LevenbergMarquardtOptimizer.h
Go to the documentation of this file.
1 /* ----------------------------------------------------------------------------
2 
3  * GTSAM Copyright 2010, Georgia Tech Research Corporation,
4  * Atlanta, Georgia 30332-0415
5  * All Rights Reserved
6  * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
7 
8  * See LICENSE for the license information
9 
10  * -------------------------------------------------------------------------- */
11 
21 #pragma once
22 
26 #include <chrono>
27 
28 class NonlinearOptimizerMoreOptimizationTest;
29 
30 namespace gtsam {
31 
35 class GTSAM_EXPORT LevenbergMarquardtOptimizer: public NonlinearOptimizer {
36 
37 protected:
39 
40  // startTime_ is a chrono time point
41  std::chrono::time_point<std::chrono::high_resolution_clock> startTime_;
42 
43  void initTime();
44 
45 public:
46  typedef std::shared_ptr<LevenbergMarquardtOptimizer> shared_ptr;
47 
50 
59  LevenbergMarquardtOptimizer(const NonlinearFactorGraph& graph, const Values& initialValues,
61 
69  LevenbergMarquardtOptimizer(const NonlinearFactorGraph& graph, const Values& initialValues,
70  const Ordering& ordering,
72 
75  }
76 
78 
81 
83  double lambda() const;
84 
86  int getInnerIterations() const;
87 
89  void print(const std::string& str = "") const {
90  std::cout << str << "LevenbergMarquardtOptimizer" << std::endl;
91  this->params_.print(" parameters:\n");
92  }
93 
95 
98 
103  GaussianFactorGraph::shared_ptr iterate() override;
104 
107  return params_;
108  }
109 
110  void writeLogFile(double currentError);
111 
113  virtual GaussianFactorGraph::shared_ptr linearize() const;
114 
116  GaussianFactorGraph buildDampedSystem(const GaussianFactorGraph& linear,
117  const VectorValues& sqrtHessianDiagonal) const;
118 
120  bool tryLambda(const GaussianFactorGraph& linear, const VectorValues& sqrtHessianDiagonal);
121 
123 
124 protected:
125 
127  const NonlinearOptimizerParams& _params() const override {
128  return params_;
129  }
130 };
131 
132 }
void print(const std::string &str="") const override
Parameters for Levenberg-Marquardt trust-region scheme.
std::chrono::time_point< std::chrono::high_resolution_clock > startTime_
time when optimization started
const LevenbergMarquardtParams & params() const
NonlinearFactorGraph graph
std::shared_ptr< LevenbergMarquardtOptimizer > shared_ptr
const NonlinearOptimizerParams & _params() const override
static enum @1107 ordering
static const SmartProjectionParams params
Factor Graph Values.
Definition: pytypes.h:1403
const LevenbergMarquardtParams params_
LM parameters.
void print(const std::string &str="") const
print
std::shared_ptr< This > shared_ptr
shared_ptr to this class
cout<< "The eigenvalues of A are:"<< endl<< ces.eigenvalues()<< endl;cout<< "The matrix of eigenvectors, V, is:"<< endl<< ces.eigenvectors()<< endl<< endl;complex< float > lambda
traits
Definition: chartTesting.h:28
Base class and parameters for nonlinear optimization algorithms.


gtsam
Author(s):
autogenerated on Tue Jul 4 2023 02:34:33