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
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24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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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
38namespace ceres {
39namespace internal {
40
41// Generic trust region minimization algorithm. The heavy lifting is
42// done by a TrustRegionStrategy object passed in as part of options.
43//
44// For example usage, see SolverImpl::Minimize.
45class TrustRegionMinimizer : public Minimizer {
46 public:
47  ~TrustRegionMinimizer() {}
48  virtual void Minimize(const Minimizer::Options& options,
49                        double* parameters,
50                        Solver::Summary* summary);
51
52 private:
53  void Init(const Minimizer::Options& options);
54  void EstimateScale(const SparseMatrix& jacobian, double* scale) const;
55  bool MaybeDumpLinearLeastSquaresProblem(const int iteration,
56                                          const SparseMatrix* jacobian,
57                                          const double* residuals,
58                                          const double* step) const;
59
60  Minimizer::Options options_;
61};
62
63}  // namespace internal
64}  // namespace ceres
65#endif  // CERES_INTERNAL_TRUST_REGION_MINIMIZER_H_
66