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itk::LBFGSBOptimizerv4 Class Reference
Numerics | Module ITKOptimizersv4

#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:
Examples/RegistrationITKv4/DeformableRegistration12.cxx, Examples/RegistrationITKv4/DeformableRegistration7.cxx, and Examples/RegistrationITKv4/DeformableRegistration8.cxx.

Definition at line 64 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 () 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) override
 
virtual void SetScales (const ScalesType &) override
 
void SetUpperBound (const BoundValueType &value)
 
virtual void StartOptimization (bool doOnlyInitialization=false) override
 
- Public Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
virtual double GetGradientConvergenceTolerance () const
 
virtual unsigned int GetMaximumNumberOfFunctionEvaluations () const
 
InternalOptimizerType * GetOptimizer ()
 
virtual const
StopConditionReturnStringType 		GetStopConditionDescription () const 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 () 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 ()
 
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 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 Member Functions

 LBFGSBOptimizerv4 ()
 
virtual void PrintSelf (std::ostream &os, Indent indent) const 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 () const
 
CostFunctionAdaptorType * GetCostFunctionAdaptor ()
 
CostFunctionAdaptorType * GetNonConstCostFunctionAdaptor () 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 &) ITK_DELETE_FUNCTION
 
void operator= (const Self &) ITK_DELETE_FUNCTION
 

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
 
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
AtomicInt< int > m_ReferenceCount
 

Member Typedef Documentation

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

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

Definition at line 99 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 94 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 72 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 163 of file itkLBFGSBOptimizerv4.h.

typedef LBFGSBOptimizerHelperv4 itk::LBFGSBOptimizerv4::InternalOptimizerType
protected

Internal optimizer type.

Definition at line 166 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 74 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 75 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 71 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 76 of file itkLBFGSBOptimizerv4.h.

typedef LBFGSBOptimizerv4 itk::LBFGSBOptimizerv4::Self

Standard "Self" typedef.

Definition at line 69 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 70 of file itkLBFGSBOptimizerv4.h.

Member Enumeration Documentation

enum itk::LBFGSBOptimizerv4::BoundSelectionValues
Enumerator
UNBOUNDED 
LOWERBOUNDED 
BOTHBOUNDED 
UPPERBOUNDED 

Definition at line 84 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 ( ) 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 105 of file itkLBFGSBOptimizerv4.h.

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
overrideprotectedvirtual

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)
overridevirtual

Plug in a Cost Function into the optimizer

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

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

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)
overridevirtual

Start optimization with an initial value.

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

Friends And Related Function Documentation

friend class LBFGSBOptimizerHelperv4
friend

Definition at line 168 of file itkLBFGSBOptimizerv4.h.

Member Data Documentation

BoundSelectionType itk::LBFGSBOptimizerv4::m_BoundSelection
private

Definition at line 179 of file itkLBFGSBOptimizerv4.h.

ParametersType itk::LBFGSBOptimizerv4::m_InitialPosition
private

Definition at line 176 of file itkLBFGSBOptimizerv4.h.

BoundValueType itk::LBFGSBOptimizerv4::m_LowerBound
private

Definition at line 177 of file itkLBFGSBOptimizerv4.h.

unsigned int itk::LBFGSBOptimizerv4::m_MaximumNumberOfCorrections
private

Definition at line 174 of file itkLBFGSBOptimizerv4.h.

BoundValueType itk::LBFGSBOptimizerv4::m_UpperBound
private

Definition at line 178 of file itkLBFGSBOptimizerv4.h.

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