reference_cost_ = candidate_cost_;
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accumulated_reference_model_cost_change_ =
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accumulated_candidate_model_cost_change_;
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}
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}
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} // namespace ceres::internal
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