Detailed Description

This class performs Levenberg-Marquardt nonlinear optimization.

Inheritance diagram for gtsam::LevenbergMarquardtOptimizer:

Public Member Functions
Constructors/Destructor
	LevenbergMarquardtOptimizer (const NonlinearFactorGraph &graph, const Values &initialValues, const LevenbergMarquardtParams &params=LevenbergMarquardtParams())
	Standard constructor, requires a nonlinear factor graph, initial variable assignments, and optimization parameters.
	LevenbergMarquardtOptimizer (const NonlinearFactorGraph &graph, const Values &initialValues, const Ordering &ordering, const LevenbergMarquardtParams &params=LevenbergMarquardtParams())
	Standard constructor, requires a nonlinear factor graph, initial variable assignments, and optimization parameters.
	~LevenbergMarquardtOptimizer () override
	Virtual destructor.
Standard interface
double	lambda () const
	Access the current damping value.
int	getInnerIterations () const
	Access the current number of inner iterations.
void	print (const std::string &str="") const
	print
Advanced interface
GaussianFactorGraph::shared_ptr	iterate () override
	Perform a single iteration, returning GaussianFactorGraph corresponding to the linearized factor graph.
const LevenbergMarquardtParams &	params () const
	Read-only access the parameters.
void	writeLogFile (double currentError)
virtual GaussianFactorGraph::shared_ptr	linearize () const
	linearize, can be overwritten
virtual GaussianFactorGraph	buildDampedSystem (const GaussianFactorGraph &linear, const VectorValues &sqrtHessianDiagonal) const
	Build the damped linear system for the current lambda.
bool	tryLambda (const GaussianFactorGraph &linear, const VectorValues &sqrtHessianDiagonal)
	Inner loop, changes state, returns true if successful or giving up.
Public Member Functions inherited from gtsam::NonlinearOptimizer
virtual const Values &	optimize ()
	Optimize for the maximum-likelihood estimate, returning a the optimized variable assignments.
const Values &	optimizeSafely ()
	Optimize, but return empty result if any uncaught exception is thrown Intended for MATLAB.
double	error () const
	return error in current optimizer state
size_t	iterations () const
	return number of iterations in current optimizer state
const Values &	values () const
	return values in current optimizer state
const NonlinearFactorGraph &	graph () const
	return the graph with nonlinear factors
virtual	~NonlinearOptimizer ()
	Virtual destructor.
virtual VectorValues	solve (const GaussianFactorGraph &gfg, const NonlinearOptimizerParams &params) const
	Default function to do linear solve, i.e.

Public Types
typedef std::shared_ptr< LevenbergMarquardtOptimizer >	shared_ptr
Public Types inherited from gtsam::NonlinearOptimizer
using	shared_ptr = std::shared_ptr<const NonlinearOptimizer>
	A shared pointer to this class.

Protected Member Functions
void	initTime ()
virtual double	linearDeltaError (const GaussianFactorGraph &linear, const VectorValues &delta, double oldError, double newError) const
	Evaluate the linear-model error change used for LM step quality.
const NonlinearOptimizerParams &	_params () const override
	Access the parameters (base class version).
Protected Member Functions inherited from gtsam::NonlinearOptimizer
void	defaultOptimize ()
	A default implementation of the optimization loop, which calls iterate() until checkConvergence returns true.
virtual bool	ensureMultifrontalSolver (const NonlinearOptimizerParams &params, const Values &values) const
	Ensure that the nonlinearMultifrontalSolver_ is populated if (and only if) the params request the multifrontal Cholesky solver type (e.g., MULTIFRONTAL_SOLVER).
	NonlinearOptimizer (const NonlinearFactorGraph &graph, std::unique_ptr< internal::NonlinearOptimizerState > state)
	Constructor for initial construction of base classes.

Protected Attributes
const LevenbergMarquardtParams	params_
	LM parameters.
std::chrono::time_point< std::chrono::high_resolution_clock >	startTime_
	time when optimization started
std::chrono::time_point< std::chrono::high_resolution_clock >	iterationStart_
double	lastLinearizeTime_ {0.0}
double	lastSolveTime_ {0.0}
Protected Attributes inherited from gtsam::NonlinearOptimizer
std::shared_ptr< const NonlinearFactorGraph >	graph_
	The graph with nonlinear factors.
std::unique_ptr< internal::NonlinearOptimizerState >	state_
	PIMPL'd state.
std::unique_ptr< NonlinearMultifrontalSolver >	nonlinearMultifrontalSolver_
	Solver for multifrontal Cholesky, lazily created.
std::unique_ptr< internal::CholmodSolver >	cholmodSolver_
	Optional reusable CHOLMOD numerical and symbolic session.

Constructor & Destructor Documentation

◆ LevenbergMarquardtOptimizer() [1/2]

gtsam::LevenbergMarquardtOptimizer::LevenbergMarquardtOptimizer	(	const NonlinearFactorGraph &	graph,
		const Values &	initialValues,
		const LevenbergMarquardtParams &	params = LevenbergMarquardtParams() )

Standard constructor, requires a nonlinear factor graph, initial variable assignments, and optimization parameters.

For convenience this version takes plain objects instead of shared pointers, but internally copies the objects.

Parameters

graph	The nonlinear factor graph to optimize
initialValues	The initial variable assignments
params	The optimization parameters

◆ LevenbergMarquardtOptimizer() [2/2]

gtsam::LevenbergMarquardtOptimizer::LevenbergMarquardtOptimizer	(	const NonlinearFactorGraph &	graph,
		const Values &	initialValues,
		const Ordering &	ordering,
		const LevenbergMarquardtParams &	params = LevenbergMarquardtParams() )

Standard constructor, requires a nonlinear factor graph, initial variable assignments, and optimization parameters.

For convenience this version takes plain objects instead of shared pointers, but internally copies the objects.

Parameters

graph	The nonlinear factor graph to optimize
initialValues	The initial variable assignments

Member Function Documentation

◆ _params()

const NonlinearOptimizerParams & gtsam::LevenbergMarquardtOptimizer::_params ( ) const

inlineoverrideprotectedvirtual

Access the parameters (base class version).

Implements gtsam::NonlinearOptimizer.

◆ iterate()

GaussianFactorGraph::shared_ptr gtsam::LevenbergMarquardtOptimizer::iterate ( void )

overridevirtual

Perform a single iteration, returning GaussianFactorGraph corresponding to the linearized factor graph.

Implements gtsam::NonlinearOptimizer.

The documentation for this class was generated from the following files:

/tmp/gtsam-4.3.0-doxygen.rsXPUS/source/gtsam/nonlinear/LevenbergMarquardtOptimizer.h
/tmp/gtsam-4.3.0-doxygen.rsXPUS/source/gtsam/nonlinear/LevenbergMarquardtOptimizer.cpp

Detailed Description

Public Member Functions

Public Types