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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_TRUST_REGION_MINIMIZER_H_
32 #define CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
33 
34 #include "ceres/minimizer.h"
35 #include "ceres/solver.h"
36 #include "ceres/types.h"
37 
38 namespace ceres {
39 namespace internal {
40 
41 // Generic trust region minimization algorithm. The heavy lifting is
42 // done by a TrustRegionStrategy object passed in as one of the
43 // arguments to the Minimize method.
44 //
45 // For example usage, see SolverImpl::Minimize.
46 class TrustRegionMinimizer : public Minimizer {
47  public:
~TrustRegionMinimizer()48   ~TrustRegionMinimizer() {}
49   virtual void Minimize(const Minimizer::Options& options,
50                         double* parameters,
51                         Solver::Summary* summary);
52 
53  private:
54   void Init(const Minimizer::Options& options);
55   void EstimateScale(const SparseMatrix& jacobian, double* scale) const;
56   CallbackReturnType RunCallbacks(const IterationSummary& iteration_summary);
57   bool MaybeDumpLinearLeastSquaresProblem( const int iteration,
58                                            const SparseMatrix* jacobian,
59                                            const double* residuals,
60                                            const double* step) const;
61 
62   Minimizer::Options options_;
63 };
64 
65 }  // namespace internal
66 }  // namespace ceres
67 #endif  // CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
68