gtsam::NonlinearOptimizer Class Reference

Detailed Description

This is the abstract interface for classes that can optimize for the maximum-likelihood estimate of a NonlinearFactorGraph.

To use a class derived from this interface, construct the class with a NonlinearFactorGraph and an initial Values variable assignment. Next, call the optimize() method, which returns the optimized variable assignment.

Simple and compact example:

// One-liner to do full optimization and use the result.
Values result = DoglegOptimizer(graph, initialValues).optimize();

Example exposing more functionality and details:

// Create initial optimizer.
DoglegOptimizer optimizer(graph, initialValues);
 
// Run full optimization until convergence.
Values result = optimizer.optimize();
 
// The optimizer has results and statistics.
cout << "Converged in " << optimizer.iterations() << " iterations "
     << "with final error " << optimizer.error() << endl;

Example of setting parameters before optimization:

// Each optimizer has a parameters class derived from
// NonlinearOptimizerParams.
DoglegParams params;
params.factorization = DoglegParams::QR;
params.relativeErrorTol = 1e-3;
params.absoluteErrorTol = 1e-3;
 
// Optimize.
Values result = DoglegOptimizer(graph, initialValues, params).optimize();

This interface also exposes an iterate() method, which performs one iteration. The optimize() method simply calls iterate() multiple times, until the error changes less than a threshold. We expose iterate() so that you can easily control what happens between iterations, such as drawing or printing, moving points from behind the camera to in front, etc.

For more flexibility, you may override virtual methods in your own derived class.

Inheritance diagram for gtsam::NonlinearOptimizer:

Public Member Functions
Standard interface
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
Advanced interface
virtual	~NonlinearOptimizer ()
	Virtual destructor.
virtual VectorValues	solve (const GaussianFactorGraph &gfg, const NonlinearOptimizerParams &params) const
	Default function to do linear solve, i.e.
virtual GaussianFactorGraph::shared_ptr	iterate ()=0
	Perform a single iteration, returning GaussianFactorGraph corresponding to the linearized factor graph.

Public Types
using	shared_ptr = std::shared_ptr<const NonlinearOptimizer>
	A shared pointer to this class.

Protected Member Functions
void	defaultOptimize ()
	A default implementation of the optimization loop, which calls iterate() until checkConvergence returns true.
virtual const NonlinearOptimizerParams &	_params () const =0
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
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

NonlinearOptimizer()

gtsam::NonlinearOptimizer::NonlinearOptimizer ( const NonlinearFactorGraph & graph, std::unique_ptr< internal::NonlinearOptimizerState > state )

protected

Constructor for initial construction of base classes.

Takes ownership of state.

Member Function Documentation

_params()

virtual const NonlinearOptimizerParams & gtsam::NonlinearOptimizer::_params ( ) const

protectedpure virtual

Implemented in gtsam::DoglegOptimizer, gtsam::GaussNewtonOptimizer, and gtsam::LevenbergMarquardtOptimizer.

ensureMultifrontalSolver()

bool gtsam::NonlinearOptimizer::ensureMultifrontalSolver ( const NonlinearOptimizerParams & params, const Values & values ) const

protectedvirtual

Ensure that the nonlinearMultifrontalSolver_ is populated if (and only if) the params request the multifrontal Cholesky solver type (e.g., MULTIFRONTAL_SOLVER).

Returns true if the multifrontal solver is available and ready. If a different solver type is requested in params, this function returns false without modifying any solver state. If constraints are present or multifrontal initialization fails, it also returns false (and callers should fall back to the legacy linear solver path).

Reimplemented in gtsam::SfmLevenbergMarquardtOptimizer.

iterate()

virtual GaussianFactorGraph::shared_ptr gtsam::NonlinearOptimizer::iterate ( )

pure virtual

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

Implemented in gtsam::DoglegOptimizer, gtsam::GaussNewtonOptimizer, gtsam::LevenbergMarquardtOptimizer, and gtsam::NonlinearConjugateGradientOptimizer.

optimize()

virtual const Values & gtsam::NonlinearOptimizer::optimize ( )

inlinevirtual

Optimize for the maximum-likelihood estimate, returning a the optimized variable assignments.

This function simply calls iterate() in a loop, checking for convergence with check_convergence(). For fine-grain control over the optimization process, you may call iterate() and check_convergence() yourself, and if needed modify the optimization state between iterations.

Reimplemented in gtsam::NonlinearConjugateGradientOptimizer.

optimizeSafely()

const Values & gtsam::NonlinearOptimizer::optimizeSafely

(

)

Optimize, but return empty result if any uncaught exception is thrown Intended for MATLAB.

In C++, use above and catch exceptions. No message is printed: it is up to the caller to check the result

Parameters

optimizer

a non-linear optimizer

solve()

VectorValues gtsam::NonlinearOptimizer::solve ( const GaussianFactorGraph & gfg, const NonlinearOptimizerParams & params ) const

virtual

Default function to do linear solve, i.e.

optimize a GaussianFactorGraph

Reimplemented in gtsam::SfmLevenbergMarquardtOptimizer.

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

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