itk::LBFGSBOptimizer Class Reference

#include <itkLBFGSBOptimizer.h>

Inheritance diagram for itk::LBFGSBOptimizer:

Collaboration diagram for itk::LBFGSBOptimizer:

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.

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 Types inherited from itk::SingleValuedNonLinearVnlOptimizer
typedef ReceptorMemberCommand < Self >	CommandType
typedef SmartPointer< const Self >	ConstPointer
typedef SmartPointer< Self >	Pointer
typedef SingleValuedNonLinearVnlOptimizer	Self
typedef SingleValuedNonLinearOptimizer	Superclass
Public Types inherited from itk::SingleValuedNonLinearOptimizer
typedef SmartPointer< const Self >	ConstPointer
typedef CostFunctionType::Pointer	CostFunctionPointer
typedef SingleValuedCostFunction	CostFunctionType
typedef CostFunctionType::DerivativeType	DerivativeType
typedef CostFunctionType::MeasureType	MeasureType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef SingleValuedNonLinearOptimizer	Self
typedef NonLinearOptimizer	Superclass
Public Types inherited from itk::NonLinearOptimizer
typedef SmartPointer< const Self >	ConstPointer
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef NonLinearOptimizer	Self
typedef Optimizer	Superclass
Public Types inherited from itk::Optimizer
typedef SmartPointer< const Self >	ConstPointer
typedef OptimizerParameters < double >	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Array< double >	ScalesType
typedef Optimizer	Self
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 (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 ()
Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizer
virtual const bool &	GetMaximize ()
virtual void	SetMaximize (bool _arg)
virtual void	MaximizeOn ()
virtual void	MaximizeOff ()
bool	GetMinimize () const
void	SetMinimize (bool v)
void	MinimizeOn ()
void	MinimizeOff ()
virtual const MeasureType &	GetCachedValue ()
virtual const DerivativeType &	GetCachedDerivative ()
virtual const ParametersType &	GetCachedCurrentPosition ()
Public Member Functions inherited from itk::SingleValuedNonLinearOptimizer
virtual ::itk::LightObject::Pointer	CreateAnother (void) const
virtual const CostFunctionType *	GetCostFunction ()
MeasureType	GetValue (const ParametersType &parameters) const
virtual void	SetCostFunction (CostFunctionType *costFunction)

Static Public Member Functions
static Pointer	New ()

Protected Types
typedef Superclass::CostFunctionAdaptorType	CostFunctionAdaptorType
Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizer
typedef SingleValuedVnlCostFunctionAdaptor	CostFunctionAdaptorType

Protected Member Functions
	LBFGSBOptimizer ()
void	PrintSelf (std::ostream &os, Indent indent) const
virtual	~LBFGSBOptimizer ()
Protected Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizer
const CostFunctionAdaptorType *	GetCostFunctionAdaptor (void) const
CostFunctionAdaptorType *	GetCostFunctionAdaptor (void)
CostFunctionAdaptorType *	GetNonConstCostFunctionAdaptor (void) const
void	PrintSelf (std::ostream &os, Indent indent) const
void	SetCostFunctionAdaptor (CostFunctionAdaptorType *adaptor)
	SingleValuedNonLinearVnlOptimizer ()
virtual	~SingleValuedNonLinearVnlOptimizer ()
Protected Member Functions inherited from itk::SingleValuedNonLinearOptimizer
	SingleValuedNonLinearOptimizer ()
virtual	~SingleValuedNonLinearOptimizer ()
Protected Member Functions inherited from itk::NonLinearOptimizer
	NonLinearOptimizer ()
virtual	~NonLinearOptimizer ()
Protected Member Functions inherited from itk::Optimizer
	Optimizer ()
virtual void	SetCurrentPosition (const ParametersType &param)
virtual	~Optimizer ()
Protected Member Functions inherited from itk::Object
	Object ()
bool	PrintObservers (std::ostream &os, Indent indent) const
virtual void	SetTimeStamp (const TimeStamp &time)
virtual	~Object ()
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 ()

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

Additional Inherited Members
Protected Attributes inherited from itk::SingleValuedNonLinearOptimizer
CostFunctionPointer	m_CostFunction

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

Definition at line 69 of file itkLBFGSBOptimizer.h.

typedef Superclass::CostFunctionAdaptorType itk::LBFGSBOptimizer::CostFunctionAdaptorType

protected

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

Definition at line 68 of file itkLBFGSBOptimizer.h.

typedef LBFGSBOptimizer itk::LBFGSBOptimizer::Self

Standard "Self" typedef.

Definition at line 66 of file itkLBFGSBOptimizer.h.

typedef SingleValuedNonLinearVnlOptimizer itk::LBFGSBOptimizer::Superclass

Definition at line 67 of file itkLBFGSBOptimizer.h.

Constructor & Destructor Documentation

itk::LBFGSBOptimizer::LBFGSBOptimizer ( )

protected

virtual itk::LBFGSBOptimizer::~LBFGSBOptimizer ( )

protectedvirtual

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::Object.

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.

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

private

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

protectedvirtual

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.

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.

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 195 of file itkLBFGSBOptimizer.h.

Member Data Documentation

BoundSelectionType itk::LBFGSBOptimizer::m_BoundSelection

private

Definition at line 203 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_CostFunctionConvergenceFactor

private

Definition at line 205 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_CurrentIteration

private

Definition at line 211 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_InfinityNormOfProjectedGradient

private

Definition at line 212 of file itkLBFGSBOptimizer.h.

BoundValueType itk::LBFGSBOptimizer::m_LowerBound

private

Definition at line 201 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfCorrections

private

Definition at line 209 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfEvaluations

private

Definition at line 208 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfIterations

private

Definition at line 207 of file itkLBFGSBOptimizer.h.

bool itk::LBFGSBOptimizer::m_OptimizerInitialized

private

Definition at line 198 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_ProjectedGradientTolerance

private

Definition at line 206 of file itkLBFGSBOptimizer.h.

std::ostringstream itk::LBFGSBOptimizer::m_StopConditionDescription

mutableprivate

Definition at line 200 of file itkLBFGSBOptimizer.h.

bool itk::LBFGSBOptimizer::m_Trace

private

Definition at line 197 of file itkLBFGSBOptimizer.h.

BoundValueType itk::LBFGSBOptimizer::m_UpperBound

private

Definition at line 202 of file itkLBFGSBOptimizer.h.

InternalOptimizerType* itk::LBFGSBOptimizer::m_VnlOptimizer

private

Definition at line 199 of file itkLBFGSBOptimizer.h.

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

• itkLBFGSBOptimizer.h