Home | History | Annotate | Download | only in ceres
      1 // Ceres Solver - A fast non-linear least squares minimizer
      2 // Copyright 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 #ifndef CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
     32 #define CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
     33 
     34 #include "ceres/minimizer.h"
     35 #include "ceres/solver.h"
     36 #include "ceres/types.h"
     37 
     38 namespace ceres {
     39 namespace internal {
     40 
     41 // Generic trust region minimization algorithm. The heavy lifting is
     42 // done by a TrustRegionStrategy object passed in as part of options.
     43 //
     44 // For example usage, see SolverImpl::Minimize.
     45 class TrustRegionMinimizer : public Minimizer {
     46  public:
     47   ~TrustRegionMinimizer() {}
     48   virtual void Minimize(const Minimizer::Options& options,
     49                         double* parameters,
     50                         Solver::Summary* summary);
     51 
     52  private:
     53   void Init(const Minimizer::Options& options);
     54   void EstimateScale(const SparseMatrix& jacobian, double* scale) const;
     55   bool MaybeDumpLinearLeastSquaresProblem(const int iteration,
     56                                           const SparseMatrix* jacobian,
     57                                           const double* residuals,
     58                                           const double* step) const;
     59 
     60   Minimizer::Options options_;
     61 };
     62 
     63 }  // namespace internal
     64 }  // namespace ceres
     65 #endif  // CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
     66