10ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Ceres Solver - A fast non-linear least squares minimizer 20ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Copyright 2012 Google Inc. All rights reserved. 30ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// http://code.google.com/p/ceres-solver/ 40ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 50ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// Redistribution and use in source and binary forms, with or without 60ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// modification, are permitted provided that the following conditions are met: 70ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 80ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions of source code must retain the above copyright notice, 90ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer. 100ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Redistributions in binary form must reproduce the above copyright notice, 110ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// this list of conditions and the following disclaimer in the documentation 120ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// and/or other materials provided with the distribution. 130ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// * Neither the name of Google Inc. nor the names of its contributors may be 140ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// used to endorse or promote products derived from this software without 150ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// specific prior written permission. 160ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 170ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" 180ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE 190ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE 200ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE 210ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR 220ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF 230ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS 240ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN 250ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) 260ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE 270ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// POSSIBILITY OF SUCH DAMAGE. 280ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong// 291d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling// Author: sameeragarwal@google.com (Sameer Agarwal) 300ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 311d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#ifndef CERES_INTERNAL_LINE_SEARCH_DIRECTION_H_ 321d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#define CERES_INTERNAL_LINE_SEARCH_DIRECTION_H_ 331d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 340ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong#include "ceres/internal/eigen.h" 351d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/line_search_minimizer.h" 361d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#include "ceres/types.h" 370ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 380ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace ceres { 390ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kongnamespace internal { 400ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 411d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberlingclass LineSearchDirection { 421d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling public: 431d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling struct Options { 441d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Options() 451d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling : num_parameters(0), 461d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling type(LBFGS), 471d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling nonlinear_conjugate_gradient_type(FLETCHER_REEVES), 481d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling function_tolerance(1e-12), 491d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling max_lbfgs_rank(20), 501d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling use_approximate_eigenvalue_bfgs_scaling(true) { 511d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling } 521d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 531d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int num_parameters; 541d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling LineSearchDirectionType type; 551d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling NonlinearConjugateGradientType nonlinear_conjugate_gradient_type; 561d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling double function_tolerance; 571d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling int max_lbfgs_rank; 581d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling bool use_approximate_eigenvalue_bfgs_scaling; 591d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling }; 601d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling 611d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling static LineSearchDirection* Create(const Options& options); 620ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 631d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling virtual ~LineSearchDirection() {} 641d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling virtual bool NextDirection(const LineSearchMinimizer::State& previous, 651d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling const LineSearchMinimizer::State& current, 661d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling Vector* search_direction) = 0; 671d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling}; 680ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 690ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace internal 700ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong} // namespace ceres 710ae28bd5885b5daa526898fcf7c323dc2c3e1963Angus Kong 721d2624a10e2c559f8ba9ef89eaa30832c0a83a96Sascha Haeberling#endif // CERES_INTERNAL_LINE_SEARCH_DIRECTION_H_ 73