itk::LBFGSBOptimizerv4 Class Reference

#include <itkLBFGSBOptimizerv4.h>

Inheritance diagram for itk::LBFGSBOptimizerv4:

Collaboration diagram for itk::LBFGSBOptimizerv4:

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.

Examples:

RegistrationITKv4/DeformableRegistration12.cxx.

Definition at line 63 of file itkLBFGSBOptimizerv4.h.

Public Types
typedef Array< long >	BoundSelectionType
enum	BoundSelectionValues {   UNBOUNDED = 0,   LOWERBOUNDED = 1,   BOTHBOUNDED = 2,   UPPERBOUNDED = 3 }
typedef Array< double >	BoundValueType
typedef SmartPointer< const Self >	ConstPointer
typedef Superclass::MetricType	MetricType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef LBFGSBOptimizerv4	Self
typedef LBFGSOptimizerBasev4 < vnl_lbfgsb >	Superclass
Public Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
typedef SmartPointer< const Self >	ConstPointer
typedef LBFGSOptimizerBaseHelperv4 < vnl_lbfgsb >	InternalOptimizerType
typedef Superclass::MetricType	MetricType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef LBFGSOptimizerBasev4	Self
typedef Superclass::StopConditionDescriptionType	StopConditionDescriptionType
typedef Superclass::StopConditionReturnStringType	StopConditionReturnStringType
typedef SingleValuedNonLinearVnlOptimizerv4	Superclass
Public Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
typedef ReceptorMemberCommand < Self >	CommandType
typedef SmartPointer< const Self >	ConstPointer
typedef Superclass::DerivativeType	DerivativeType
typedef Superclass::MetricType	MetricType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef SingleValuedNonLinearVnlOptimizerv4	Self
typedef Superclass::StopConditionDescriptionType	StopConditionDescriptionType
typedef Superclass::StopConditionReturnStringType	StopConditionReturnStringType
typedef ObjectToObjectOptimizerBase	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 (void) const
virtual const BoundSelectionType &	GetBoundSelection () const
virtual double	GetCostFunctionConvergenceFactor () const
virtual const double &	GetInfinityNormOfProjectedGradient () const
ParametersType &	GetInitialPosition (void)
virtual const BoundValueType &	GetLowerBound () const
virtual unsigned int	GetMaximumNumberOfCorrections () const
virtual const char *	GetNameOfClass () const
virtual const BoundValueType &	GetUpperBound () const
void	SetBoundSelection (const BoundSelectionType &select)
virtual void	SetCostFunctionConvergenceFactor (double)
void	SetInitialPosition (const ParametersType &param)
void	SetLowerBound (const BoundValueType &value)
virtual void	SetMaximumNumberOfCorrections (unsigned int)
virtual void	SetMetric (MetricType *metric) ITK_OVERRIDE
virtual void	SetScales (const ScalesType &) ITK_OVERRIDE
void	SetUpperBound (const BoundValueType &value)
virtual void	StartOptimization (bool doOnlyInitialization=false) ITK_OVERRIDE
Public Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
virtual double	GetGradientConvergenceTolerance () const
virtual unsigned int	GetMaximumNumberOfFunctionEvaluations () const
InternalOptimizerType *	GetOptimizer (void)
virtual const StopConditionReturnStringType	GetStopConditionDescription () const ITK_OVERRIDE
virtual bool	GetTrace () const
virtual void	SetGradientConvergenceTolerance (double gtol)
virtual void	SetMaximumNumberOfFunctionEvaluations (unsigned int n)
virtual void	SetTrace (bool flag)
virtual void	TraceOff ()
virtual void	TraceOn ()
Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
virtual const DerivativeType &	GetCachedDerivative () const
virtual const ParametersType &	GetCachedCurrentPosition () const
Public Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
virtual SizeValueType	GetCurrentIteration () const
virtual const MeasureType &	GetCurrentMetricValue () const
virtual const ParametersType &	GetCurrentPosition () const
virtual SizeValueType	GetNumberOfIterations () const
virtual const ThreadIdType &	GetNumberOfThreads () const
virtual const ScalesType &	GetScales () const
virtual const bool &	GetScalesAreIdentity () const
bool	GetScalesInitialized (void) const
virtual const MeasureType &	GetValue () const
virtual const ScalesType &	GetWeights () const
virtual const bool &	GetWeightsAreIdentity () const
virtual void	SetNumberOfIterations (SizeValueType _arg)
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 (void)
const MetaDataDictionary &	GetMetaDataDictionary (void) 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 ITK_OVERRIDE
void	RemoveAllObservers ()
void	RemoveObserver (unsigned long tag)
void	SetDebug (bool debugFlag) const
void	SetMetaDataDictionary (const MetaDataDictionary &rhs)
virtual void	SetReferenceCount (int) ITK_OVERRIDE
virtual void	UnRegister () const ITK_OVERRIDE
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 Types
typedef Superclass::CostFunctionAdaptorType	CostFunctionAdaptorType
typedef LBFGSBOptimizerHelperv4	InternalOptimizerType
Protected Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
typedef Superclass::CostFunctionAdaptorType	CostFunctionAdaptorType
typedef AutoPointer < InternalOptimizerType >	InternalOptimizerAutoPointer
Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
typedef SingleValuedVnlCostFunctionAdaptorv4	CostFunctionAdaptorType
Protected Types inherited from itk::LightObject
typedef int	InternalReferenceCountType

