ITK
6.0.0
Insight Toolkit
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#include <itkLBFGSBOptimizerv4.h>
Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds.
This class is a wrapper for converted Fortran code for performing limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. The algorithm minimizes a nonlinear function f(x) of n variables subject to simple bound constraints of l <= x <= u.
See also the documentation in Numerics/lbfgsb.c
References:
[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.
[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.
Definition at line 67 of file itkLBFGSBOptimizerv4.h.
Public Member Functions | |
bool | CanUseScales () const override |
virtual const BoundSelectionType & | GetBoundSelection () const |
virtual double | GetCostFunctionConvergenceFactor () const |
virtual const double & | GetInfinityNormOfProjectedGradient () const |
ParametersType & | GetInitialPosition () |
virtual const BoundValueType & | GetLowerBound () const |
virtual unsigned int | GetMaximumNumberOfCorrections () const |
const char * | GetNameOfClass () const override |
virtual const BoundValueType & | GetUpperBound () const |
void | SetBoundSelection (const BoundSelectionType &value) |
virtual void | SetCostFunctionConvergenceFactor (double) |
void | SetInitialPosition (const ParametersType ¶m) |
void | SetLowerBound (const BoundValueType &value) |
virtual void | SetMaximumNumberOfCorrections (unsigned int) |
void | SetMetric (MetricType *metric) override |
void | SetScales (const ScalesType &) override |
void | SetUpperBound (const BoundValueType &value) |
void | StartOptimization (bool doOnlyInitialization=false) override |
Public Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb > | |
virtual double | GetGradientConvergenceTolerance () const |
virtual unsigned int | GetMaximumNumberOfFunctionEvaluations () const |
const char * | GetNameOfClass () const override |
InternalOptimizerType * | GetOptimizer () |
StopConditionReturnStringType | GetStopConditionDescription () const override |
virtual bool | GetTrace () const |
virtual void | SetGradientConvergenceTolerance (double f) |
virtual void | SetMaximumNumberOfFunctionEvaluations (unsigned int n) |
void | SetMetric (MetricType *metric) override |
virtual void | SetTrace (bool flag) |
void | StartOptimization (bool doOnlyInitialization=false) override |
virtual void | TraceOn () |
Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4 | |
virtual const DerivativeType & | GetCachedDerivative () const |
virtual const ParametersType & | GetCachedCurrentPosition () const |
Public Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double > | |
virtual SizeValueType | GetCurrentIteration () const |
virtual const MeasureType & | GetCurrentMetricValue () const |
virtual const ParametersType & | GetCurrentPosition () const |
const char * | GetNameOfClass () const override |
virtual SizeValueType | GetNumberOfIterations () const |
virtual const ThreadIdType & | GetNumberOfWorkUnits () const |
virtual const ScalesType & | GetScales () const |
virtual const bool & | GetScalesAreIdentity () const |
bool | GetScalesInitialized () const |
virtual const MeasureType & | GetValue () const |
virtual const ScalesType & | GetWeights () const |
virtual const bool & | GetWeightsAreIdentity () const |
virtual void | SetNumberOfIterations (SizeValueType _arg) |
virtual void | SetNumberOfWorkUnits (ThreadIdType number) |
virtual void | SetScalesEstimator (ScalesEstimatorType *_arg) |
virtual void | SetWeights (ScalesType _arg) |
virtual void | SetMetric (MetricType *_arg) |
virtual MetricType * | GetModifiableMetric () |
virtual void | SetScales (const ScalesType &scales) |
virtual void | SetDoEstimateScales (bool _arg) |
virtual const bool & | GetDoEstimateScales () const |
virtual void | DoEstimateScalesOn () |
Public Member Functions inherited from itk::Object | |
unsigned long | AddObserver (const EventObject &event, Command *cmd) const |
unsigned long | AddObserver (const EventObject &event, std::function< void(const EventObject &)> function) const |
LightObject::Pointer | CreateAnother () const override |
virtual void | DebugOff () const |
virtual void | DebugOn () const |
Command * | GetCommand (unsigned long tag) |
bool | GetDebug () const |
MetaDataDictionary & | GetMetaDataDictionary () |
const MetaDataDictionary & | GetMetaDataDictionary () const |
virtual ModifiedTimeType | GetMTime () const |
virtual const TimeStamp & | GetTimeStamp () const |
bool | HasObserver (const EventObject &event) const |
void | InvokeEvent (const EventObject &) |
void | InvokeEvent (const EventObject &) const |
virtual void | Modified () const |
void | Register () const override |
void | RemoveAllObservers () |
void | RemoveObserver (unsigned long tag) const |
void | SetDebug (bool debugFlag) const |
void | SetReferenceCount (int) override |
void | UnRegister () const noexcept override |
void | SetMetaDataDictionary (const MetaDataDictionary &rhs) |
void | SetMetaDataDictionary (MetaDataDictionary &&rrhs) |
virtual void | SetObjectName (std::string _arg) |
virtual const std::string & | GetObjectName () const |
Public Member Functions inherited from itk::LightObject | |
Pointer | Clone () const |
virtual void | Delete () |
virtual int | GetReferenceCount () const |
void | Print (std::ostream &os, Indent indent=0) const |
Static Public Member Functions | |
static Pointer | New () |
Static Public Member Functions inherited from itk::Object | |
static bool | GetGlobalWarningDisplay () |
static void | GlobalWarningDisplayOff () |
static void | GlobalWarningDisplayOn () |
static Pointer | New () |
static void | SetGlobalWarningDisplay (bool val) |
Static Public Member Functions inherited from itk::LightObject | |
static void | BreakOnError () |
static Pointer | New () |
Protected Types | |
using | CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType |
using | InternalOptimizerType = LBFGSBOptimizerHelperv4 |
Protected Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb > | |
using | CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType |
using | InternalOptimizerAutoPointer = std::unique_ptr< InternalOptimizerType > |
Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4 | |
using | CostFunctionAdaptorType = SingleValuedVnlCostFunctionAdaptorv4 |
Private Attributes | |
BoundSelectionType | m_BoundSelection {} |
ParametersType | m_InitialPosition {} |
BoundValueType | m_LowerBound {} |
unsigned int | m_MaximumNumberOfCorrections { 5 } |
BoundValueType | m_UpperBound {} |
Friends | |
class | LBFGSBOptimizerHelperv4 |
Additional Inherited Members | |
Protected Attributes inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb > | |
double | m_CostFunctionConvergenceFactor |
double | m_GradientConvergenceTolerance |
double | m_InfinityNormOfProjectedGradient |
unsigned int | m_MaximumNumberOfFunctionEvaluations |
bool | m_OptimizerInitialized |
std::ostringstream | m_StopConditionDescription |
bool | m_Trace |
InternalOptimizerAutoPointer | m_VnlOptimizer |
Protected Attributes inherited from itk::ObjectToObjectOptimizerBaseTemplate< double > | |
SizeValueType | m_CurrentIteration |
MeasureType | m_CurrentMetricValue |
bool | m_DoEstimateScales |
MetricTypePointer | m_Metric |
SizeValueType | m_NumberOfIterations |
ThreadIdType | m_NumberOfWorkUnits |
ScalesType | m_Scales |
bool | m_ScalesAreIdentity |
ScalesEstimatorType::Pointer | m_ScalesEstimator |
ScalesType | m_Weights |
bool | m_WeightsAreIdentity |
Protected Attributes inherited from itk::LightObject | |
std::atomic< int > | m_ReferenceCount {} |
using itk::LBFGSBOptimizerv4::BoundSelectionType = Array<long> |
BoundSelection type Use for defining the boundary condition for each variables.
Definition at line 104 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::BoundValueType = Array<double> |
BoundValue type. Use for defining the lower and upper bounds on the variables.
Definition at line 99 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::ConstPointer = SmartPointer<const Self> |
Definition at line 76 of file itkLBFGSBOptimizerv4.h.
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Definition at line 186 of file itkLBFGSBOptimizerv4.h.
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Internal optimizer type.
Definition at line 189 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::MetricType = Superclass::MetricType |
Definition at line 78 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::ParametersType = Superclass::ParametersType |
Definition at line 79 of file itkLBFGSBOptimizerv4.h.
Definition at line 75 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::ScalesType = Superclass::ScalesType |
Definition at line 80 of file itkLBFGSBOptimizerv4.h.
Standard "Self" type alias.
Definition at line 73 of file itkLBFGSBOptimizerv4.h.
using itk::LBFGSBOptimizerv4::Superclass = LBFGSOptimizerBasev4<vnl_lbfgsb> |
Definition at line 74 of file itkLBFGSBOptimizerv4.h.
Enumerator | |
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UNBOUNDED | |
LOWERBOUNDED | |
BOTHBOUNDED | |
UPPERBOUNDED |
Definition at line 88 of file itkLBFGSBOptimizerv4.h.
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Returns false unconditionally because LBFGSBOptimizerv4 does not support using scales.
Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.
Definition at line 175 of file itkLBFGSBOptimizerv4.h.
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Get the current infinity norm of the project gradient of the cost function.
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Get the position to initialize the optimization.
Definition at line 112 of file itkLBFGSBOptimizerv4.h.
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Reimplemented from itk::Object.
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Method for creation through the object factory.
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Methods invoked by Print() to print information about the object including superclasses. Typically not called by the user (use Print() instead) but used in the hierarchical print process to combine the output of several classes.
Reimplemented from itk::Object.
void itk::LBFGSBOptimizerv4::SetBoundSelection | ( | const BoundSelectionType & | value | ) |
Set the boundary condition for each variable, where select[i] = 0 if x[i] is unbounded, = 1 if x[i] has only a lower bound, = 2 if x[i] has both lower and upper bounds, and = 3 if x[1] has only an upper bound
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Set/Get the CostFunctionConvergenceFactor. Algorithm terminates when the reduction in cost function is less than factor * epsmcj where epsmch is the machine precision. Typical values for factor: 1e+12 for low accuracy; 1e+7 for moderate accuracy and 1e+1 for extremely high accuracy.
void itk::LBFGSBOptimizerv4::SetInitialPosition | ( | const ParametersType & | param | ) |
Set the position to initialize the optimization.
void itk::LBFGSBOptimizerv4::SetLowerBound | ( | const BoundValueType & | value | ) |
Set the lower bound value for each variable.
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Set/Get the MaximumNumberOfCorrections. Default is 5
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Plug in a Cost Function into the optimizer
Implements itk::SingleValuedNonLinearVnlOptimizerv4.
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This optimizer does not support scaling of the derivatives.
void itk::LBFGSBOptimizerv4::SetUpperBound | ( | const BoundValueType & | value | ) |
Set the upper bound value for each variable.
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Start optimization with an initial value.
Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.
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Definition at line 191 of file itkLBFGSBOptimizerv4.h.
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Definition at line 199 of file itkLBFGSBOptimizerv4.h.
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Definition at line 196 of file itkLBFGSBOptimizerv4.h.
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Definition at line 197 of file itkLBFGSBOptimizerv4.h.
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Definition at line 194 of file itkLBFGSBOptimizerv4.h.
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Definition at line 198 of file itkLBFGSBOptimizerv4.h.