#include <itkLBFGS2Optimizerv4.h>

Inheritance diagram for itk::LBFGS2Optimizerv4:

Collaboration diagram for itk::LBFGS2Optimizerv4:

Detailed Description

Wrap of the libLBFGS[1] algorithm for use in ITKv4 registration framework. LibLBFGS is a translation of LBFGS code by Nocedal [2] and adds the orthantwise limited-memmory Quais-Newton method [3] for optimization with L1-norm on the parameters.

LBFGS is a quasi-Newton method uses an approximate estimate of the inverse Hessian $(\nabla^2 f(x) )^-1$ to scale the gradient step:

$x_{n+1} = x_n - s (\nabla^2 f(x_n) )^-1 \nabla f(x)$

with $ s $ the step size.

The inverse Hessian is approximated from the gradients of previous iteration and thus only the gradient of the objective function is required.

The step size $ s $ is determined through line search which defaults to the approach by More and Thuente [4]. This line search approach finds a step size such that

$\lVert \nabla f(x + s (\nabla^2 f(x_n) )^{-1} \nabla f(x) ) \rVert \le \nu \lVert \nabla f(x) \rVert$

The parameter $\nu$ is set through SetLineSearchAccuracy() (default 0.9) and SetGradientLineSearchAccuracy()

Instead of the More-Tunete method, backtracking with three different conditions [7] are availabe and can be set through SetLineSearch():

LINESEARCH_BACKTRACKING_ARMIJO
LINESEARCH_BACKTRACKING_WOLFE
LINESEARCH_BACKTRACKING_STRONG_WOLFE

The optimization stops when either the gradient satisfies the condition

$\lVert \nabla f(x) \rVert \le \epsilon \max(1, \lVert X \rVert)$

or a maximum number of function evaluations has been reached. The tolerance $\epsilon$ is set through SetSolutionAccuracy() (default 1e-5) and the maximum number of function evaluations is set through SetMaximumIterations() (default 0 = no maximum).

References:

[1] libLBFGS

[2] NETLIB lbfgs

[3] Galen Andrew and Jianfeng Gao. Scalable training of L1-regularized log-linear models. 24th International Conference on Machine Learning, pp. 33-40, 2007.

[4] Jorge Nocedal. Updating Quasi-Newton Matrices with Limited Storage. Mathematics of Computation, Vol. 35, No. 151, pp. 773–782, 1980.

[5] Dong C. Liu and Jorge Nocedal. On the limited memory BFGS method for large scale optimization. Mathematical Programming B, Vol. 45, No. 3, pp. 503-528, 1989.

[6] More, J. J. and D. J. Thuente. Line Search Algorithms with Guaranteed Sufficient Decrease. ACM Transactions on Mathematical Software 20, no. 3 (1994): 286–307.

[7] John E. Dennis and Robert B. Schnabel. Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Englewood Cliffs, 1983.

Definition at line 102 of file itkLBFGS2Optimizerv4.h.

Public Types
typedef SmartPointer< const Self >	ConstPointer

enum	LineSearchMethod { LINESEARCH_DEFAULT = 0, LINESEARCH_MORETHUENTE = 0, LINESEARCH_BACKTRACKING_ARMIJO = 1, LINESEARCH_BACKTRACKING = 2, LINESEARCH_BACKTRACKING_WOLFE = 2, LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3 }

typedef Superclass::MetricType	MetricType

typedef Superclass::ParametersType	ParametersType

typedef SmartPointer< Self >	Pointer

typedef double	PrecisionType

typedef Superclass::ScalesType	ScalesType

typedef LBFGS2Optimizerv4	Self

typedef ObjectToObjectOptimizerBaseTemplate < double >	Superclass

Public Types inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
typedef SmartPointer< const Self >	ConstPointer