Protected Member Functions
	LBFGSBOptimizerv4 ()
virtual void	PrintSelf (std::ostream &os, Indent indent) const ITK_OVERRIDE
virtual	~LBFGSBOptimizerv4 ()
Protected Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
	LBFGSOptimizerBasev4 ()
virtual	~LBFGSOptimizerBasev4 ()
Protected Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
const CostFunctionAdaptorType *	GetCostFunctionAdaptor (void) const
CostFunctionAdaptorType *	GetCostFunctionAdaptor (void)
CostFunctionAdaptorType *	GetNonConstCostFunctionAdaptor (void) const
void	SetCostFunctionAdaptor (CostFunctionAdaptorType *adaptor)
	SingleValuedNonLinearVnlOptimizerv4 ()
virtual	~SingleValuedNonLinearVnlOptimizerv4 ()
Protected Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
	ObjectToObjectOptimizerBaseTemplate ()
virtual	~ObjectToObjectOptimizerBaseTemplate ()
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
	LBFGSBOptimizerv4 (const Self &)
void	operator= (const Self &)

Private Attributes
BoundSelectionType	m_BoundSelection
ParametersType	m_InitialPosition
BoundValueType	m_LowerBound
unsigned int	m_MaximumNumberOfCorrections
BoundValueType	m_UpperBound

Friends
class	LBFGSBOptimizerHelperv4

Additional Inherited Members
Protected Attributes inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
double	m_CostFunctionConvergenceFactor
double	m_GradientConvergenceTolerance
double	m_InfinityNormOfProjectedGradient
unsigned int	m_MaximumNumberOfFunctionEvaluations
unsigned int	m_MaximumNumberOfIterations
bool	m_OptimizerInitialized
std::ostringstream	m_StopConditionDescription
bool	m_Trace
InternalOptimizerAutoPointer	m_VnlOptimizer
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
InternalReferenceCountType	m_ReferenceCount
SimpleFastMutexLock	m_ReferenceCountLock

Member Typedef Documentation

typedef Array< long > itk::LBFGSBOptimizerv4::BoundSelectionType

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

Definition at line 98 of file itkLBFGSBOptimizerv4.h.

typedef Array< double > itk::LBFGSBOptimizerv4::BoundValueType

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

Definition at line 93 of file itkLBFGSBOptimizerv4.h.

typedef SmartPointer< const Self > itk::LBFGSBOptimizerv4::ConstPointer

Definition at line 71 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::CostFunctionAdaptorType itk::LBFGSBOptimizerv4::CostFunctionAdaptorType

protected

Definition at line 162 of file itkLBFGSBOptimizerv4.h.

typedef LBFGSBOptimizerHelperv4 itk::LBFGSBOptimizerv4::InternalOptimizerType

protected

Internal optimizer type.

Definition at line 165 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::MetricType itk::LBFGSBOptimizerv4::MetricType

Definition at line 73 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::ParametersType itk::LBFGSBOptimizerv4::ParametersType

Definition at line 74 of file itkLBFGSBOptimizerv4.h.

typedef SmartPointer< Self > itk::LBFGSBOptimizerv4::Pointer

Definition at line 70 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::ScalesType itk::LBFGSBOptimizerv4::ScalesType

Definition at line 75 of file itkLBFGSBOptimizerv4.h.

typedef LBFGSBOptimizerv4 itk::LBFGSBOptimizerv4::Self

Standard "Self" typedef.

Definition at line 68 of file itkLBFGSBOptimizerv4.h.

typedef LBFGSOptimizerBasev4<vnl_lbfgsb> itk::LBFGSBOptimizerv4::Superclass

Definition at line 69 of file itkLBFGSBOptimizerv4.h.

