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_COORDINATE_DESCENT_MINIMIZER_H_
32#define CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
33
34#include <string>
35#include <vector>
36
37#include "ceres/evaluator.h"
38#include "ceres/minimizer.h"
39#include "ceres/problem_impl.h"
40#include "ceres/solver.h"
41
42namespace ceres {
43namespace internal {
44
45class Program;
46
47// Given a Program, and a ParameterBlockOrdering which partitions
48// (non-exhaustively) the Hessian matrix into independent sets,
49// perform coordinate descent on the parameter blocks in the
50// ordering. The independent set structure allows for all parameter
51// blocks in the same independent set to be optimized in parallel, and
52// the order of the independent set determines the order in which the
53// parameter block groups are optimized.
54//
55// The minimizer assumes that none of the parameter blocks in the
56// program are constant.
57class CoordinateDescentMinimizer : public Minimizer {
58 public:
59  bool Init(const Program& program,
60            const ProblemImpl::ParameterMap& parameter_map,
61            const ParameterBlockOrdering& ordering,
62            string* error);
63
64  // Minimizer interface.
65  virtual ~CoordinateDescentMinimizer();
66  virtual void Minimize(const Minimizer::Options& options,
67                        double* parameters,
68                        Solver::Summary* summary);
69
70  // Verify that each group in the ordering forms an independent set.
71  static bool IsOrderingValid(const Program& program,
72                              const ParameterBlockOrdering& ordering,
73                              string* message);
74
75  // Find a recursive decomposition of the Hessian matrix as a set
76  // of independent sets of decreasing size and invert it. This
77  // seems to work better in practice, i.e., Cameras before
78  // points.
79  static ParameterBlockOrdering* CreateOrdering(const Program& program);
80
81 private:
82  void Solve(Program* program,
83             LinearSolver* linear_solver,
84             double* parameters,
85             Solver::Summary* summary);
86
87  vector<ParameterBlock*> parameter_blocks_;
88  vector<vector<ResidualBlock*> > residual_blocks_;
89  // The optimization is performed in rounds. In each round all the
90  // parameter blocks that form one independent set are optimized in
91  // parallel. This array, marks the boundaries of the independent
92  // sets in parameter_blocks_.
93  vector<int> independent_set_offsets_;
94
95  Evaluator::Options evaluator_options_;
96};
97
98}  // namespace internal
99}  // namespace ceres
100
101#endif  // CERES_INTERNAL_COORDINATE_DESCENT_MINIMIZER_H_
102