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|---|---|---|---|
| 1 | /* | ||
| 2 | * Copyright (c) 2000-2022 Inria | ||
| 3 | * All rights reserved. | ||
| 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 the ALICE Project-Team nor the names of its | ||
| 14 | * contributors may be used to endorse or promote products derived from this | ||
| 15 | * software without 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 HOLDER OR CONTRIBUTORS BE | ||
| 21 | * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR | ||
| 22 | * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF | ||
| 23 | * SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS | ||
| 24 | * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN | ||
| 25 | * CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) | ||
| 26 | * ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE | ||
| 27 | * POSSIBILITY OF SUCH DAMAGE. | ||
| 28 | * | ||
| 29 | * Contact: Bruno Levy | ||
| 30 | * | ||
| 31 | * https://www.inria.fr/fr/bruno-levy | ||
| 32 | * | ||
| 33 | * Inria, | ||
| 34 | * Domaine de Voluceau, | ||
| 35 | * 78150 Le Chesnay - Rocquencourt | ||
| 36 | * FRANCE | ||
| 37 | * | ||
| 38 | */ | ||
| 39 | |||
| 40 | #ifndef GEOGRAM_NUMERICS_LBFGS_OPTIMIZERS | ||
| 41 | #define GEOGRAM_NUMERICS_LBFGS_OPTIMIZERS | ||
| 42 | |||
| 43 | #ifdef GEOGRAM_WITH_HLBFGS | ||
| 44 | |||
| 45 | #include <geogram/basic/common.h> | ||
| 46 | #include <geogram/numerics/optimizer.h> | ||
| 47 | #include <geogram/basic/assert.h> | ||
| 48 | |||
| 49 | /** | ||
| 50 | * \file geogram/numerics/lbfgs_optimizers.h | ||
| 51 | * \brief Implementation of optimizer using the HLBFGS library. | ||
| 52 | */ | ||
| 53 | |||
| 54 | namespace GEO { | ||
| 55 | |||
| 56 | /** | ||
| 57 | * \brief Base class for Optimizer implementation using the HLBFGS | ||
| 58 | * library. | ||
| 59 | */ | ||
| 60 | class GEOGRAM_API HLBFGSOptimizer : public Optimizer { | ||
| 61 | public: | ||
| 62 | /** | ||
| 63 | * \brief Constructs a new HLBFGSOptimizer. | ||
| 64 | */ | ||
| 65 | HLBFGSOptimizer(); | ||
| 66 | |||
| 67 | void optimize(double* x) override; | ||
| 68 | |||
| 69 | /** | ||
| 70 | * \brief Enables or disables M1QN3 mode. | ||
| 71 | * \param[in] m1qn3 true if M1QN3 mode should be used, false otherwise | ||
| 72 | */ | ||
| 73 | ✗ | void set_m1qn3(bool m1qn3) { | |
| 74 | ✗ | b_m1qn3_ = m1qn3; | |
| 75 | ✗ | } | |
| 76 | |||
| 77 | /** | ||
| 78 | * \brief Enables or disables Conjugate Gradient mode. | ||
| 79 | * \param[in] cg true if conjugate gradient mode should be used, | ||
| 80 | * false otherwise | ||
| 81 | */ | ||
| 82 | ✗ | void set_cg(bool cg) { | |
| 83 | ✗ | b_cg_ = cg; | |
| 84 | ✗ | } | |
| 85 | |||
| 86 | protected: | ||
| 87 | /** | ||
| 88 | * \brief HLBFGSOptimizer destructor . | ||
| 89 | */ | ||
| 90 | ~HLBFGSOptimizer() override; | ||
| 91 | |||
| 92 | protected: | ||
| 93 | bool b_m1qn3_; | ||
| 94 | bool b_cg_; | ||
| 95 | }; | ||
| 96 | |||
| 97 | /************************************************************************/ | ||
| 98 | |||
| 99 | /** | ||
| 100 | * \brief Optimizer implementation using the M1QN3 mode | ||
| 101 | */ | ||
| 102 | class HLBFGS_M1QN3Optimizer : public HLBFGSOptimizer { | ||
| 103 | public: | ||
| 104 | /* | ||
| 105 | * \brief Optimizer constructor | ||
| 106 | * \details This sets the M1QN3 parameter to true | ||
| 107 | * \see set_m1qn3() | ||
| 108 | */ | ||
| 109 | HLBFGS_M1QN3Optimizer(); | ||
| 110 | |||
| 111 | protected: | ||
| 112 | /* | ||
| 113 | * \brief HLBFGS_M1QN3Optimizer destructor | ||
| 114 | */ | ||
| 115 | ~HLBFGS_M1QN3Optimizer() override; | ||
| 116 | }; | ||
| 117 | |||
| 118 | /************************************************************************/ | ||
| 119 | |||
| 120 | /** | ||
| 121 | * \brief Optimizer implementation using the Conjugate Gradient mode | ||
| 122 | */ | ||
| 123 | class HLBFGS_CGOptimizer : public HLBFGSOptimizer { | ||
| 124 | public: | ||
| 125 | /* | ||
| 126 | * \brief Optimizer constructor | ||
| 127 | * \details This sets the CG parameter to true | ||
| 128 | * \see set_cg() | ||
| 129 | */ | ||
| 130 | HLBFGS_CGOptimizer(); | ||
| 131 | |||
| 132 | protected: | ||
| 133 | /* | ||
| 134 | * \brief HLBFGS_CGOptimizer destructor | ||
| 135 | */ | ||
| 136 | ~HLBFGS_CGOptimizer() override; | ||
| 137 | }; | ||
| 138 | |||
| 139 | /************************************************************************/ | ||
| 140 | |||
| 141 | /** | ||
| 142 | * \brief Optimizer implementation using the LBFGS method with | ||
| 143 | * Hessian evaluation. | ||
| 144 | * \details This version needs the callback that evaluates the Hessian, | ||
| 145 | * specified with set_evalhessian_callback() | ||
| 146 | */ | ||
| 147 | class GEOGRAM_API HLBFGS_HessOptimizer : public HLBFGSOptimizer { | ||
| 148 | public: | ||
| 149 | /** | ||
| 150 | * \brief Constructs a new HLBFGS_HessOptimizer. | ||
| 151 | */ | ||
| 152 | HLBFGS_HessOptimizer(); | ||
| 153 | |||
| 154 | void optimize(double* x) override; | ||
| 155 | |||
| 156 | /** | ||
| 157 | * \brief Sets the update interval of the Hessian. | ||
| 158 | * \param[in] T the update interval of the Hessian | ||
| 159 | */ | ||
| 160 | ✗ | void set_T(index_t T) { | |
| 161 | ✗ | T_ = T; | |
| 162 | ✗ | } | |
| 163 | |||
| 164 | protected: | ||
| 165 | /** | ||
| 166 | * \brief HLBFGS_HessOptimizer destructor | ||
| 167 | */ | ||
| 168 | ~HLBFGS_HessOptimizer() override; | ||
| 169 | |||
| 170 | protected: | ||
| 171 | index_t T_; | ||
| 172 | }; | ||
| 173 | } | ||
| 174 | |||
| 175 | #endif | ||
| 176 | |||
| 177 | #endif | ||
| 178 |