Member Enumeration Documentation

enum itk::LBFGSBOptimizerv4::BoundSelectionValues

Enumerator
UNBOUNDED
LOWERBOUNDED
BOTHBOUNDED
UPPERBOUNDED

Definition at line 83 of file itkLBFGSBOptimizerv4.h.

Constructor & Destructor Documentation

itk::LBFGSBOptimizerv4::LBFGSBOptimizerv4 ( )

protected

virtual itk::LBFGSBOptimizerv4::~LBFGSBOptimizerv4 ( )

protectedvirtual

itk::LBFGSBOptimizerv4::LBFGSBOptimizerv4 ( const Self &  )

private

Member Function Documentation

virtual::itk::LightObject::Pointer itk::LBFGSBOptimizerv4::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::LBFGSBOptimizerv4::GetBoundSelection ( ) const

virtual

virtual double itk::LBFGSBOptimizerv4::GetCostFunctionConvergenceFactor ( ) const

virtual

virtual const double& itk::LBFGSBOptimizerv4::GetInfinityNormOfProjectedGradient ( ) const

virtual

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

ParametersType& itk::LBFGSBOptimizerv4::GetInitialPosition ( void  )

inline

Get the position to initialize the optimization.

Definition at line 104 of file itkLBFGSBOptimizerv4.h.

References m_InitialPosition.

virtual const BoundValueType& itk::LBFGSBOptimizerv4::GetLowerBound ( ) const

virtual

virtual unsigned int itk::LBFGSBOptimizerv4::GetMaximumNumberOfCorrections ( ) const

virtual

virtual const char* itk::LBFGSBOptimizerv4::GetNameOfClass ( ) const

virtual

Run-time type information (and related methods).

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

virtual const BoundValueType& itk::LBFGSBOptimizerv4::GetUpperBound ( ) const

virtual

static Pointer itk::LBFGSBOptimizerv4::New ( )

static

Method for creation through the object factory.

void itk::LBFGSBOptimizerv4::operator= ( const Self &  )

private

virtual void itk::LBFGSBOptimizerv4::PrintSelf ( std::ostream &  os, Indent  indent  ) const

protectedvirtual

Print out internal state

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

void itk::LBFGSBOptimizerv4::SetBoundSelection

(

const BoundSelectionType &

select

)

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::LBFGSBOptimizerv4::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.

void itk::LBFGSBOptimizerv4::SetInitialPosition

(

const ParametersType &

param

)

Set the position to initialize the optimization.

void itk::LBFGSBOptimizerv4::SetLowerBound

(

const BoundValueType &

value

)

Set the lower bound value for each variable.

virtual void itk::LBFGSBOptimizerv4::SetMaximumNumberOfCorrections ( unsigned  int )

virtual

Set/Get the MaximumNumberOfCorrections. Default is 5

virtual void itk::LBFGSBOptimizerv4::SetMetric ( MetricType *  metric )

virtual

Plug in a Cost Function into the optimizer

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

virtual void itk::LBFGSBOptimizerv4::SetScales ( const ScalesType &  )

virtual

This optimizer does not support scaling of the derivatives.

void itk::LBFGSBOptimizerv4::SetUpperBound

(

const BoundValueType &

value

)

Set the upper bound value for each variable.

virtual void itk::LBFGSBOptimizerv4::StartOptimization ( bool  doOnlyInitialization = false )

virtual

Start optimization with an initial value.

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

Friends And Related Function Documentation

friend class LBFGSBOptimizerHelperv4

friend

Definition at line 167 of file itkLBFGSBOptimizerv4.h.

Member Data Documentation

BoundSelectionType itk::LBFGSBOptimizerv4::m_BoundSelection

private

Definition at line 178 of file itkLBFGSBOptimizerv4.h.

ParametersType itk::LBFGSBOptimizerv4::m_InitialPosition

private

Definition at line 175 of file itkLBFGSBOptimizerv4.h.

Referenced by GetInitialPosition().

BoundValueType itk::LBFGSBOptimizerv4::m_LowerBound

private

Definition at line 176 of file itkLBFGSBOptimizerv4.h.

unsigned int itk::LBFGSBOptimizerv4::m_MaximumNumberOfCorrections

private

Definition at line 173 of file itkLBFGSBOptimizerv4.h.

BoundValueType itk::LBFGSBOptimizerv4::m_UpperBound

private

Definition at line 177 of file itkLBFGSBOptimizerv4.h.

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

• itkLBFGSBOptimizerv4.h