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/*=========================================================================
*
* Copyright UMC Utrecht and contributors
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0.txt
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#ifndef itkGenericConjugateGradientOptimizer_h
#define itkGenericConjugateGradientOptimizer_h
#include "itkScaledSingleValuedNonLinearOptimizer.h"
#include "itkLineSearchOptimizer.h"
#include <vector>
#include <map>
namespace itk
{
/**
* \class GenericConjugateGradientOptimizer
* \brief A set of conjugate gradient algorithms.
*
* The steplength is determined at each iteration by means of a
* line search routine. The itk::MoreThuenteLineSearchOptimizer works well.
*
*
* \ingroup Numerics Optimizers
*/
class GenericConjugateGradientOptimizer : public ScaledSingleValuedNonLinearOptimizer
{
public:
ITK_DISALLOW_COPY_AND_MOVE(GenericConjugateGradientOptimizer);
using Self = GenericConjugateGradientOptimizer;
using Superclass = ScaledSingleValuedNonLinearOptimizer;
using Pointer = SmartPointer<Self>;
using ConstPointer = SmartPointer<const Self>;
itkNewMacro(Self);
itkTypeMacro(GenericConjugateGradientOptimizer, ScaledSingleValuedNonLinearOptimizer);
using Superclass::ParametersType;
using Superclass::DerivativeType;
using Superclass::CostFunctionType;
using Superclass::ScaledCostFunctionType;
using Superclass::MeasureType;
using Superclass::ScalesType;
using LineSearchOptimizerType = LineSearchOptimizer;
using LineSearchOptimizerPointer = LineSearchOptimizerType::Pointer;
/** Typedef for a function that computes \f$\beta\f$, given the previousGradient,
* the current gradient, and the previous search direction */
using ComputeBetaFunctionType = double (Self::*)(const DerivativeType &,
const DerivativeType &,
const ParametersType &);
using BetaDefinitionType = std::string;
using BetaDefinitionMapType = std::map<BetaDefinitionType, ComputeBetaFunctionType>;
enum class StopConditionType : unsigned int
{
MetricError,
LineSearchError,
MaximumNumberOfIterations,
GradientMagnitudeTolerance,
ValueTolerance,
InfiniteBeta,
Unknown
};
void
StartOptimization() override;
virtual void
ResumeOptimization();
virtual void
StopOptimization();
/** Get information about optimization process: */
itkGetConstMacro(CurrentIteration, unsigned long);
itkGetConstMacro(CurrentValue, MeasureType);
itkGetConstReferenceMacro(CurrentGradient, DerivativeType);
itkGetConstMacro(InLineSearch, bool);
itkGetConstReferenceMacro(StopCondition, StopConditionType);
itkGetConstMacro(CurrentStepLength, double);
/** Setting: the line search optimizer */
itkSetObjectMacro(LineSearchOptimizer, LineSearchOptimizerType);
itkGetModifiableObjectMacro(LineSearchOptimizer, LineSearchOptimizerType);
/** Setting: the maximum number of iterations */
itkGetConstMacro(MaximumNumberOfIterations, unsigned long);
itkSetClampMacro(MaximumNumberOfIterations, unsigned long, 1, NumericTraits<unsigned long>::max());
/** Setting: the mininum gradient magnitude. By default 1e-5.
*
* The optimizer stops when:
* \f$ \|CurrentGradient\| <
* GradientMagnitudeTolerance * \max(1, \|CurrentPosition\| ) \f$
*/
itkGetConstMacro(GradientMagnitudeTolerance, double);
itkSetMacro(GradientMagnitudeTolerance, double)
/** Setting: a stopping criterion, the value tolerance. By default 1e-5.
*
* The optimizer stops when
* \f[ 2.0 * | f_k - f_{k-1} | \le
* ValueTolerance * ( |f_k| + |f_{k-1}| + 1e-20 ) \f]
* is satisfied MaxNrOfItWithoutImprovement times in a row.
