// 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_