typedef MetricType::DerivativeType	DerivativeType

typedef MetricType::MeasureType	MeasureType

typedef ObjectToObjectMetricBaseTemplate < double >	MetricType

typedef MetricType::Pointer	MetricTypePointer

typedef MetricType::NumberOfParametersType	NumberOfParametersType

typedef OptimizerParameters < double >	ParametersType

typedef SmartPointer< Self >	Pointer

typedef OptimizerParameterScalesEstimatorTemplate < double >	ScalesEstimatorType

typedef OptimizerParameters < double >	ScalesType

typedef ObjectToObjectOptimizerBaseTemplate	Self

typedef std::ostringstream	StopConditionDescriptionType

typedef std::string	StopConditionReturnStringType

typedef Object	Superclass

Public Types inherited from itk::Object
typedef SmartPointer< const Self >	ConstPointer

typedef SmartPointer< Self >	Pointer

typedef Object	Self

typedef LightObject	Superclass

Public Types inherited from itk::LightObject
typedef SmartPointer< const Self >	ConstPointer

typedef SmartPointer< Self >	Pointer

typedef LightObject	Self

Public Member Functions
virtual ::itk::LightObject::Pointer	CreateAnother () const

virtual PrecisionType	GetCurrentGradientNorm () const

virtual PrecisionType	GetCurrentNumberOfEvaluations () const

virtual PrecisionType	GetCurrentParameterNorm () const

virtual PrecisionType	GetCurrentStepSize () const

virtual const char *	GetNameOfClass () const

virtual const StopConditionReturnStringType	GetStopConditionDescription () const override

virtual void	SetScales (const ScalesType &) override

virtual void	SetWeights (const ScalesType) override

virtual void	StartOptimization (bool doOnlyInitialization=false) override


void	SetHessianApproximationAccuracy (int m)

int	GetHessianApproximationAccuracy () const


void	SetSolutionAccuracy (PrecisionType epsilon)

PrecisionType	GetSolutionAccuracy () const


void	SetDeltaConvergenceDistance (int nPast)

int	GetDeltaConvergenceDistance () const


void	SetDeltaConvergenceTolerance (PrecisionType tol)

PrecisionType	GetDeltaConvergenceTolerance () const


void	SetMaximumIterations (int maxIterations)

int	GetMaximumIterations () const


virtual SizeValueType	GetNumberOfIterations () const override

virtual void	SetNumberOfIterations (const SizeValueType _arg) override


void	SetLineSearch (const LineSearchMethod &linesearch)

LineSearchMethod	GetLineSearch () const


void	SetMaximumLineSearchEvaluations (int n)

int	GetMaximumLineSearchEvaluations () const


void	SetMinimumLineSearchStep (PrecisionType step)

PrecisionType	GetMinimumLineSearchStep () const


void	SetMaximumLineSearchStep (PrecisionType step)

PrecisionType	GetMaximumLineSearchStep () const


void	SetLineSearchAccuracy (PrecisionType ftol)

PrecisionType	GetLineSearchAccuracy () const


void	SetWolfeCoefficient (PrecisionType wc)

PrecisionType	GetWolfeCoefficient () const


void	SetLineSearchGradientAccuracy (PrecisionType gtol)

PrecisionType	GetLineSearchGradientAccuracy () const


void	SetMachinePrecisionTolerance (PrecisionType xtol)

PrecisionType	GetMachinePrecisionTolerance () const


void	SetOrthantwiseCoefficient (PrecisionType orthant_c)

PrecisionType	GetOrthantwiseCoefficient () const


void	SetOrthantwiseStart (int start)

int	GetOrthantwiseStart () const


void	SetOrthantwiseEnd (int end)

int	GetOrthantwiseEnd () const

Public Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
virtual SizeValueType	GetCurrentIteration () const

virtual const MeasureType &	GetCurrentMetricValue () const

virtual const ParametersType &	GetCurrentPosition () const

virtual const ThreadIdType &	GetNumberOfThreads () 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	SetNumberOfThreads (ThreadIdType number)

virtual void	SetScalesEstimator (ScalesEstimatorType *_arg)

virtual void	SetWeights (ScalesType _arg)

virtual void	SetMetric (MetricType *_arg)

virtual MetricType *	GetModifiableMetric ()

virtual const MetricType *	GetMetric () const

virtual void	SetScales (const ScalesType &scales)

virtual void	SetDoEstimateScales (bool _arg)

virtual const bool &	GetDoEstimateScales () const

virtual void	DoEstimateScalesOn ()

virtual void	DoEstimateScalesOff ()

