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.

Examples:

Examples/RegistrationITKv3/DeformableRegistration12.cxx, Examples/RegistrationITKv3/DeformableRegistration7.cxx, and Examples/RegistrationITKv3/DeformableRegistration8.cxx.

Definition at line 63 of file itkLBFGSBOptimizer.h.

Public Types
using	BoundSelectionType = Array< long >
using	BoundValueType = Array< double >
using	ConstPointer = SmartPointer< const Self >
using	InternalBoundSelectionType = vnl_vector< long >
using	InternalBoundValueType = vnl_vector< double >
using	InternalOptimizerType = LBFGSBOptimizerHelper
using	Pointer = SmartPointer< Self >
using	Self = LBFGSBOptimizer
using	Superclass = SingleValuedNonLinearVnlOptimizer
Public Types inherited from itk::SingleValuedNonLinearVnlOptimizer
using	CommandType = ReceptorMemberCommand< Self >
using	ConstPointer = SmartPointer< const Self >
using	Pointer = SmartPointer< Self >
using	Self = SingleValuedNonLinearVnlOptimizer
using	Superclass = SingleValuedNonLinearOptimizer
Public Types inherited from itk::SingleValuedNonLinearOptimizer
using	ConstPointer = SmartPointer< const Self >
using	CostFunctionPointer = CostFunctionType::Pointer
using	CostFunctionType = SingleValuedCostFunction
using	DerivativeType = CostFunctionType::DerivativeType
using	MeasureType = CostFunctionType::MeasureType
using	ParametersType = Superclass::ParametersType
using	Pointer = SmartPointer< Self >
using	Self = SingleValuedNonLinearOptimizer
using	Superclass = NonLinearOptimizer
Public Types inherited from itk::NonLinearOptimizer
using	ConstPointer = SmartPointer< const Self >
using	ParametersType = Superclass::ParametersType
using	Pointer = SmartPointer< Self >
using	ScalesType = Superclass::ScalesType
using	Self = NonLinearOptimizer
using	Superclass = Optimizer
Public Types inherited from itk::Optimizer
using	ConstPointer = SmartPointer< const Self >
using	ParametersType = OptimizerParameters< double >
using	Pointer = SmartPointer< Self >
using	ScalesType = Array< double >
using	Self = Optimizer
using	Superclass = Object
Public Types inherited from itk::Object
using	ConstPointer = SmartPointer< const Self >
using	Pointer = SmartPointer< Self >
using	Self = Object
using	Superclass = LightObject
Public Types inherited from itk::LightObject
using	ConstPointer = SmartPointer< const Self >
using	Pointer = SmartPointer< Self >
using	Self = LightObject

Public Member Functions
virtual ::itk::LightObject::Pointer	CreateAnother () const
virtual double	GetCostFunctionConvergenceFactor ()
virtual const unsigned int &	GetCurrentIteration () const
virtual const double &	GetInfinityNormOfProjectedGradient () const
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 override
virtual bool	GetTrace ()
MeasureType	GetValue () const
void	SetCostFunction (SingleValuedCostFunction *costFunction) override
virtual void	SetCostFunctionConvergenceFactor (double)
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)
void	StartOptimization () override
virtual void	TraceOff ()
virtual void	TraceOn ()
virtual void	SetLowerBound (const BoundValueType &value)
virtual const BoundValueType &	GetLowerBound () const
virtual void	SetUpperBound (const BoundValueType &value)
virtual const BoundValueType &	GetUpperBound () const
virtual void	SetBoundSelection (const BoundSelectionType &select)
virtual const BoundSelectionType &	GetBoundSelection () const
Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizer
virtual const bool &	GetMaximize () const
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 () const
virtual const DerivativeType &	GetCachedDerivative () const
virtual const ParametersType &	GetCachedCurrentPosition () const
Public Member Functions inherited from itk::SingleValuedNonLinearOptimizer
virtual ::itk::LightObject::Pointer	CreateAnother () const
virtual const CostFunctionType *	GetCostFunction () const
virtual CostFunctionType *	GetModifiableCostFunction ()
MeasureType	GetValue (const ParametersType &parameters) const
virtual void	SetCostFunction (CostFunctionType *costFunction)
Public Member Functions inherited from itk::Optimizer
virtual const ParametersType &	GetCurrentPosition () const
virtual const ParametersType &	GetInitialPosition () const
virtual void	SetInitialPosition (const ParametersType &param)
void	SetScales (const ScalesType &scales)
virtual const ScalesType &	GetScales () const
virtual const ScalesType &	GetInverseScales () const
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
void	Register () const override
void	RemoveAllObservers ()
void	RemoveObserver (unsigned long tag)
void	SetDebug (bool debugFlag) const
void	SetReferenceCount (int) override
void	UnRegister () const noexceptoverride
void	SetMetaDataDictionary (const MetaDataDictionary &rhs)
void	SetMetaDataDictionary (MetaDataDictionary &&rrhs)
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::SingleValuedNonLinearOptimizer
static Pointer	New ()
Static Public Member Functions inherited from itk::NonLinearOptimizer
static Pointer	New ()
Static Public Member Functions inherited from itk::Optimizer
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
using	CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType
Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizer
using	CostFunctionAdaptorType = SingleValuedVnlCostFunctionAdaptor

