// 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) #ifndef CERES_PUBLIC_GRADIENT_PROBLEM_H_ #define CERES_PUBLIC_GRADIENT_PROBLEM_H_ #include "ceres/internal/macros.h" #include "ceres/internal/port.h" #include "ceres/internal/scoped_ptr.h" #include "ceres/local_parameterization.h" namespace ceres { class FirstOrderFunction; // Instances of GradientProblem represent general non-linear // optimization problems that must be solved using just the value of // the objective function and its gradient. Unlike the Problem class, // which can only be used to model non-linear least squares problems, // instances of GradientProblem not restricted in the form of the // objective function. // // Structurally GradientProblem is a composition of a // FirstOrderFunction and optionally a LocalParameterization. // // The FirstOrderFunction is responsible for evaluating the cost and // gradient of the objective function. // // The LocalParameterization is responsible for going back and forth // between the ambient space and the local tangent space. (See // local_parameterization.h for more details). When a // LocalParameterization is not provided, then the tangent space is // assumed to coincide with the ambient Euclidean space that the // gradient vector lives in. // // Example usage: // // The following demonstrate the problem construction for Rosenbrock's function // // f(x,y) = (1-x)^2 + 100(y - x^2)^2; // // class Rosenbrock : public ceres::FirstOrderFunction { // public: // virtual ~Rosenbrock() {} // // virtual bool Evaluate(const double* parameters, // double* cost, // double* gradient) const { // const double x = parameters[0]; // const double y = parameters[1]; // // cost[0] = (1.0 - x) * (1.0 - x) + 100.0 * (y - x * x) * (y - x * x); // if (gradient != NULL) { // gradient[0] = -2.0 * (1.0 - x) - 200.0 * (y - x * x) * 2.0 * x; // gradient[1] = 200.0 * (y - x * x); // } // return true; // }; // // virtual int NumParameters() const { return 2; }; // }; // // ceres::GradientProblem problem(new Rosenbrock()); class CERES_EXPORT GradientProblem { public: // Takes ownership of the function. explicit GradientProblem(FirstOrderFunction* function); // Takes ownership of the function and the parameterization. GradientProblem(FirstOrderFunction* function, LocalParameterization* parameterization); int NumParameters() const; int NumLocalParameters() const; // This call is not thread safe. bool Evaluate(const double* parameters, double* cost, double* gradient) const; bool Plus(const double* x, const double* delta, double* x_plus_delta) const; private: internal::scoped_ptr function_; internal::scoped_ptr parameterization_; internal::scoped_array scratch_; }; // A FirstOrderFunction object implements the evaluation of a function // and its gradient. class CERES_EXPORT FirstOrderFunction { public: virtual ~FirstOrderFunction() {} // cost is never NULL. gradient may be null. virtual bool Evaluate(const double* const parameters, double* cost, double* gradient) const = 0; virtual int NumParameters() const = 0; }; } // namespace ceres #endif // CERES_PUBLIC_GRADIENT_PROBLEM_H_