Public Member Functions inherited from itk::Object
unsigned long	AddObserver (const EventObject &event, Command *)

unsigned long	AddObserver (const EventObject &event, Command *) const

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

virtual void	Register () const override

void	RemoveAllObservers ()

void	RemoveObserver (unsigned long tag)

void	SetDebug (bool debugFlag) const

void	SetMetaDataDictionary (const MetaDataDictionary &rhs)

virtual void	SetReferenceCount (int) override

virtual void	UnRegister () const noexceptoverride

virtual void	SetObjectName (std::string _arg)

virtual const std::string &	GetObjectName () const

Public Member Functions inherited from itk::LightObject
virtual void	Delete ()

virtual int	GetReferenceCount () const

	itkCloneMacro (Self)

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 flag)

Static Public Member Functions inherited from itk::LightObject
static void	BreakOnError ()

static Pointer	New ()

Protected Member Functions
PrecisionType	EvaluateCost (const PrecisionType x, PrecisionType g, const int n, const PrecisionType step)

	LBFGS2Optimizerv4 ()

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

int	UpdateProgress (const PrecisionType x, const PrecisionType g, const PrecisionType fx, const PrecisionType xnorm, const PrecisionType gnorm, const PrecisionType step, int n, int k, int ls)

virtual	~LBFGS2Optimizerv4 () override

Protected Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
	ObjectToObjectOptimizerBaseTemplate ()

virtual	~ObjectToObjectOptimizerBaseTemplate () override

Protected Member Functions inherited from itk::Object
	Object ()

bool	PrintObservers (std::ostream &os, Indent indent) const

virtual void	SetTimeStamp (const TimeStamp &time)

virtual	~Object () override

Protected Member Functions inherited from itk::LightObject
virtual LightObject::Pointer	InternalClone () const

	LightObject ()

virtual void	PrintHeader (std::ostream &os, Indent indent) const

virtual void	PrintTrailer (std::ostream &os, Indent indent) const

virtual	~LightObject ()

Static Protected Member Functions
static PrecisionType	EvaluateCostCallback (void instance, const PrecisionType x, PrecisionType *g, const int n, const PrecisionType step)

static int	UpdateProgressCallback (void Instance, const PrecisionType x, const PrecisionType *g, const PrecisionType fx, const PrecisionType xnorm, const PrecisionType gnorm, const PrecisionType step, int n, int k, int ls)

Private Attributes
const double *	m_CurrentGradient

double	m_CurrentGradientNorm

int	m_CurrentNumberOfEvaluations

const double *	m_CurrentParameter

double	m_CurrentParameterNorm

double	m_CurrentStepSize

AutoPointer < PrivateImplementationHolder >	m_Pimpl

int	m_StatusCode

Additional Inherited Members
Protected Attributes inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
SizeValueType	m_CurrentIteration

MeasureType	m_CurrentMetricValue

bool	m_DoEstimateScales

MetricTypePointer	m_Metric

SizeValueType	m_NumberOfIterations

ThreadIdType	m_NumberOfThreads

ScalesType	m_Scales

bool	m_ScalesAreIdentity

ScalesEstimatorType::Pointer	m_ScalesEstimator

ScalesType	m_Weights

bool	m_WeightsAreIdentity

Protected Attributes inherited from itk::LightObject
AtomicInt< int >	m_ReferenceCount

Member Typedef Documentation

typedef SmartPointer< const Self > itk::LBFGS2Optimizerv4::ConstPointer

Definition at line 166 of file itkLBFGS2Optimizerv4.h.

