Detailed Description

Parameters for Levenberg-Marquardt optimization.

Note that this parameters class inherits from NonlinearOptimizerParams, which specifies the parameters common to all nonlinear optimization algorithms. This class also contains all of those parameters.

Inheritance diagram for gtsam::LevenbergMarquardtParams:

Public Member Functions
void	print (const std::string &str="") const override

Getters/Setters, mainly for wrappers. Use fields above in C++.
bool	getDiagonalDamping () const

double	getlambdaFactor () const

double	getlambdaInitial () const

double	getlambdaLowerBound () const

double	getlambdaUpperBound () const

bool	getUseFixedLambdaFactor ()

std::string	getLogFile () const

std::string	getVerbosityLM () const

void	setDiagonalDamping (bool flag)

void	setlambdaFactor (double value)

void	setlambdaInitial (double value)

void	setlambdaLowerBound (double value)

void	setlambdaUpperBound (double value)

void	setUseFixedLambdaFactor (bool flag)

void	setLogFile (const std::string &s)

void	setVerbosityLM (const std::string &s)

Clone
boost::shared_ptr< NonlinearOptimizerParams >	clone () const

Public Member Functions inherited from gtsam::NonlinearOptimizerParams
size_t	getMaxIterations () const

double	getRelativeErrorTol () const

double	getAbsoluteErrorTol () const

double	getErrorTol () const

std::string	getVerbosity () const

void	setMaxIterations (int value)

void	setRelativeErrorTol (double value)

void	setAbsoluteErrorTol (double value)

void	setErrorTol (double value)

void	setVerbosity (const std::string &src)

virtual void	print (const std::string &str="") const

bool	equals (const NonlinearOptimizerParams &other, double tol=1e-9) const

bool	isMultifrontal () const

bool	isSequential () const

bool	isCholmod () const

bool	isIterative () const

GaussianFactorGraph::Eliminate	getEliminationFunction () const

std::string	getLinearSolverType () const

void	setLinearSolverType (const std::string &solver)

void	setIterativeParams (const boost::shared_ptr< IterativeOptimizationParameters > params)

void	setOrdering (const Ordering &ordering)

std::string	getOrderingType () const

void	setOrderingType (const std::string &ordering)

Static Public Member Functions
static VerbosityLM	verbosityLMTranslator (const std::string &s)

static std::string	verbosityLMTranslator (VerbosityLM value)

static void	SetLegacyDefaults (LevenbergMarquardtParams *p)

static void	SetCeresDefaults (LevenbergMarquardtParams *p)

static LevenbergMarquardtParams	LegacyDefaults ()

static LevenbergMarquardtParams	CeresDefaults ()

static LevenbergMarquardtParams	EnsureHasOrdering (LevenbergMarquardtParams params, const NonlinearFactorGraph &graph)

static LevenbergMarquardtParams	ReplaceOrdering (LevenbergMarquardtParams params, const Ordering &ordering)

Static Public Member Functions inherited from gtsam::NonlinearOptimizerParams
static Verbosity	verbosityTranslator (const std::string &s)

static std::string	verbosityTranslator (Verbosity value)

Public Attributes
double	lambdaInitial
	The initial Levenberg-Marquardt damping term (default: 1e-5)

double	lambdaFactor
	The amount by which to multiply or divide lambda when adjusting lambda (default: 10.0)

double	lambdaUpperBound
	The maximum lambda to try before assuming the optimization has failed (default: 1e5)

double	lambdaLowerBound
	The minimum lambda used in LM (default: 0)

VerbosityLM	verbosityLM
	The verbosity level for Levenberg-Marquardt (default: SILENT), see also NonlinearOptimizerParams::verbosity.

double	minModelFidelity
	Lower bound for the modelFidelity to accept the result of an LM iteration.

std::string	logFile
	an optional CSV log file, with [iteration, time, error, lambda]

bool	diagonalDamping
	if true, use diagonal of Hessian

bool	useFixedLambdaFactor
	if true applies constant increase (or decrease) to lambda according to lambdaFactor

double	minDiagonal
	when using diagonal damping saturates the minimum diagonal entries (default: 1e-6)

double	maxDiagonal
	when using diagonal damping saturates the maximum diagonal entries (default: 1e32)

Public Attributes inherited from gtsam::NonlinearOptimizerParams
size_t	maxIterations = 100
	The maximum iterations to stop iterating (default 100)

double	relativeErrorTol = 1e-5
	The maximum relative error decrease to stop iterating (default 1e-5)

double	absoluteErrorTol = 1e-5
	The maximum absolute error decrease to stop iterating (default 1e-5)

double	errorTol = 0.0
	The maximum total error to stop iterating (default 0.0)

Verbosity	verbosity = SILENT
	The printing verbosity during optimization (default SILENT)

Ordering::OrderingType	orderingType = Ordering::COLAMD
	The method of ordering use during variable elimination (default COLAMD)

IterationHook	iterationHook
	Optional user-provided iteration hook to be called after each optimization iteration (Default: none). More...

LinearSolverType	linearSolverType = MULTIFRONTAL_CHOLESKY
	The type of linear solver to use in the nonlinear optimizer.

boost::optional< Ordering >	ordering
	The optional variable elimination ordering, or empty to use COLAMD (default: empty)

IterativeOptimizationParameters::shared_ptr	iterativeParams
	The container for iterativeOptimization parameters. used in CG Solvers.

Public Types
enum	VerbosityLM { SILENT = 0 , SUMMARY , TERMINATION , LAMBDA , TRYLAMBDA , TRYCONFIG , DAMPED , TRYDELTA }
	See LevenbergMarquardtParams::lmVerbosity.

using	OptimizerType = LevenbergMarquardtOptimizer

Public Types inherited from gtsam::NonlinearOptimizerParams
enum	Verbosity { SILENT , TERMINATION , ERROR , VALUES , DELTA , LINEAR }
	See NonlinearOptimizerParams::verbosity.

enum	LinearSolverType { MULTIFRONTAL_CHOLESKY , MULTIFRONTAL_QR , SEQUENTIAL_CHOLESKY , SEQUENTIAL_QR , Iterative , CHOLMOD }
	See NonlinearOptimizerParams::linearSolverType.

using	IterationHook = std::function< void(size_t, double, double)>
	Type for an optional user-provided hook to be called after each internal optimizer iteration. More...

Member Function Documentation

◆ clone()

boost::shared_ptr< NonlinearOptimizerParams > gtsam::LevenbergMarquardtParams::clone ( ) const

inline

Returns: a deep copy of this object

◆ print()

void gtsam::LevenbergMarquardtParams::print ( const std::string & str = "" ) const

overridevirtual

Reimplemented from gtsam::NonlinearOptimizerParams.

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

/Users/dellaert/git/github/gtsam/nonlinear/LevenbergMarquardtParams.h
/Users/dellaert/git/github/gtsam/nonlinear/LevenbergMarquardtParams.cpp

Detailed Description

Public Member Functions

Static Public Member Functions

Public Attributes

Public Types

Member Function Documentation

◆ clone()

◆ print()