1 // Ceres Solver - A fast non-linear least squares minimizer 2 // Copyright 2010, 2011, 2012 Google Inc. All rights reserved. 3 // http://code.google.com/p/ceres-solver/ 4 // 5 // Redistribution and use in source and binary forms, with or without 6 // modification, are permitted provided that the following conditions are met: 7 // 8 // * Redistributions of source code must retain the above copyright notice, 9 // this list of conditions and the following disclaimer. 10 // * Redistributions in binary form must reproduce the above copyright notice, 11 // this list of conditions and the following disclaimer in the documentation 12 // and/or other materials provided with the distribution. 13 // * Neither the name of Google Inc. nor the names of its contributors may be 14 // used to endorse or promote products derived from this software without 15 // specific prior written permission. 16 // 17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 27 // POSSIBILITY OF SUCH DAMAGE. 28 // 29 // Author: sameeragarwal (at) google.com (Sameer Agarwal) 30 // 31 // When an iteration callback is specified, Ceres calls the callback 32 // after each minimizer step (if the minimizer has not converged) and 33 // passes it an IterationSummary object, defined below. 34 35 #ifndef CERES_PUBLIC_ITERATION_CALLBACK_H_ 36 #define CERES_PUBLIC_ITERATION_CALLBACK_H_ 37 38 #include "ceres/types.h" 39 40 namespace ceres { 41 42 // This struct describes the state of the optimizer after each 43 // iteration of the minimization. 44 struct IterationSummary { 45 IterationSummary() 46 : iteration(0), 47 step_is_valid(false), 48 step_is_nonmonotonic(false), 49 step_is_successful(false), 50 cost(0.0), 51 cost_change(0.0), 52 gradient_max_norm(0.0), 53 step_norm(0.0), 54 eta(0.0), 55 step_size(0.0), 56 line_search_function_evaluations(0), 57 line_search_gradient_evaluations(0), 58 line_search_iterations(0), 59 linear_solver_iterations(0), 60 iteration_time_in_seconds(0.0), 61 step_solver_time_in_seconds(0.0), 62 cumulative_time_in_seconds(0.0) {} 63 64 // Current iteration number. 65 int32 iteration; 66 67 // Step was numerically valid, i.e., all values are finite and the 68 // step reduces the value of the linearized model. 69 // 70 // Note: step_is_valid is false when iteration = 0. 71 bool step_is_valid; 72 73 // Step did not reduce the value of the objective function 74 // sufficiently, but it was accepted because of the relaxed 75 // acceptance criterion used by the non-monotonic trust region 76 // algorithm. 77 // 78 // Note: step_is_nonmonotonic is false when iteration = 0; 79 bool step_is_nonmonotonic; 80 81 // Whether or not the minimizer accepted this step or not. If the 82 // ordinary trust region algorithm is used, this means that the 83 // relative reduction in the objective function value was greater 84 // than Solver::Options::min_relative_decrease. However, if the 85 // non-monotonic trust region algorithm is used 86 // (Solver::Options:use_nonmonotonic_steps = true), then even if the 87 // relative decrease is not sufficient, the algorithm may accept the 88 // step and the step is declared successful. 89 // 90 // Note: step_is_successful is false when iteration = 0. 91 bool step_is_successful; 92 93 // Value of the objective function. 94 double cost; 95 96 // Change in the value of the objective function in this 97 // iteration. This can be positive or negative. 98 double cost_change; 99 100 // Infinity norm of the gradient vector. 101 double gradient_max_norm; 102 103 // 2-norm of the size of the step computed by the optimization 104 // algorithm. 105 double step_norm; 106 107 // For trust region algorithms, the ratio of the actual change in 108 // cost and the change in the cost of the linearized approximation. 109 double relative_decrease; 110 111 // Size of the trust region at the end of the current iteration. For 112 // the Levenberg-Marquardt algorithm, the regularization parameter 113 // mu = 1.0 / trust_region_radius. 114 double trust_region_radius; 115 116 // For the inexact step Levenberg-Marquardt algorithm, this is the 117 // relative accuracy with which the Newton(LM) step is solved. This 118 // number affects only the iterative solvers capable of solving 119 // linear systems inexactly. Factorization-based exact solvers 120 // ignore it. 121 double eta; 122 123 // Step sized computed by the line search algorithm. 124 double step_size; 125 126 // Number of function value evaluations used by the line search algorithm. 127 int line_search_function_evaluations; 128 129 // Number of function gradient evaluations used by the line search algorithm. 130 int line_search_gradient_evaluations; 131 132 // Number of iterations taken by the line search algorithm. 133 int line_search_iterations; 134 135 // Number of iterations taken by the linear solver to solve for the 136 // Newton step. 137 int linear_solver_iterations; 138 139 // All times reported below are wall times. 140 141 // Time (in seconds) spent inside the minimizer loop in the current 142 // iteration. 143 double iteration_time_in_seconds; 144 145 // Time (in seconds) spent inside the trust region step solver. 146 double step_solver_time_in_seconds; 147 148 // Time (in seconds) since the user called Solve(). 149 double cumulative_time_in_seconds; 150 }; 151 152 // Interface for specifying callbacks that are executed at the end of 153 // each iteration of the Minimizer. The solver uses the return value 154 // of operator() to decide whether to continue solving or to 155 // terminate. The user can return three values. 156 // 157 // SOLVER_ABORT indicates that the callback detected an abnormal 158 // situation. The solver returns without updating the parameter blocks 159 // (unless Solver::Options::update_state_every_iteration is set 160 // true). Solver returns with Solver::Summary::termination_type set to 161 // USER_ABORT. 162 // 163 // SOLVER_TERMINATE_SUCCESSFULLY indicates that there is no need to 164 // optimize anymore (some user specified termination criterion has 165 // been met). Solver returns with Solver::Summary::termination_type 166 // set to USER_SUCCESS. 167 // 168 // SOLVER_CONTINUE indicates that the solver should continue 169 // optimizing. 170 // 171 // For example, the following Callback is used internally by Ceres to 172 // log the progress of the optimization. 173 // 174 // Callback for logging the state of the minimizer to STDERR or STDOUT 175 // depending on the user's preferences and logging level. 176 // 177 // class LoggingCallback : public IterationCallback { 178 // public: 179 // explicit LoggingCallback(bool log_to_stdout) 180 // : log_to_stdout_(log_to_stdout) {} 181 // 182 // ~LoggingCallback() {} 183 // 184 // CallbackReturnType operator()(const IterationSummary& summary) { 185 // const char* kReportRowFormat = 186 // "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e " 187 // "rho:% 3.2e mu:% 3.2e eta:% 3.2e li:% 3d"; 188 // string output = StringPrintf(kReportRowFormat, 189 // summary.iteration, 190 // summary.cost, 191 // summary.cost_change, 192 // summary.gradient_max_norm, 193 // summary.step_norm, 194 // summary.relative_decrease, 195 // summary.trust_region_radius, 196 // summary.eta, 197 // summary.linear_solver_iterations); 198 // if (log_to_stdout_) { 199 // cout << output << endl; 200 // } else { 201 // VLOG(1) << output; 202 // } 203 // return SOLVER_CONTINUE; 204 // } 205 // 206 // private: 207 // const bool log_to_stdout_; 208 // }; 209 // 210 class IterationCallback { 211 public: 212 virtual ~IterationCallback() {} 213 virtual CallbackReturnType operator()(const IterationSummary& summary) = 0; 214 }; 215 216 } // namespace ceres 217 218 #endif // CERES_PUBLIC_ITERATION_CALLBACK_H_ 219