ITK  4.0.0
Insight Segmentation and Registration Toolkit
Public Types | Public Member Functions | Static Public Member Functions | Protected Types | Protected Member Functions | Private Member Functions | Private Attributes | Friends
itk::LBFGSBOptimizer Class Reference

Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. More...

#include <itkLBFGSBOptimizer.h>

Inheritance diagram for itk::LBFGSBOptimizer:
Collaboration diagram for itk::LBFGSBOptimizer:

List of all members.

Public Types

typedef Array< long > BoundSelectionType
typedef Array< double > BoundValueType
typedef SmartPointer< const SelfConstPointer
typedef vnl_vector< long > InternalBoundSelectionType
typedef vnl_vector< double > InternalBoundValueType
typedef LBFGSBOptimizerHelper InternalOptimizerType
typedef SmartPointer< SelfPointer
typedef LBFGSBOptimizer Self
typedef
SingleValuedNonLinearVnlOptimizer 
Superclass

Public Member Functions

virtual ::itk::LightObject::Pointer CreateAnother (void) const
virtual const BoundSelectionTypeGetBoundSelection ()
virtual double GetCostFunctionConvergenceFactor ()
virtual const unsigned int & GetCurrentIteration ()
virtual const double & GetInfinityNormOfProjectedGradient ()
virtual const BoundValueTypeGetLowerBound ()
virtual unsigned int GetMaximumNumberOfCorrections ()
virtual unsigned int GetMaximumNumberOfEvaluations ()
virtual unsigned int GetMaximumNumberOfIterations ()
virtual const char * GetNameOfClass () const
virtual double GetProjectedGradientTolerance ()
const std::string GetStopConditionDescription () const
virtual bool GetTrace ()
virtual const BoundValueTypeGetUpperBound ()
MeasureType GetValue () const
virtual void SetBoundSelection (const BoundSelectionType &select)
virtual void SetCostFunction (SingleValuedCostFunction *costFunction)
virtual void SetCostFunctionConvergenceFactor (double)
virtual void SetLowerBound (const BoundValueType &value)
virtual void SetMaximumNumberOfCorrections (unsigned int)
virtual void SetMaximumNumberOfEvaluations (unsigned int)
virtual void SetMaximumNumberOfIterations (unsigned int)
virtual void SetProjectedGradientTolerance (double)
void SetScales (const ScalesType &)
virtual void SetTrace (bool flag)
virtual void SetUpperBound (const BoundValueType &value)
void StartOptimization (void)
virtual void TraceOff ()
virtual void TraceOn ()

Static Public Member Functions

static Pointer New ()

Protected Types

typedef
Superclass::CostFunctionAdaptorType 
CostFunctionAdaptorType

Protected Member Functions

 LBFGSBOptimizer ()
void PrintSelf (std::ostream &os, Indent indent) const
virtual ~LBFGSBOptimizer ()

Private Member Functions

 LBFGSBOptimizer (const Self &)
void operator= (const Self &)

Private Attributes

BoundSelectionType m_BoundSelection
double m_CostFunctionConvergenceFactor
unsigned int m_CurrentIteration
double m_InfinityNormOfProjectedGradient
BoundValueType m_LowerBound
unsigned int m_MaximumNumberOfCorrections
unsigned int m_MaximumNumberOfEvaluations
unsigned int m_MaximumNumberOfIterations
bool m_OptimizerInitialized
double m_ProjectedGradientTolerance
std::ostringstream m_StopConditionDescription
bool m_Trace
BoundValueType m_UpperBound
InternalOptimizerTypem_VnlOptimizer

Friends

class LBFGSBOptimizerHelper

Detailed Description

Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds.

This class is a wrapper for converted fortan code for performing limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. The algorithm miminizes 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 61 of file itkLBFGSBOptimizer.h.


Member Typedef Documentation

BoundSelection type Use for defining the boundary condition for each variables.

Definition at line 85 of file itkLBFGSBOptimizer.h.

BoundValue type. Use for defining the lower and upper bounds on the variables.

Definition at line 75 of file itkLBFGSBOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 69 of file itkLBFGSBOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 187 of file itkLBFGSBOptimizer.h.

Internal boundary selection storage type

Definition at line 91 of file itkLBFGSBOptimizer.h.

Internal boundary value storage type

Definition at line 88 of file itkLBFGSBOptimizer.h.

The vnl optimizer

Definition at line 94 of file itkLBFGSBOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 68 of file itkLBFGSBOptimizer.h.

Standard "Self" typedef.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 66 of file itkLBFGSBOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 67 of file itkLBFGSBOptimizer.h.


