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1 // Ceres Solver - A fast non-linear least squares minimizer
2 // Copyright 2012 Google Inc. All rights reserved.
3 // http://code.google.com/p/ceres-solver/
4 //
5 // Redistribution and use in source and binary forms, with or without
6 // modification, are permitted provided that the following conditions are met:
7 //
8 // * Redistributions of source code must retain the above copyright notice,
9 //   this list of conditions and the following disclaimer.
10 // * Redistributions in binary form must reproduce the above copyright notice,
11 //   this list of conditions and the following disclaimer in the documentation
12 //   and/or other materials provided with the distribution.
13 // * Neither the name of Google Inc. nor the names of its contributors may be
14 //   used to endorse or promote products derived from this software without
15 //   specific prior written permission.
16 //
17 // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18 // AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19 // IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20 // ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21 // LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22 // CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23 // SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24 // INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25 // CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26 // ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27 // POSSIBILITY OF SUCH DAMAGE.
28 //
29 // Author: sameeragarwal@google.com (Sameer Agarwal)
30 
31 #ifndef CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
32 #define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
33 
34 #include "ceres/evaluator.h"
35 #include "ceres/minimizer.h"
36 #include "ceres/problem_impl.h"
37 #include "ceres/program.h"
38 #include "ceres/solver.h"
39 
40 namespace ceres {
41 namespace internal {
42 
43 // Given a Program, and a ParameterBlockOrdering which partitions
44 // (non-exhaustively) the Hessian matrix into independent sets,
45 // perform coordinate descent on the parameter blocks in the
46 // ordering. The independent set structure allows for all parameter
47 // blocks in the same independent set to be optimized in parallel, and
48 // the order of the independent set determines the order in which the
49 // parameter block groups are optimized.
50 //
51 // The minimizer assumes that none of the parameter blocks in the
52 // program are constant.
53 class CoordinateDescentMinimizer : public Minimizer {
54  public:
55   bool Init(const Program& program,
56             const ProblemImpl::ParameterMap& parameter_map,
57             const ParameterBlockOrdering& ordering,
58             string* error);
59 
60   // Minimizer interface.
61   virtual ~CoordinateDescentMinimizer();
62   virtual void Minimize(const Minimizer::Options& options,
63                         double* parameters,
64                         Solver::Summary* summary);
65 
66  private:
67   void Solve(Program* program,
68              LinearSolver* linear_solver,
69              double* parameters,
70              Solver::Summary* summary);
71 
72   vector<ParameterBlock*> parameter_blocks_;
73   vector<vector<ResidualBlock*> > residual_blocks_;
74   // The optimization is performed in rounds. In each round all the
75   // parameter blocks that form one independent set are optimized in
76   // parallel. This array, marks the boundaries of the independent
77   // sets in parameter_blocks_.
78   vector<int> independent_set_offsets_;
79 
80   Evaluator::Options evaluator_options_;
81 };
82 
83 }  // namespace internal
84 }  // namespace ceres
85 
86 #endif  // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
87