Blame internal/ceres/gradient_problem_solver.cc

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// Ceres Solver - A fast non-linear least squares minimizer
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// Copyright 2015 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/gradient_problem_solver.h"
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#include "ceres/callbacks.h"
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#include "ceres/gradient_problem.h"
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#include "ceres/gradient_problem_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/map_util.h"
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#include "ceres/minimizer.h"
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#include "ceres/solver.h"
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#include "ceres/solver_utils.h"
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#include "ceres/stringprintf.h"
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#include "ceres/types.h"
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#include "ceres/wall_time.h"
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namespace ceres {
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using internal::StringPrintf;
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using internal::StringAppendF;
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using std::string;
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namespace {
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Solver::Options GradientProblemSolverOptionsToSolverOptions(
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    const GradientProblemSolver::Options& options) {
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#define COPY_OPTION(x) solver_options.x = options.x
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  Solver::Options solver_options;
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  solver_options.minimizer_type = LINE_SEARCH;
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  COPY_OPTION(line_search_direction_type);
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  COPY_OPTION(line_search_type);
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  COPY_OPTION(nonlinear_conjugate_gradient_type);
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  COPY_OPTION(max_lbfgs_rank);
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  COPY_OPTION(use_approximate_eigenvalue_bfgs_scaling);
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  COPY_OPTION(line_search_interpolation_type);
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  COPY_OPTION(min_line_search_step_size);
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  COPY_OPTION(line_search_sufficient_function_decrease);
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  COPY_OPTION(max_line_search_step_contraction);
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  COPY_OPTION(min_line_search_step_contraction);
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  COPY_OPTION(max_num_line_search_step_size_iterations);
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  COPY_OPTION(max_num_line_search_direction_restarts);
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  COPY_OPTION(line_search_sufficient_curvature_decrease);
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  COPY_OPTION(max_line_search_step_expansion);
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  COPY_OPTION(max_num_iterations);
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  COPY_OPTION(max_solver_time_in_seconds);
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  COPY_OPTION(parameter_tolerance);
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  COPY_OPTION(function_tolerance);
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  COPY_OPTION(gradient_tolerance);
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  COPY_OPTION(logging_type);
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  COPY_OPTION(minimizer_progress_to_stdout);
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  COPY_OPTION(callbacks);
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  return solver_options;
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#undef COPY_OPTION
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}
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}  // namespace
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bool GradientProblemSolver::Options::IsValid(std::string* error) const {
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  const Solver::Options solver_options =
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      GradientProblemSolverOptionsToSolverOptions(*this);
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  return solver_options.IsValid(error);
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}
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GradientProblemSolver::~GradientProblemSolver() {
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}
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void GradientProblemSolver::Solve(const GradientProblemSolver::Options& options,
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                                  const GradientProblem& problem,
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                                  double* parameters_ptr,
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                                  GradientProblemSolver::Summary* summary) {
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  using internal::scoped_ptr;
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  using internal::WallTimeInSeconds;
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  using internal::Minimizer;
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  using internal::GradientProblemEvaluator;
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  using internal::LoggingCallback;
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  using internal::SetSummaryFinalCost;
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  double start_time = WallTimeInSeconds();
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  *CHECK_NOTNULL(summary) = Summary();
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  summary->num_parameters                    = problem.NumParameters();
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  summary->num_local_parameters              = problem.NumLocalParameters();
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  summary->line_search_direction_type        = options.line_search_direction_type;         //  NOLINT
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  summary->line_search_interpolation_type    = options.line_search_interpolation_type;     //  NOLINT
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  summary->line_search_type                  = options.line_search_type;
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  summary->max_lbfgs_rank                    = options.max_lbfgs_rank;
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  summary->nonlinear_conjugate_gradient_type = options.nonlinear_conjugate_gradient_type;  //  NOLINT
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  // Check validity
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  if (!options.IsValid(&summary->message)) {
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    LOG(ERROR) << "Terminating: " << summary->message;
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    return;
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  }
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  // TODO(sameeragarwal): This is a bit convoluted, we should be able
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  // to convert to minimizer options directly, but this will do for
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  // now.
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  Minimizer::Options minimizer_options =
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      Minimizer::Options(GradientProblemSolverOptionsToSolverOptions(options));
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  minimizer_options.evaluator.reset(new GradientProblemEvaluator(problem));
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  scoped_ptr<IterationCallback> logging_callback;
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  if (options.logging_type != SILENT) {
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    logging_callback.reset(
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        new LoggingCallback(LINE_SEARCH, options.minimizer_progress_to_stdout));
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    minimizer_options.callbacks.insert(minimizer_options.callbacks.begin(),
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                                       logging_callback.get());
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  }
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  scoped_ptr<Minimizer> minimizer(Minimizer::Create(LINE_SEARCH));
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  Vector solution(problem.NumParameters());
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  VectorRef parameters(parameters_ptr, problem.NumParameters());
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  solution = parameters;
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  Solver::Summary solver_summary;
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  solver_summary.fixed_cost = 0.0;
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  solver_summary.preprocessor_time_in_seconds = 0.0;
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  solver_summary.postprocessor_time_in_seconds = 0.0;
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  solver_summary.line_search_polynomial_minimization_time_in_seconds = 0.0;
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  minimizer->Minimize(minimizer_options, solution.data(), &solver_summary);
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  summary->termination_type = solver_summary.termination_type;
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  summary->message          = solver_summary.message;
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  summary->initial_cost     = solver_summary.initial_cost;
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  summary->final_cost       = solver_summary.final_cost;
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  summary->iterations       = solver_summary.iterations;
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  summary->line_search_polynomial_minimization_time_in_seconds =
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      solver_summary.line_search_polynomial_minimization_time_in_seconds;
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  if (summary->IsSolutionUsable()) {
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    parameters = solution;
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    SetSummaryFinalCost(summary);
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  }
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  const std::map<string, double>& evaluator_time_statistics =
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       minimizer_options.evaluator->TimeStatistics();
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  summary->cost_evaluation_time_in_seconds =
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      FindWithDefault(evaluator_time_statistics, "Evaluator::Residual", 0.0);
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  summary->gradient_evaluation_time_in_seconds =
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      FindWithDefault(evaluator_time_statistics, "Evaluator::Jacobian", 0.0);
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  const std::map<string, int>& evaluator_call_statistics =
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       minimizer_options.evaluator->CallStatistics();
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  summary->num_cost_evaluations =
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      FindWithDefault(evaluator_call_statistics, "Evaluator::Residual", 0);
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  summary->num_gradient_evaluations =
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      FindWithDefault(evaluator_call_statistics, "Evaluator::Jacobian", 0);
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  summary->total_time_in_seconds = WallTimeInSeconds() - start_time;
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}
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// Invalid values for most fields, to ensure that we are not
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// accidentally reporting default values.
