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f7da411ef0
1. Base class for preprocessors. 2. A preprocessor for problems that will be solved using the trust region minimizer. 3. Added sanity tests to the program reordering options for Schur type linear solvers. 4. Tests for the TrustRegionPreprocessor. Change-Id: I88cd926f0053bbbf2bd6b11e03ec55b8bf473cf1
120 lines
4.7 KiB
C++
120 lines
4.7 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2014 Google Inc. All rights reserved.
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// http://code.google.com/p/ceres-solver/
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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: sameragarwal@google.com (Sameer Agarwal)
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#ifndef CERES_INTERNAL_PREPROCESSOR_H_
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#define CERES_INTERNAL_PREPROCESSOR_H_
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#include "ceres/coordinate_descent_minimizer.h"
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#include "ceres/evaluator.h"
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#include "ceres/internal/eigen.h"
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#include "ceres/internal/port.h"
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#include "ceres/internal/scoped_ptr.h"
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#include "ceres/iteration_callback.h"
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#include "ceres/linear_solver.h"
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#include "ceres/minimizer.h"
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#include "ceres/problem_impl.h"
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#include "ceres/program.h"
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#include "ceres/solver.h"
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namespace ceres {
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namespace internal {
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struct PreprocessedProblem;
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// Given a Problem object and a Solver::Options object indicating the
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// configuration of the solver, the job of the Preprocessor is to
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// analyze the Problem and perform the setup needed to solve it using
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// the desired Minimization algorithm. The setup involves, removing
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// redundancies in the input problem (inactive parameter and residual
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// blocks), finding fill reducing orderings as needed, configuring and
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// creating various objects needed by the Minimizer to solve the
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// problem such as an evaluator, a linear solver etc.
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//
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// Each Minimizer (LineSearchMinimizer and TrustRegionMinimizer) comes
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// with a corresponding Preprocessor (LineSearchPreprocessor and
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// TrustRegionPreprocessor) that knows about its needs and performs
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// the preprocessing needed.
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//
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// The output of the Preprocessor is stored in a PreprocessedProblem
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// object.
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class Preprocessor {
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public:
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// Factory.
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static Preprocessor* Create(MinimizerType minimizer_type);
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virtual ~Preprocessor();
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virtual bool Preprocess(const Solver::Options& options,
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ProblemImpl* problem,
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PreprocessedProblem* pp) = 0;
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};
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// A PreprocessedProblem is the result of running the Preprocessor on
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// a Problem and Solver::Options object.
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struct PreprocessedProblem {
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PreprocessedProblem()
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: fixed_cost(0.0) {
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}
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string error;
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Solver::Options options;
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LinearSolver::Options linear_solver_options;
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Evaluator::Options evaluator_options;
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Minimizer::Options minimizer_options;
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ProblemImpl* problem;
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scoped_ptr<ProblemImpl> gradient_checking_problem;
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scoped_ptr<Program> reduced_program;
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scoped_ptr<LinearSolver> linear_solver;
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scoped_ptr<IterationCallback> logging_callback;
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scoped_ptr<IterationCallback> state_updating_callback;
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shared_ptr<Evaluator> evaluator;
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shared_ptr<CoordinateDescentMinimizer> inner_iteration_minimizer;
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vector<double*> removed_parameter_blocks;
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Vector reduced_parameters;
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double fixed_cost;
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};
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// Common functions used by various preprocessors.
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// If OpenMP support is not available and user has requested more than
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// one threads, then set the *_num_threads options as needed to 1.
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void ChangeNumThreadsIfNeeded(Solver::Options* options);
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// Extract the effective parameter vector from the preprocessed
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// problem and setup bits of the Minimizer::Options object that are
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// common to all Preprocessors.
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void SetupCommonMinimizerOptions(PreprocessedProblem* pp);
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} // namespace internal
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} // namespace ceres
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#endif // CERES_INTERNAL_PREPROCESSOR_H_
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