typedef Superclass::MetricType itk::LBFGS2Optimizerv4::MetricType

Definition at line 168 of file itkLBFGS2Optimizerv4.h.

typedef Superclass::ParametersType itk::LBFGS2Optimizerv4::ParametersType

Definition at line 169 of file itkLBFGS2Optimizerv4.h.

typedef SmartPointer< Self > itk::LBFGS2Optimizerv4::Pointer

Definition at line 165 of file itkLBFGS2Optimizerv4.h.

typedef double itk::LBFGS2Optimizerv4::PrecisionType

currently only double is used in lbfgs need to figure out how to make it a template parameter and set the required define so lbfgs.h uses the corrcet version

Definition at line 159 of file itkLBFGS2Optimizerv4.h.

typedef Superclass::ScalesType itk::LBFGS2Optimizerv4::ScalesType

Definition at line 170 of file itkLBFGS2Optimizerv4.h.

typedef LBFGS2Optimizerv4 itk::LBFGS2Optimizerv4::Self

Standard "Self" typedef.

Definition at line 163 of file itkLBFGS2Optimizerv4.h.

typedef ObjectToObjectOptimizerBaseTemplate<double> itk::LBFGS2Optimizerv4::Superclass

Definition at line 164 of file itkLBFGS2Optimizerv4.h.

Member Enumeration Documentation

enum itk::LBFGS2Optimizerv4::LineSearchMethod

Enumerator
LINESEARCH_DEFAULT	The default algorithm (MoreThuente method).
LINESEARCH_MORETHUENTE	MoreThuente method proposd by More and Thuente.
LINESEARCH_BACKTRACKING_ARMIJO	Backtracking method with the Armijo condition. The backtracking method finds the step length such that it satisfies the sufficient decrease (Armijo) condition, f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d, where x is the current point, d is the current search direction, and a is the step length.
LINESEARCH_BACKTRACKING	The backtracking method with the defualt (regular Wolfe) condition.
LINESEARCH_BACKTRACKING_WOLFE	Backtracking method with regular Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the curvature condition, g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d, where x is the current point, d is the current search direction, and a is the step length.
LINESEARCH_BACKTRACKING_STRONG_WOLFE	Backtracking method with strong Wolfe condition. The backtracking method finds the step length such that it satisfies both the Armijo condition (LINESEARCH_BACKTRACKING_ARMIJO) and the following condition, \|g(x + a * d)^T d\| <= lbfgs_parameter_t::wolfe * \|g(x)^T d\|, where x is the current point, d is the current search direction, and a is the step length.

Definition at line 107 of file itkLBFGS2Optimizerv4.h.

Constructor & Destructor Documentation

itk::LBFGS2Optimizerv4::LBFGS2Optimizerv4 ( )

protected

virtual itk::LBFGS2Optimizerv4::~LBFGS2Optimizerv4 ( )

overrideprotectedvirtual

Member Function Documentation

virtual::itk::LightObject::Pointer itk::LBFGS2Optimizerv4::CreateAnother ( ) 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::Object.

PrecisionType itk::LBFGS2Optimizerv4::EvaluateCost	(	const PrecisionType *	x,
		PrecisionType *	g,
		const int	n,
		const PrecisionType	step
	)

protected

static PrecisionType itk::LBFGS2Optimizerv4::EvaluateCostCallback	(	void *	instance,
		const PrecisionType *	x,
		PrecisionType *	g,
		const int	n,
		const PrecisionType	step
	)

staticprotected

Function evluation callback from libLBFGS frowrad to instance

virtual PrecisionType itk::LBFGS2Optimizerv4::GetCurrentGradientNorm ( ) const

virtual

Get gradient norm of current iteration

virtual PrecisionType itk::LBFGS2Optimizerv4::GetCurrentNumberOfEvaluations ( ) const

virtual

Get number of evaluations for current iteration

virtual PrecisionType itk::LBFGS2Optimizerv4::GetCurrentParameterNorm ( ) const

virtual

Get paramater norm of current iteration

virtual PrecisionType itk::LBFGS2Optimizerv4::GetCurrentStepSize ( ) const

virtual

Get stepsize of current iteration

int itk::LBFGS2Optimizerv4::GetDeltaConvergenceDistance ( ) const

Set/Ger distance for delta-based convergence test. This parameter determines the distance, in iterations, to compute the rate of decrease of the objective function. If the value of this parameter is zero, the library does not perform the delta-based convergence test. The default value is 0.

