// Ceres Solver - A fast non-linear least squares minimizer
// Copyright 2015 Google Inc. All rights reserved.
// http://ceres-solver.org/
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
//
// * Redistributions of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
// * Redistributions in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
// * Neither the name of Google Inc. nor the names of its contributors may be
// used to endorse or promote products derived from this software without
// specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
// POSSIBILITY OF SUCH DAMAGE.
//
// Author: sameeragarwal@google.com (Sameer Agarwal)
//
// When an iteration callback is specified, Ceres calls the callback
// after each minimizer step (if the minimizer has not converged) and
// passes it an IterationSummary object, defined below.
#ifndef CERES_PUBLIC_ITERATION_CALLBACK_H_
#define CERES_PUBLIC_ITERATION_CALLBACK_H_
#include "ceres/types.h"
#include "ceres/internal/disable_warnings.h"
namespace ceres {
// This struct describes the state of the optimizer after each
// iteration of the minimization.
struct CERES_EXPORT IterationSummary {
IterationSummary()
: iteration(0),
step_is_valid(false),
step_is_nonmonotonic(false),
step_is_successful(false),
cost(0.0),
cost_change(0.0),
gradient_max_norm(0.0),
gradient_norm(0.0),
step_norm(0.0),
eta(0.0),
step_size(0.0),
line_search_function_evaluations(0),
line_search_gradient_evaluations(0),
line_search_iterations(0),
linear_solver_iterations(0),
iteration_time_in_seconds(0.0),
step_solver_time_in_seconds(0.0),
cumulative_time_in_seconds(0.0) {}
// Current iteration number.
int32 iteration;
// Step was numerically valid, i.e., all values are finite and the
// step reduces the value of the linearized model.
//
// Note: step_is_valid is always true when iteration = 0.
bool step_is_valid;
// Step did not reduce the value of the objective function
// sufficiently, but it was accepted because of the relaxed
// acceptance criterion used by the non-monotonic trust region
// algorithm.
//
// Note: step_is_nonmonotonic is always false when iteration = 0;
bool step_is_nonmonotonic;
// Whether or not the minimizer accepted this step or not. If the
// ordinary trust region algorithm is used, this means that the
// relative reduction in the objective function value was greater
// than Solver::Options::min_relative_decrease. However, if the
// non-monotonic trust region algorithm is used
// (Solver::Options:use_nonmonotonic_steps = true), then even if the
// relative decrease is not sufficient, the algorithm may accept the
// step and the step is declared successful.
//
// Note: step_is_successful is always true when iteration = 0.
bool step_is_successful;
// Value of the objective function.
double cost;
// Change in the value of the objective function in this
// iteration. This can be positive or negative.
double cost_change;
// Infinity norm of the gradient vector.
double gradient_max_norm;
// 2-norm of the gradient vector.
double gradient_norm;
// 2-norm of the size of the step computed by the optimization
// algorithm.
double step_norm;
// For trust region algorithms, the ratio of the actual change in
// cost and the change in the cost of the linearized approximation.
double relative_decrease;
// Size of the trust region at the end of the current iteration. For
// the Levenberg-Marquardt algorithm, the regularization parameter
// mu = 1.0 / trust_region_radius.
double trust_region_radius;
// For the inexact step Levenberg-Marquardt algorithm, this is the
// relative accuracy with which the Newton(LM) step is solved. This
// number affects only the iterative solvers capable of solving
// linear systems inexactly. Factorization-based exact solvers
// ignore it.
double eta;
// Step sized computed by the line search algorithm.
double step_size;
// Number of function value evaluations used by the line search algorithm.
int line_search_function_evaluations;
// Number of function gradient evaluations used by the line search algorithm.
int line_search_gradient_evaluations;
// Number of iterations taken by the line search algorithm.
int line_search_iterations;
// Number of iterations taken by the linear solver to solve for the
// Newton step.
int linear_solver_iterations;
// All times reported below are wall times.
// Time (in seconds) spent inside the minimizer loop in the current
// iteration.
double iteration_time_in_seconds;
// Time (in seconds) spent inside the trust region step solver.
double step_solver_time_in_seconds;
// Time (in seconds) since the user called Solve().
double cumulative_time_in_seconds;
};
// Interface for specifying callbacks that are executed at the end of
// each iteration of the Minimizer. The solver uses the return value
// of operator() to decide whether to continue solving or to
// terminate. The user can return three values.
//
// SOLVER_ABORT indicates that the callback detected an abnormal
// situation. The solver returns without updating the parameter blocks
// (unless Solver::Options::update_state_every_iteration is set
// true). Solver returns with Solver::Summary::termination_type set to
// USER_ABORT.
//
// SOLVER_TERMINATE_SUCCESSFULLY indicates that there is no need to
// optimize anymore (some user specified termination criterion has
// been met). Solver returns with Solver::Summary::termination_type
// set to USER_SUCCESS.
//
// SOLVER_CONTINUE indicates that the solver should continue
// optimizing.
//
// For example, the following Callback is used internally by Ceres to
// log the progress of the optimization.
//
// Callback for logging the state of the minimizer to STDERR or STDOUT
// depending on the user's preferences and logging level.
//
// class LoggingCallback : public IterationCallback {
// public:
// explicit LoggingCallback(bool log_to_stdout)
// : log_to_stdout_(log_to_stdout) {}
//
// ~LoggingCallback() {}
//
// CallbackReturnType operator()(const IterationSummary& summary) {
// const char* kReportRowFormat =
// "% 4d: f:% 8e d:% 3.2e g:% 3.2e h:% 3.2e "
// "rho:% 3.2e mu:% 3.2e eta:% 3.2e li:% 3d";
// string output = StringPrintf(kReportRowFormat,
// summary.iteration,
// summary.cost,
// summary.cost_change,
// summary.gradient_max_norm,
// summary.step_norm,
// summary.relative_decrease,
// summary.trust_region_radius,
// summary.eta,
// summary.linear_solver_iterations);
// if (log_to_stdout_) {
// cout << output << endl;
// } else {
// VLOG(1) << output;
// }
// return SOLVER_CONTINUE;
// }
//
// private:
// const bool log_to_stdout_;
// };
//
class CERES_EXPORT IterationCallback {
public:
virtual ~IterationCallback() {}
virtual CallbackReturnType operator()(const IterationSummary& summary) = 0;
};
} // namespace ceres
#include "ceres/internal/reenable_warnings.h"
#endif // CERES_PUBLIC_ITERATION_CALLBACK_H_