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      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