PrecisionType itk::LBFGS2Optimizerv4::GetDeltaConvergenceTolerance ( ) const

Delta for convergence test. This parameter determines the minimum rate of decrease of the objective function. The library stops iterations when the following condition is met: $(f' - f) / f < \delta$ , where f' is the objective value of past iterations ago, and f is the objective value of the current iteration. The default value is 0.

int itk::LBFGS2Optimizerv4::GetHessianApproximationAccuracy ( ) const

Set/Get the number of corrections to approximate the inverse hessian matrix. The L-BFGS routine stores the computation results of previous m iterations to approximate the inverse hessian matrix of the current iteration. This parameter controls the size of the limited memories (corrections). The default value is 6. Values less than 3 are not recommended. Large values will result in excessive computing time.

LineSearchMethod itk::LBFGS2Optimizerv4::GetLineSearch ( ) const

The line search algorithm. This parameter specifies a line search algorithm to be used by the L-BFGS routine. See lbfgs.h for enumeration of line search type. Defaults to More-Thuente's method.

PrecisionType itk::LBFGS2Optimizerv4::GetLineSearchAccuracy ( ) const

A parameter to control the accuracy of the line search routine. The default value is 1e-4. This parameter should be greater than zero and smaller than 0.5.

PrecisionType itk::LBFGS2Optimizerv4::GetLineSearchGradientAccuracy ( ) const

A parameter to control the gradient accuracy of the More-Thuente line search routine. The default value is 0.9. If the function and gradient evaluations are inexpensive with respect to the cost of the iteration (which is sometimes the case when solving very large problems) it may be advantageous to set this parameter to a small value. A typical small value is 0.1. This parameter shuold be greater than the ftol parameter (1e-4) and smaller than 1.0.

PrecisionType itk::LBFGS2Optimizerv4::GetMachinePrecisionTolerance ( ) const

The machine precision for floating-point values. This parameter must be a positive value set by a client program to estimate the machine precision. The line search routine will terminate with the status code (LBFGSERR_ROUNDING_ERROR) if the relative width of the interval of uncertainty is less than this parameter.

int itk::LBFGS2Optimizerv4::GetMaximumIterations ( ) const

The maximum number of iterations. The lbfgs() function terminates an optimization process with LBFGSERR_MAXIMUMITERATION status code when the iteration count exceedes this parameter. Setting this parameter to zero continues an optimization process until a convergence or error. The default value is 0.

int itk::LBFGS2Optimizerv4::GetMaximumLineSearchEvaluations ( ) const

The maximum number of trials for the line search. This parameter controls the number of function and gradients evaluations per iteration for the line search routine. The default value is 20.

PrecisionType itk::LBFGS2Optimizerv4::GetMaximumLineSearchStep ( ) const

The maximum step of the line search. The default value is 1e+20. This value need not be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased).

PrecisionType itk::LBFGS2Optimizerv4::GetMinimumLineSearchStep ( ) const

The minimum step of the line search routine. The default value is 1e-20. This value need not be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased).

virtual const char* itk::LBFGS2Optimizerv4::GetNameOfClass ( ) const

virtual

Run-time type information (and related methods).

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

virtual SizeValueType itk::LBFGS2Optimizerv4::GetNumberOfIterations ( ) const

inlineoverridevirtual

Aliased to Set/Get MaximumIterations to match base class interface.

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

Definition at line 253 of file itkLBFGS2Optimizerv4.h.

