ITK
4.4.0
Insight Segmentation and Registration Toolkit
|
#include <itkLBFGSBOptimizer.h>
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 62 of file itkLBFGSBOptimizer.h.
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 ¶m) |
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 |
bool | m_Trace |
BoundValueType | m_UpperBound |
InternalOptimizerType * | m_VnlOptimizer |
Friends | |
class | LBFGSBOptimizerHelper |
Additional Inherited Members | |
Protected Attributes inherited from itk::SingleValuedNonLinearOptimizer | |
CostFunctionPointer | m_CostFunction |
typedef Array< long > itk::LBFGSBOptimizer::BoundSelectionType |
BoundSelection type Use for defining the boundary condition for each variables.
Definition at line 86 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 76 of file itkLBFGSBOptimizer.h.
typedef SmartPointer< const Self > itk::LBFGSBOptimizer::ConstPointer |
Definition at line 70 of file itkLBFGSBOptimizer.h.
|
protected |
Definition at line 188 of file itkLBFGSBOptimizer.h.
typedef vnl_vector< long > itk::LBFGSBOptimizer::InternalBoundSelectionType |
Internal boundary selection storage type
Definition at line 92 of file itkLBFGSBOptimizer.h.
typedef vnl_vector< double > itk::LBFGSBOptimizer::InternalBoundValueType |
Internal boundary value storage type
Definition at line 89 of file itkLBFGSBOptimizer.h.
The vnl optimizer
Definition at line 95 of file itkLBFGSBOptimizer.h.
typedef SmartPointer< Self > itk::LBFGSBOptimizer::Pointer |
Definition at line 69 of file itkLBFGSBOptimizer.h.
Standard "Self" typedef.
Definition at line 67 of file itkLBFGSBOptimizer.h.
Definition at line 68 of file itkLBFGSBOptimizer.h.
|
protected |
|
protectedvirtual |
|
private |
|
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 |
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 |
|
virtual |
Get the current iteration number.
|
virtual |
Get the current infinity norm of the project gradient of the cost function.
|
virtual |
Set the lower bound value for each variable.
|
virtual |
|
virtual |
|
virtual |
|
virtual |
Run-time type information (and related methods).
Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.
|
virtual |
|
virtual |
Get the reason for termination
Reimplemented from itk::Optimizer.
|
virtual |
|
virtual |
Set the upper bound value for each variable.
MeasureType itk::LBFGSBOptimizer::GetValue | ( | ) | const |
Get the current cost function value.
|
static |
Method for creation through the object factory.
|
private |
|
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 |
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 |
Plug in a Cost Function into the optimizer
Implements itk::SingleValuedNonLinearVnlOptimizer.
|
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 |
Set the lower bound value for each variable.
|
virtual |
Set/Get the MaximumNumberOfCorrections. Default is 5
|
virtual |
Set/Get the MaximumNumberOfEvaluations. Default is 500
|
virtual |
Set/Get the MaximumNumberOfIterations. Default is 500
|
virtual |
Set/Get the ProjectedGradientTolerance. Algorithm terminates when the project gradient is below the tolerance. Default value is 1e-5.
|
inline |
This optimizer does not support scaling of the derivatives.
Definition at line 165 of file itkLBFGSBOptimizer.h.
|
virtual |
Set/Get the optimizer trace flag. If set to true, the optimizer prints out information every iteration.
|
virtual |
Set the upper bound value for each variable.
|
virtual |
Start optimization with an initial value.
Reimplemented from itk::Optimizer.
|
virtual |
|
virtual |
|
friend |
Definition at line 196 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 211 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 200 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 205 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 206 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 209 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 204 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 203 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 202 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 199 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 201 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 198 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 210 of file itkLBFGSBOptimizer.h.
|
private |
Definition at line 208 of file itkLBFGSBOptimizer.h.