#include <itkLBFGSBOptimizer.h>

Inheritance diagram for itk::LBFGSBOptimizer:

Collaboration diagram for itk::LBFGSBOptimizer:

Public Types
typedef Array< long >	BoundSelectionType
typedef Array< double >	BoundValueType
typedef SmartPointer< const Self >	ConstPointer
typedef vnl_vector< long >	InternalBoundSelectionType
typedef vnl_vector< double >	InternalBoundValueType
typedef LBFGSBOptimizerHelper	InternalOptimizerType
typedef SmartPointer< Self >	Pointer
typedef LBFGSBOptimizer	Self
typedef SingleValuedNonLinearVnlOptimizer	Superclass
Public Member Functions
virtual ::itk::LightObject::Pointer	CreateAnother (void) const
virtual const BoundSelectionType &	GetBoundSelection ()
virtual double	GetCostFunctionConvergenceFactor ()
virtual const unsigned int &	GetCurrentIteration ()
virtual const double &	GetInfinityNormOfProjectedGradient ()
virtual const BoundValueType &	GetLowerBound ()
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 BoundValueType &	GetUpperBound ()
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
InternalOptimizerType *	m_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

typedef Array< long > itk::LBFGSBOptimizer::BoundSelectionType

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

Definition at line 85 of file itkLBFGSBOptimizer.h.

typedef Array< double > itk::LBFGSBOptimizer::BoundValueType

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

Definition at line 75 of file itkLBFGSBOptimizer.h.

typedef SmartPointer< const Self > itk::LBFGSBOptimizer::ConstPointer

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 69 of file itkLBFGSBOptimizer.h.

typedef Superclass::CostFunctionAdaptorType itk::LBFGSBOptimizer::CostFunctionAdaptorType [protected]

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 187 of file itkLBFGSBOptimizer.h.

typedef vnl_vector< long > itk::LBFGSBOptimizer::InternalBoundSelectionType

Internal boundary selection storage type

Definition at line 91 of file itkLBFGSBOptimizer.h.

typedef vnl_vector< double > itk::LBFGSBOptimizer::InternalBoundValueType

Internal boundary value storage type

Definition at line 88 of file itkLBFGSBOptimizer.h.

typedef LBFGSBOptimizerHelper itk::LBFGSBOptimizer::InternalOptimizerType

The vnl optimizer

Definition at line 94 of file itkLBFGSBOptimizer.h.

typedef SmartPointer< Self > itk::LBFGSBOptimizer::Pointer

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 68 of file itkLBFGSBOptimizer.h.

typedef LBFGSBOptimizer itk::LBFGSBOptimizer::Self

Standard "Self" typedef.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 66 of file itkLBFGSBOptimizer.h.

typedef SingleValuedNonLinearVnlOptimizer itk::LBFGSBOptimizer::Superclass

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.