PrecisionType itk::LBFGS2Optimizerv4::GetOrthantwiseCoefficient ( ) const

Coeefficient for the L1 norm of variables. This parameter should be set to zero for standard minimization problems. Setting this parameter to a positive value activates Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method, which minimizes the objective function F(x) combined with the L1 norm |x| of the variables, $F(x) + C |x|}. $ . This parameter is the coefficient for the |x|, i.e., C. As the L1 norm |x| is not differentiable at zero, the library modifies function and gradient evaluations from a client program suitably; a client program thus have only to return the function value F(x) and gradients G(x) as usual. The default value is zero.

int itk::LBFGS2Optimizerv4::GetOrthantwiseEnd ( ) const

End index for computing L1 norm of the variables. This parameter is valid only for OWL-QN method (i.e., $ orthantwise_c != 0 $ ). This parameter e, (0 < e <= N) specifies the index number at which the library stops computing the L1 norm of the variables x,

int itk::LBFGS2Optimizerv4::GetOrthantwiseStart ( ) const

Start index for computing L1 norm of the variables. This parameter is valid only for OWL-QN method (i.e., $ orthantwise_c != 0 $ ). This parameter b (0 <= b < N) specifies the index number from which the library computes the L1 norm of the variables x,

$|x| := |x_{b}| + |x_{b+1}| + ... + |x_{N}| .$

In other words, variables $x_1, ..., x_{b-1}$ are not used for computing the L1 norm. Setting b, (0 < b < N), one can protect variables, $x_1, ..., x_{b-1}$ (e.g., a bias term of logistic regression) from being regularized. The default value is zero.

PrecisionType itk::LBFGS2Optimizerv4::GetSolutionAccuracy ( ) const

Set/Get epsilon for convergence test. This parameter determines the accuracy with which the solution is to be found. A minimization terminates when $||g|| < \epsilon * max(1, ||x||)$ , where ||.|| denotes the Euclidean (L2) norm. The default value is 1e-5.

virtual const StopConditionReturnStringType itk::LBFGS2Optimizerv4::GetStopConditionDescription ( ) const

overridevirtual

Stop condition return string type

Implements itk::ObjectToObjectOptimizerBaseTemplate< double >.

PrecisionType itk::LBFGS2Optimizerv4::GetWolfeCoefficient ( ) const

A coefficient for the Wolfe condition. This parameter is valid only when the backtracking line-search algorithm is used with the Wolfe condition, LINESEARCH_BACKTRACKING_STRONG_WOLFE or LINESEARCH_BACKTRACKING_WOLFE . The default value is 0.9. This parameter should be greater than the ftol parameter and smaller than 1.0.

static Pointer itk::LBFGS2Optimizerv4::New ( )

static

Method for creation through the object factory.

virtual void itk::LBFGS2Optimizerv4::PrintSelf	(	std::ostream &	os,
		Indent	indent
	)		const

overrideprotectedvirtual

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::ObjectToObjectOptimizerBaseTemplate< double >.

void itk::LBFGS2Optimizerv4::SetDeltaConvergenceDistance ( int nPast )

Set/Ger distance for delta-based convergence test. This parameter determines the distance, in iterations, to compute the rate of decrease of the objective function. If the value of this parameter is zero, the library does not perform the delta-based convergence test. The default value is 0.

void itk::LBFGS2Optimizerv4::SetDeltaConvergenceTolerance ( PrecisionType tol )

Delta for convergence test. This parameter determines the minimum rate of decrease of the objective function. The library stops iterations when the following condition is met: $(f' - f) / f < \delta$ , where f' is the objective value of past iterations ago, and f is the objective value of the current iteration. The default value is 0.

void itk::LBFGS2Optimizerv4::SetHessianApproximationAccuracy ( int m )

Set/Get the number of corrections to approximate the inverse hessian matrix. The L-BFGS routine stores the computation results of previous m iterations to approximate the inverse hessian matrix of the current iteration. This parameter controls the size of the limited memories (corrections). The default value is 6. Values less than 3 are not recommended. Large values will result in excessive computing time.