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GradientProblemSolver::Summary::Summary()
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    : termination_type(FAILURE),
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      message("ceres::GradientProblemSolve was not called."),
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      initial_cost(-1.0),
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      final_cost(-1.0),
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      total_time_in_seconds(-1.0),
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      cost_evaluation_time_in_seconds(-1.0),
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      gradient_evaluation_time_in_seconds(-1.0),
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      line_search_polynomial_minimization_time_in_seconds(-1.0),
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      num_parameters(-1),
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      num_local_parameters(-1),
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      line_search_direction_type(LBFGS),
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      line_search_type(ARMIJO),
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      line_search_interpolation_type(BISECTION),
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      nonlinear_conjugate_gradient_type(FLETCHER_REEVES),
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      max_lbfgs_rank(-1) {
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}
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bool GradientProblemSolver::Summary::IsSolutionUsable() const {
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  return internal::IsSolutionUsable(*this);
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}
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string GradientProblemSolver::Summary::BriefReport() const {
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  return StringPrintf("Ceres GradientProblemSolver Report: "
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                      "Iterations: %d, "
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                      "Initial cost: %e, "
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                      "Final cost: %e, "
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                      "Termination: %s",
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                      static_cast<int>(iterations.size()),
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                      initial_cost,
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                      final_cost,
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                      TerminationTypeToString(termination_type));
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}
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string GradientProblemSolver::Summary::FullReport() const {
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  using internal::VersionString;
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  string report = string("\nSolver Summary (v " + VersionString() + ")\n\n");
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  StringAppendF(&report, "Parameters          % 25d\n", num_parameters);
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  if (num_local_parameters != num_parameters) {
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    StringAppendF(&report, "Local parameters    % 25d\n",
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                  num_local_parameters);
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  }
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  string line_search_direction_string;
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  if (line_search_direction_type == LBFGS) {
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    line_search_direction_string = StringPrintf("LBFGS (%d)", max_lbfgs_rank);
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  } else if (line_search_direction_type == NONLINEAR_CONJUGATE_GRADIENT) {
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    line_search_direction_string =
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        NonlinearConjugateGradientTypeToString(
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            nonlinear_conjugate_gradient_type);
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  } else {
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    line_search_direction_string =
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        LineSearchDirectionTypeToString(line_search_direction_type);
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  }
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  StringAppendF(&report, "Line search direction     %19s\n",
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                line_search_direction_string.c_str());
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  const string line_search_type_string =
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      StringPrintf("%s %s",
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                   LineSearchInterpolationTypeToString(
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                       line_search_interpolation_type),
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                   LineSearchTypeToString(line_search_type));
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  StringAppendF(&report, "Line search type          %19s\n",
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                line_search_type_string.c_str());
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  StringAppendF(&report, "\n");
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  StringAppendF(&report, "\nCost:\n");
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  StringAppendF(&report, "Initial        % 30e\n", initial_cost);
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  if (termination_type != FAILURE &&
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      termination_type != USER_FAILURE) {
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    StringAppendF(&report, "Final          % 30e\n", final_cost);
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    StringAppendF(&report, "Change         % 30e\n",
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                  initial_cost - final_cost);
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  }
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  StringAppendF(&report, "\nMinimizer iterations         % 16d\n",
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                static_cast<int>(iterations.size()));
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  StringAppendF(&report, "\nTime (in seconds):\n");
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  StringAppendF(&report, "\n  Cost evaluation     %23.4f (%d)\n",
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                cost_evaluation_time_in_seconds,
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                num_cost_evaluations);
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  StringAppendF(&report, "  Gradient evaluation %23.4f (%d)\n",
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                gradient_evaluation_time_in_seconds,
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                num_gradient_evaluations);
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  StringAppendF(&report, "  Polynomial minimization   %17.4f\n",
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                line_search_polynomial_minimization_time_in_seconds);
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  StringAppendF(&report, "Total               %25.4f\n\n",
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                total_time_in_seconds);
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  StringAppendF(&report, "Termination:        %25s (%s)\n",
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                TerminationTypeToString(termination_type), message.c_str());
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  return report;
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}
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void Solve(const GradientProblemSolver::Options& options,
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           const GradientProblem& problem,
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           double* parameters,
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           GradientProblemSolver::Summary* summary) {
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  GradientProblemSolver solver;
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  solver.Solve(options, problem, parameters, summary);
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}
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}  // namespace ceres