NonlinearOptimizerParams.h

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/* ----------------------------------------------------------------------------
 
 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
 
 * See LICENSE for the license information
 
 * -------------------------------------------------------------------------- */
 
#pragma once
 
#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/SubgraphSolver.h>
#include <boost/optional.hpp>
#include <string>
 
namespace gtsam {
 
class GTSAM_EXPORT NonlinearOptimizerParams {
public:
  enum Verbosity {
    SILENT, TERMINATION, ERROR, VALUES, DELTA, LINEAR
  };
 
  size_t maxIterations = 100; 
  double relativeErrorTol = 1e-5; 
  double absoluteErrorTol = 1e-5; 
  double errorTol = 0.0; 
  Verbosity verbosity = SILENT; 
  Ordering::OrderingType orderingType = Ordering::COLAMD; 
 
  size_t getMaxIterations() const { return maxIterations; }
  double getRelativeErrorTol() const { return relativeErrorTol; }
  double getAbsoluteErrorTol() const { return absoluteErrorTol; }
  double getErrorTol() const { return errorTol; }
  std::string getVerbosity() const { return verbosityTranslator(verbosity); }
 
  void setMaxIterations(int value) { maxIterations = value; }
  void setRelativeErrorTol(double value) { relativeErrorTol = value; }
  void setAbsoluteErrorTol(double value) { absoluteErrorTol = value; }
  void setErrorTol(double value) { errorTol = value; }
  void setVerbosity(const std::string& src) {
    verbosity = verbosityTranslator(src);
  }
 
  static Verbosity verbosityTranslator(const std::string &s) ;
  static std::string verbosityTranslator(Verbosity value) ;
 
  using IterationHook = std::function<
    void(size_t /*iteration*/, double/*errorBefore*/, double/*errorAfter*/)>;
 
  IterationHook iterationHook;
 
  enum LinearSolverType {
    MULTIFRONTAL_CHOLESKY,
    MULTIFRONTAL_QR,
    SEQUENTIAL_CHOLESKY,
    SEQUENTIAL_QR,
    Iterative, /* Experimental Flag */
    CHOLMOD, /* Experimental Flag */
  };
 
  LinearSolverType linearSolverType = MULTIFRONTAL_CHOLESKY; 
  boost::optional<Ordering> ordering; 
  IterativeOptimizationParameters::shared_ptr iterativeParams; 
 
  NonlinearOptimizerParams() = default;
  virtual ~NonlinearOptimizerParams() {
  }
 
  virtual void print(const std::string& str = "") const;
 
  bool equals(const NonlinearOptimizerParams& other, double tol = 1e-9) const {
    return maxIterations == other.getMaxIterations()
        && std::abs(relativeErrorTol - other.getRelativeErrorTol()) <= tol
        && std::abs(absoluteErrorTol - other.getAbsoluteErrorTol()) <= tol
        && std::abs(errorTol - other.getErrorTol()) <= tol
        && verbosityTranslator(verbosity) == other.getVerbosity();
    //  && orderingType.equals(other.getOrderingType()_;
    // && linearSolverType == other.getLinearSolverType();
    // TODO: check ordering, iterativeParams, and iterationsHook
  }
 
  inline bool isMultifrontal() const {
    return (linearSolverType == MULTIFRONTAL_CHOLESKY)
        || (linearSolverType == MULTIFRONTAL_QR);
  }
 
  inline bool isSequential() const {
    return (linearSolverType == SEQUENTIAL_CHOLESKY)
        || (linearSolverType == SEQUENTIAL_QR);
  }
 
  inline bool isCholmod() const {
    return (linearSolverType == CHOLMOD);
  }
 
  inline bool isIterative() const {
    return (linearSolverType == Iterative);
  }
 
  GaussianFactorGraph::Eliminate getEliminationFunction() const {
    switch (linearSolverType) {
    case MULTIFRONTAL_CHOLESKY:
    case SEQUENTIAL_CHOLESKY:
      return EliminatePreferCholesky;
 
    case MULTIFRONTAL_QR:
    case SEQUENTIAL_QR:
      return EliminateQR;
 
    default:
      throw std::runtime_error(
          "Nonlinear optimization parameter \"factorization\" is invalid");
    }
  }
 
  std::string getLinearSolverType() const {
    return linearSolverTranslator(linearSolverType);
  }
 
  void setLinearSolverType(const std::string& solver) {
    linearSolverType = linearSolverTranslator(solver);
  }
 
  void setIterativeParams(const boost::shared_ptr<IterativeOptimizationParameters> params);
 
  void setOrdering(const Ordering& ordering) {
    this->ordering = ordering;
    this->orderingType = Ordering::CUSTOM;
  }
 
  std::string getOrderingType() const {
    return orderingTypeTranslator(orderingType);
  }
 
  // Note that if you want to use a custom ordering, you must set the ordering directly, this will switch to custom type
  void setOrderingType(const std::string& ordering){
    orderingType = orderingTypeTranslator(ordering);
  }
 
private:
  std::string linearSolverTranslator(LinearSolverType linearSolverType) const;
  LinearSolverType linearSolverTranslator(const std::string& linearSolverType) const;
  std::string orderingTypeTranslator(Ordering::OrderingType type) const;
  Ordering::OrderingType orderingTypeTranslator(const std::string& type) const;
};
 
// For backward compatibility:
typedef NonlinearOptimizerParams SuccessiveLinearizationParams;
 
} /* namespace gtsam */