void itk::LBFGS2Optimizerv4::SetLineSearch ( const LineSearchMethod & linesearch )

The line search algorithm. This parameter specifies a line search algorithm to be used by the L-BFGS routine. See lbfgs.h for enumeration of line search type. Defaults to More-Thuente's method.

void itk::LBFGS2Optimizerv4::SetLineSearchAccuracy ( PrecisionType ftol )

A parameter to control the accuracy of the line search routine. The default value is 1e-4. This parameter should be greater than zero and smaller than 0.5.

void itk::LBFGS2Optimizerv4::SetLineSearchGradientAccuracy ( PrecisionType gtol )

A parameter to control the gradient accuracy of the More-Thuente line search routine. The default value is 0.9. If the function and gradient evaluations are inexpensive with respect to the cost of the iteration (which is sometimes the case when solving very large problems) it may be advantageous to set this parameter to a small value. A typical small value is 0.1. This parameter shuold be greater than the ftol parameter (1e-4) and smaller than 1.0.

void itk::LBFGS2Optimizerv4::SetMachinePrecisionTolerance ( PrecisionType xtol )

The machine precision for floating-point values. This parameter must be a positive value set by a client program to estimate the machine precision. The line search routine will terminate with the status code (LBFGSERR_ROUNDING_ERROR) if the relative width of the interval of uncertainty is less than this parameter.

void itk::LBFGS2Optimizerv4::SetMaximumIterations ( int maxIterations )

The maximum number of iterations. The lbfgs() function terminates an optimization process with LBFGSERR_MAXIMUMITERATION status code when the iteration count exceedes this parameter. Setting this parameter to zero continues an optimization process until a convergence or error. The default value is 0.

void itk::LBFGS2Optimizerv4::SetMaximumLineSearchEvaluations ( int n )

The maximum number of trials for the line search. This parameter controls the number of function and gradients evaluations per iteration for the line search routine. The default value is 20.

void itk::LBFGS2Optimizerv4::SetMaximumLineSearchStep ( PrecisionType step )

The maximum step of the line search. The default value is 1e+20. This value need not be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased).

void itk::LBFGS2Optimizerv4::SetMinimumLineSearchStep ( PrecisionType step )

The minimum step of the line search routine. The default value is 1e-20. This value need not be modified unless the exponents are too large for the machine being used, or unless the problem is extremely badly scaled (in which case the exponents should be increased).

virtual void itk::LBFGS2Optimizerv4::SetNumberOfIterations ( const SizeValueType _arg )

inlineoverridevirtual

Aliased to Set/Get MaximumIterations to match base class interface.

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

Definition at line 254 of file itkLBFGS2Optimizerv4.h.

void itk::LBFGS2Optimizerv4::SetOrthantwiseCoefficient ( PrecisionType orthant_c )

Coeefficient for the L1 norm of variables. This parameter should be set to zero for standard minimization problems. Setting this parameter to a positive value activates Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method, which minimizes the objective function F(x) combined with the L1 norm |x| of the variables, $F(x) + C |x|}. $ . This parameter is the coefficient for the |x|, i.e., C. As the L1 norm |x| is not differentiable at zero, the library modifies function and gradient evaluations from a client program suitably; a client program thus have only to return the function value F(x) and gradients G(x) as usual. The default value is zero.

void itk::LBFGS2Optimizerv4::SetOrthantwiseEnd ( int end )

End index for computing L1 norm of the variables. This parameter is valid only for OWL-QN method (i.e., $ orthantwise_c != 0 $ ). This parameter e, (0 < e <= N) specifies the index number at which the library stops computing the L1 norm of the variables x,

void itk::LBFGS2Optimizerv4::SetOrthantwiseStart ( int start )

Start index for computing L1 norm of the variables. This parameter is valid only for OWL-QN method (i.e., $ orthantwise_c != 0 $ ). This parameter b (0 <= b < N) specifies the index number from which the library computes the L1 norm of the variables x,