*/
itkGetConstMacro(ValueTolerance, double);
itkSetMacro(ValueTolerance, double);
/** Setting: the maximum number of iterations in a row that
* satisfy the value tolerance criterion. By default (if never set)
* equal to the number of parameters. */
virtual void
SetMaxNrOfItWithoutImprovement(unsigned long arg);
itkGetConstMacro(MaxNrOfItWithoutImprovement, unsigned long);
/** Setting: the definition of \f$\beta\f$, by default "DaiYuanHestenesStiefel" */
void
SetBetaDefinition(const BetaDefinitionType & arg);
itkGetConstReferenceMacro(BetaDefinition, BetaDefinitionType);
protected:
GenericConjugateGradientOptimizer();
~GenericConjugateGradientOptimizer() override = default;
void
PrintSelf(std::ostream & os, Indent indent) const override;
DerivativeType m_CurrentGradient{};
MeasureType m_CurrentValue{ 0.0 };
unsigned long m_CurrentIteration{ 0 };
StopConditionType m_StopCondition{ StopConditionType::Unknown };
bool m_Stop{ false };
double m_CurrentStepLength{ 0.0 };
/** Flag that is true as long as the method
* SetMaxNrOfItWithoutImprovement is never called */
bool m_UseDefaultMaxNrOfItWithoutImprovement{ true };
/** Is true when the LineSearchOptimizer has been started. */
bool m_InLineSearch{ false };
itkSetMacro(InLineSearch, bool);
/** Flag that says if the previous gradient and search direction are known.
* Typically 'true' at the start of optimization, or when a stopped optimisation
* is resumed (in the latter case the previous gradient and search direction
* may of course still be valid, but to be safe it is assumed that they are not). */
bool m_PreviousGradientAndSearchDirValid{ false };
/** The name of the BetaDefinition */
BetaDefinitionType m_BetaDefinition{};
/** A mapping that links the names of the BetaDefinitions to functions that
* compute \f$\beta\f$. */
BetaDefinitionMapType m_BetaDefinitionMap{};
/** Function to add a new beta definition. The first argument should be a name
* via which a user can select this \f$\beta\f$ definition. The second argument is a
* pointer to a method that computes \f$\beta\f$.
* Called in the constructor of this class, and possibly by subclasses.
*/
void
AddBetaDefinition(const BetaDefinitionType & name, ComputeBetaFunctionType function);
/**
* Compute the search direction:
* \f[ d_{k} = - g_{k} + \beta_{k} d_{k-1} \f]
*
* In the first iteration the search direction is computed as:
* \f[ d_{0} = - g_{0} \f]
*
* On calling, searchDir should equal \f$d_{k-1}\f$. On return searchDir
* equals \f$d_{k}\f$.
*/
virtual void
ComputeSearchDirection(const DerivativeType & previousGradient,
const DerivativeType & gradient,
ParametersType & searchDir);
/** Perform a line search along the search direction. On calling, \f$x, f\f$, and \f$g\f$ should
* contain the current position, the cost function value at this position, and
* the derivative. On return the step, \f$x\f$ (new position), \f$f\f$ (value at \f$x\f$), and \f$g\f$
* (derivative at \f$x\f$) are updated. */
virtual void
LineSearch(const ParametersType searchDir, double & step, ParametersType & x, MeasureType & f, DerivativeType & g);
/** Check if convergence has occurred;
* The firstLineSearchDone bool allows the implementation of TestConvergence to
* decide to skip a few convergence checks when no line search has performed yet
* (so, before the actual optimisation begins) */
virtual bool
TestConvergence(bool firstLineSearchDone);
/** Compute \f$\beta\f$ according to the user set \f$\beta\f$-definition */
virtual double
ComputeBeta(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** Different definitions of \f$\beta\f$ */
/** "SteepestDescent: beta=0 */
double
ComputeBetaSD(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** "FletcherReeves" */
double
ComputeBetaFR(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** "PolakRibiere" */
double
ComputeBetaPR(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** "DaiYuan" */
double
ComputeBetaDY(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** "HestenesStiefel" */
double
ComputeBetaHS(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
/** "DaiYuanHestenesStiefel" */
double
ComputeBetaDYHS(const DerivativeType & previousGradient,
const DerivativeType & gradient,
const ParametersType & previousSearchDir);
private:
unsigned long m_MaximumNumberOfIterations{ 100 };
double m_ValueTolerance{ 1e-5 };
double m_GradientMagnitudeTolerance{ 1e-5 };
unsigned long m_MaxNrOfItWithoutImprovement{ 10 };
LineSearchOptimizerPointer m_LineSearchOptimizer{ nullptr };
};
} // end namespace itk
#endif //#ifndef itkGenericConjugateGradientOptimizer_h
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