Constructor & Destructor Documentation

itk::LBFGSBOptimizer::LBFGSBOptimizer ( ) [protected]
virtual itk::LBFGSBOptimizer::~LBFGSBOptimizer ( ) [protected, virtual]
itk::LBFGSBOptimizer::LBFGSBOptimizer ( const Self ) [private]

Member Function Documentation

virtual::itk::LightObject::Pointer itk::LBFGSBOptimizer::CreateAnother ( void  ) const [virtual]

Create an object from an instance, potentially deferring to a factory. This method allows you to create an instance of an object that is exactly the same type as the referring object. This is useful in cases where an object has been cast back to a base class.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual const BoundSelectionType& itk::LBFGSBOptimizer::GetBoundSelection ( ) [virtual]
virtual double itk::LBFGSBOptimizer::GetCostFunctionConvergenceFactor ( ) [virtual]
virtual const unsigned int& itk::LBFGSBOptimizer::GetCurrentIteration ( ) [virtual]

Get the current iteration number.

virtual const double& itk::LBFGSBOptimizer::GetInfinityNormOfProjectedGradient ( ) [virtual]

Get the current infinity norm of the project gradient of the cost function.

virtual const BoundValueType& itk::LBFGSBOptimizer::GetLowerBound ( ) [virtual]
virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfCorrections ( ) [virtual]
virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfEvaluations ( ) [virtual]
virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfIterations ( ) [virtual]
virtual const char* itk::LBFGSBOptimizer::GetNameOfClass ( ) const [virtual]

Run-time type information (and related methods).

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

virtual double itk::LBFGSBOptimizer::GetProjectedGradientTolerance ( ) [virtual]
const std::string itk::LBFGSBOptimizer::GetStopConditionDescription ( ) const [virtual]

Get the reason for termination

Reimplemented from itk::Optimizer.

virtual bool itk::LBFGSBOptimizer::GetTrace ( ) [virtual]
virtual const BoundValueType& itk::LBFGSBOptimizer::GetUpperBound ( ) [virtual]
MeasureType itk::LBFGSBOptimizer::GetValue ( ) const

Get the current cost function value.

static Pointer itk::LBFGSBOptimizer::New ( ) [static]

Method for creation through the object factory.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

void itk::LBFGSBOptimizer::operator= ( const Self ) [private]

Types inherited from the superclass

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

void itk::LBFGSBOptimizer::PrintSelf ( std::ostream &  os,
Indent  indent 
) const [protected, virtual]

Print out internal state

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

virtual void itk::LBFGSBOptimizer::SetBoundSelection ( const BoundSelectionType select) [virtual]

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

virtual void itk::LBFGSBOptimizer::SetCostFunction ( SingleValuedCostFunction costFunction) [virtual]

Plug in a Cost Function into the optimizer

Implements itk::SingleValuedNonLinearVnlOptimizer.

virtual void itk::LBFGSBOptimizer::SetCostFunctionConvergenceFactor ( double  ) [virtual]

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.

virtual void itk::LBFGSBOptimizer::SetLowerBound ( const BoundValueType value) [virtual]

Set the lower bound value for each variable.

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfCorrections ( unsigned  int) [virtual]

Set/Get the MaximumNumberOfCorrections. Default is 5

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfEvaluations ( unsigned  int) [virtual]

Set/Get the MaximumNumberOfEvaluations. Default is 500

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfIterations ( unsigned  int) [virtual]

Set/Get the MaximumNumberOfIterations. Default is 500

virtual void itk::LBFGSBOptimizer::SetProjectedGradientTolerance ( double  ) [virtual]

Set/Get the ProjectedGradientTolerance. Algorithm terminates when the project gradient is below the tolerance. Default value is 1e-5.

void itk::LBFGSBOptimizer::SetScales ( const ScalesType ) [inline]

This optimizer does not support scaling of the derivatives.

Definition at line 164 of file itkLBFGSBOptimizer.h.

References itkExceptionMacro.

virtual void itk::LBFGSBOptimizer::SetTrace ( bool  flag) [virtual]

Set/Get the optimizer trace flag. If set to true, the optimizer prints out information every iteration.

virtual void itk::LBFGSBOptimizer::SetUpperBound ( const BoundValueType value) [virtual]

Set the upper bound value for each variable.

void itk::LBFGSBOptimizer::StartOptimization ( void  ) [virtual]

Start optimization with an initial value.

Reimplemented from itk::Optimizer.

virtual void itk::LBFGSBOptimizer::TraceOff ( ) [virtual]
virtual void itk::LBFGSBOptimizer::TraceOn ( ) [virtual]

Friends And Related Function Documentation

friend class LBFGSBOptimizerHelper [friend]

Definition at line 194 of file itkLBFGSBOptimizer.h.


Member Data Documentation

Definition at line 202 of file itkLBFGSBOptimizer.h.

Definition at line 204 of file itkLBFGSBOptimizer.h.

Definition at line 210 of file itkLBFGSBOptimizer.h.

Definition at line 211 of file itkLBFGSBOptimizer.h.

Definition at line 200 of file itkLBFGSBOptimizer.h.

Definition at line 208 of file itkLBFGSBOptimizer.h.

Definition at line 207 of file itkLBFGSBOptimizer.h.

Definition at line 206 of file itkLBFGSBOptimizer.h.

Definition at line 197 of file itkLBFGSBOptimizer.h.

Definition at line 205 of file itkLBFGSBOptimizer.h.

std::ostringstream itk::LBFGSBOptimizer::m_StopConditionDescription [mutable, private]

Definition at line 199 of file itkLBFGSBOptimizer.h.

Definition at line 196 of file itkLBFGSBOptimizer.h.

Definition at line 201 of file itkLBFGSBOptimizer.h.

Definition at line 198 of file itkLBFGSBOptimizer.h.


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