forked from bartvdbraak/blender
75ea4b8a1f
We already were using one of earlier RC of the library, so there is no expected big changes. Just making the update official, using official version and stating it in the readme file.
116 lines
4.7 KiB
C++
116 lines
4.7 KiB
C++
// Ceres Solver - A fast non-linear least squares minimizer
|
|
// Copyright 2016 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)
|
|
|
|
#include "ceres/trust_region_step_evaluator.h"
|
|
|
|
#include <algorithm>
|
|
#include <limits>
|
|
|
|
#include "glog/logging.h"
|
|
|
|
namespace ceres {
|
|
namespace internal {
|
|
|
|
TrustRegionStepEvaluator::TrustRegionStepEvaluator(
|
|
const double initial_cost, const int max_consecutive_nonmonotonic_steps)
|
|
: max_consecutive_nonmonotonic_steps_(max_consecutive_nonmonotonic_steps),
|
|
minimum_cost_(initial_cost),
|
|
current_cost_(initial_cost),
|
|
reference_cost_(initial_cost),
|
|
candidate_cost_(initial_cost),
|
|
accumulated_reference_model_cost_change_(0.0),
|
|
accumulated_candidate_model_cost_change_(0.0),
|
|
num_consecutive_nonmonotonic_steps_(0) {}
|
|
|
|
double TrustRegionStepEvaluator::StepQuality(
|
|
const double cost, const double model_cost_change) const {
|
|
// If the function evaluation for this step was a failure, in which
|
|
// case the TrustRegionMinimizer would have set the cost to
|
|
// std::numeric_limits<double>::max(). In this case, the division by
|
|
// model_cost_change can result in an overflow. To prevent that from
|
|
// happening, we will deal with this case explicitly.
|
|
if (cost >= std::numeric_limits<double>::max()) {
|
|
return std::numeric_limits<double>::lowest();
|
|
}
|
|
|
|
const double relative_decrease = (current_cost_ - cost) / model_cost_change;
|
|
const double historical_relative_decrease =
|
|
(reference_cost_ - cost) /
|
|
(accumulated_reference_model_cost_change_ + model_cost_change);
|
|
return std::max(relative_decrease, historical_relative_decrease);
|
|
}
|
|
|
|
void TrustRegionStepEvaluator::StepAccepted(const double cost,
|
|
const double model_cost_change) {
|
|
// Algorithm 10.1.2 from Trust Region Methods by Conn, Gould &
|
|
// Toint.
|
|
//
|
|
// Step 3a
|
|
current_cost_ = cost;
|
|
accumulated_candidate_model_cost_change_ += model_cost_change;
|
|
accumulated_reference_model_cost_change_ += model_cost_change;
|
|
|
|
// Step 3b.
|
|
if (current_cost_ < minimum_cost_) {
|
|
minimum_cost_ = current_cost_;
|
|
num_consecutive_nonmonotonic_steps_ = 0;
|
|
candidate_cost_ = current_cost_;
|
|
accumulated_candidate_model_cost_change_ = 0.0;
|
|
} else {
|
|
// Step 3c.
|
|
++num_consecutive_nonmonotonic_steps_;
|
|
if (current_cost_ > candidate_cost_) {
|
|
candidate_cost_ = current_cost_;
|
|
accumulated_candidate_model_cost_change_ = 0.0;
|
|
}
|
|
}
|
|
|
|
// Step 3d.
|
|
//
|
|
// At this point we have made too many non-monotonic steps and
|
|
// we are going to reset the value of the reference iterate so
|
|
// as to force the algorithm to descend.
|
|
//
|
|
// Note: In the original algorithm by Toint, this step was only
|
|
// executed if the step was non-monotonic, but that would not handle
|
|
// the case of max_consecutive_nonmonotonic_steps = 0. The small
|
|
// modification of doing this always handles that corner case
|
|
// correctly.
|
|
if (num_consecutive_nonmonotonic_steps_ ==
|
|
max_consecutive_nonmonotonic_steps_) {
|
|
reference_cost_ = candidate_cost_;
|
|
accumulated_reference_model_cost_change_ =
|
|
accumulated_candidate_model_cost_change_;
|
|
}
|
|
}
|
|
|
|
} // namespace internal
|
|
} // namespace ceres
|