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/*=========================================================================
Program: Insight Segmentation & Registration Toolkit
Module: $RCSfile: itkLBFGSOptimizer.h,v $
Language: C++
Date: $Date: 2009-09-16 15:19:20 $
Version: $Revision: 1.22 $
Copyright (c) Insight Software Consortium. All rights reserved.
See ITKCopyright.txt or http://www.itk.org/HTML/Copyright.htm for details.
This software is distributed WITHOUT ANY WARRANTY; without even
the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
PURPOSE. See the above copyright notices for more information.
=========================================================================*/
#ifndef __itkLBFGSOptimizer_h
#define __itkLBFGSOptimizer_h
#include "itkSingleValuedNonLinearVnlOptimizer.h"
#include "vnl/algo/vnl_lbfgs.h"
namespace itk
{
/** \class LBFGSOptimizer
* \brief Wrap of the vnl_lbfgs algorithm
*
* \ingroup Numerics Optimizers
*/
class ITK_EXPORT LBFGSOptimizer :
public SingleValuedNonLinearVnlOptimizer
{
public:
/** Standard "Self" typedef. */
typedef LBFGSOptimizer Self;
typedef SingleValuedNonLinearVnlOptimizer Superclass;
typedef SmartPointer<Self> Pointer;
typedef SmartPointer<const Self> ConstPointer;
/** Method for creation through the object factory. */
itkNewMacro(Self);
/** Run-time type information (and related methods). */
itkTypeMacro( LBFGSOptimizer, SingleValuedNonLinearVnlOptimizer );
/** InternalParameters typedef. */
typedef vnl_vector<double> InternalParametersType;
/** Internal optimizer type. */
typedef vnl_lbfgs InternalOptimizerType;
/** Method for getting access to the internal optimizer. */
vnl_lbfgs * GetOptimizer(void);
/** Start optimization with an initial value. */
void StartOptimization( void );
/** Plug in a Cost Function into the optimizer */
virtual void SetCostFunction( SingleValuedCostFunction * costFunction );
/** Set/Get the optimizer trace flag. If set to true, the optimizer
* prints out information every iteration.
*/
virtual void SetTrace( bool flag );
itkGetMacro( Trace, bool );
itkBooleanMacro( Trace );
/** Set/Get the maximum number of function evaluations allowed. */
virtual void SetMaximumNumberOfFunctionEvaluations( unsigned int n );
itkGetMacro( MaximumNumberOfFunctionEvaluations, unsigned int );
/** Set/Get the gradient convergence tolerance. This is a positive
* real number that determines the accuracy with which the solution is to
* be found. The optimization terminates when:
* ||G|| < gtol max(1,||X||) where ||.|| denotes the Euclidean norm.
*/
virtual void SetGradientConvergenceTolerance( double gtol );
itkGetMacro( GradientConvergenceTolerance, double );
/** Set/Get the line search accuracy. This is a positive real number
* with a default value of 0.9, which controls the accuracy of the line
* search. If the function and gradient evalutions are inexpensive with
* respect to the cost of the iterations it may be advantageous to set
* the value to a small value (say 0.1).
*/
virtual void SetLineSearchAccuracy( double tol );
itkGetMacro( LineSearchAccuracy, double );
/** Set/Get the default step size. This is a positive real number
* with a default value of 1.0 which determines the stpe size in the line
* search.
*/
virtual void SetDefaultStepLength( double stp );
itkGetMacro( DefaultStepLength, double );
/** Return Current Value */
MeasureType GetValue() const;
/** Get the reason for termination */
const std::string GetStopConditionDescription() const;
protected:
LBFGSOptimizer();
virtual ~LBFGSOptimizer();
void PrintSelf(std::ostream& os, Indent indent) const;
typedef Superclass::CostFunctionAdaptorType CostFunctionAdaptorType;
private:
LBFGSOptimizer(const Self&); //purposely not implemented
void operator=(const Self&); //purposely not implemented
bool m_OptimizerInitialized;
InternalOptimizerType * m_VnlOptimizer;
mutable OStringStream m_StopConditionDescription;
bool m_Trace;
unsigned int m_MaximumNumberOfFunctionEvaluations;
double m_GradientConvergenceTolerance;
double m_LineSearchAccuracy;
double m_DefaultStepLength;
};
} // end namespace itk
#endif
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