$|x| := |x_{b}| + |x_{b+1}| + ... + |x_{N}| .$

In other words, variables $x_1, ..., x_{b-1}$ are not used for computing the L1 norm. Setting b, (0 < b < N), one can protect variables, $x_1, ..., x_{b-1}$ (e.g., a bias term of logistic regression) from being regularized. The default value is zero.

virtual void itk::LBFGS2Optimizerv4::SetScales ( const ScalesType & )

overridevirtual

This optimizer does not support scaling of the derivatives.

void itk::LBFGS2Optimizerv4::SetSolutionAccuracy ( PrecisionType epsilon )

Set/Get epsilon for convergence test. This parameter determines the accuracy with which the solution is to be found. A minimization terminates when $||g|| < \epsilon * max(1, ||x||)$ , where ||.|| denotes the Euclidean (L2) norm. The default value is 1e-5.

virtual void itk::LBFGS2Optimizerv4::SetWeights ( const ScalesType )

overridevirtual

This optimizer does not support weighting of the derivatives.

void itk::LBFGS2Optimizerv4::SetWolfeCoefficient ( PrecisionType wc )

A coefficient for the Wolfe condition. This parameter is valid only when the backtracking line-search algorithm is used with the Wolfe condition, LINESEARCH_BACKTRACKING_STRONG_WOLFE or LINESEARCH_BACKTRACKING_WOLFE . The default value is 0.9. This parameter should be greater than the ftol parameter and smaller than 1.0.

virtual void itk::LBFGS2Optimizerv4::StartOptimization ( bool doOnlyInitialization = false )

overridevirtual

Start optimization with an initial value.

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

int itk::LBFGS2Optimizerv4::UpdateProgress	(	const PrecisionType *	x,
		const PrecisionType *	g,
		const PrecisionType	fx,
		const PrecisionType	xnorm,
		const PrecisionType	gnorm,
		const PrecisionType	step,
		int	n,
		int	k,
		int	ls
	)

protected

Update the progress as reported from libLBFSG and notify itkObject

static int itk::LBFGS2Optimizerv4::UpdateProgressCallback	(	void *	Instance,
		const PrecisionType *	x,
		const PrecisionType *	g,
		const PrecisionType	fx,
		const PrecisionType	xnorm,
		const PrecisionType	gnorm,
		const PrecisionType	step,
		int	n,
		int	k,
		int	ls
	)

staticprotected

Progress callback from libLBFGS forwards it to the specific instance

Member Data Documentation

const double* itk::LBFGS2Optimizerv4::m_CurrentGradient

private

Progress update variables

Definition at line 462 of file itkLBFGS2Optimizerv4.h.

double itk::LBFGS2Optimizerv4::m_CurrentGradientNorm

private

Definition at line 467 of file itkLBFGS2Optimizerv4.h.

int itk::LBFGS2Optimizerv4::m_CurrentNumberOfEvaluations

private

Definition at line 468 of file itkLBFGS2Optimizerv4.h.

const double* itk::LBFGS2Optimizerv4::m_CurrentParameter

private

Definition at line 463 of file itkLBFGS2Optimizerv4.h.

double itk::LBFGS2Optimizerv4::m_CurrentParameterNorm

private

Definition at line 466 of file itkLBFGS2Optimizerv4.h.

double itk::LBFGS2Optimizerv4::m_CurrentStepSize

private

Definition at line 465 of file itkLBFGS2Optimizerv4.h.

AutoPointer<PrivateImplementationHolder> itk::LBFGS2Optimizerv4::m_Pimpl

private

Definition at line 457 of file itkLBFGS2Optimizerv4.h.

int itk::LBFGS2Optimizerv4::m_StatusCode

private

Definition at line 470 of file itkLBFGS2Optimizerv4.h.

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

itkLBFGS2Optimizerv4.h

Detailed Description

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