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

Private Attributes
BoundSelectionType	m_BoundSelection
double	m_CostFunctionConvergenceFactor {1e+7}
unsigned int	m_CurrentIteration {0}
double	m_InfinityNormOfProjectedGradient {0.0}
BoundValueType	m_LowerBound
unsigned int	m_MaximumNumberOfCorrections {5}
unsigned int	m_MaximumNumberOfEvaluations {500}
unsigned int	m_MaximumNumberOfIterations {500}
bool	m_OptimizerInitialized {false}
double	m_ProjectedGradientTolerance {1e-5}
bool	m_Trace {false}
BoundValueType	m_UpperBound
InternalOptimizerType *	m_VnlOptimizer {nullptr}

Friends
class	LBFGSBOptimizerHelper

Additional Inherited Members
Protected Attributes inherited from itk::SingleValuedNonLinearOptimizer
CostFunctionPointer	m_CostFunction
Protected Attributes inherited from itk::Optimizer
ParametersType	m_CurrentPosition
bool	m_ScalesInitialized { false }
Protected Attributes inherited from itk::LightObject
std::atomic< int >	m_ReferenceCount

Member Typedef Documentation

using itk::LBFGSBOptimizer::BoundSelectionType = Array< long >

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

Definition at line 89 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::BoundValueType = Array< double >

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

Definition at line 84 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::ConstPointer = SmartPointer< const Self >

Definition at line 73 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType

protected

Definition at line 191 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::InternalBoundSelectionType = vnl_vector< long >

Internal boundary selection storage type

Definition at line 95 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::InternalBoundValueType = vnl_vector< double >

Internal boundary value storage type

Definition at line 92 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::InternalOptimizerType = LBFGSBOptimizerHelper

The vnl optimizer

Definition at line 98 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::Pointer = SmartPointer< Self >

Definition at line 72 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::Self = LBFGSBOptimizer

Standard "Self" type alias.

Definition at line 70 of file itkLBFGSBOptimizer.h.

using itk::LBFGSBOptimizer::Superclass = SingleValuedNonLinearVnlOptimizer

Definition at line 71 of file itkLBFGSBOptimizer.h.

Constructor & Destructor Documentation

itk::LBFGSBOptimizer::LBFGSBOptimizer ( )

protected

itk::LBFGSBOptimizer::~LBFGSBOptimizer ( )

overrideprotected

Member Function Documentation

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

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 double itk::LBFGSBOptimizer::GetCostFunctionConvergenceFactor ( )

virtual

virtual const unsigned int& itk::LBFGSBOptimizer::GetCurrentIteration ( ) const

virtual

Get the current iteration number.

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

virtual

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

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

virtual

Set the lower bound value for each variable.

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

overridevirtual

Get the reason for termination

Reimplemented from itk::Optimizer.

virtual bool itk::LBFGSBOptimizer::GetTrace ( )

virtual

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

virtual

Set the upper bound value for each variable.

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::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::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

void itk::LBFGSBOptimizer::SetCostFunction ( SingleValuedCostFunction *  costFunction )

overridevirtual

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 168 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 ( )

overridevirtual

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 196 of file itkLBFGSBOptimizer.h.

Member Data Documentation

BoundSelectionType itk::LBFGSBOptimizer::m_BoundSelection

private

Definition at line 211 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_CostFunctionConvergenceFactor {1e+7}

private

Definition at line 200 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_CurrentIteration {0}

private

Definition at line 205 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_InfinityNormOfProjectedGradient {0.0}

private

Definition at line 206 of file itkLBFGSBOptimizer.h.

BoundValueType itk::LBFGSBOptimizer::m_LowerBound

private

Definition at line 209 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfCorrections {5}

private

Definition at line 204 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfEvaluations {500}

private

Definition at line 203 of file itkLBFGSBOptimizer.h.

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfIterations {500}

private

Definition at line 202 of file itkLBFGSBOptimizer.h.

bool itk::LBFGSBOptimizer::m_OptimizerInitialized {false}

private

Definition at line 199 of file itkLBFGSBOptimizer.h.

double itk::LBFGSBOptimizer::m_ProjectedGradientTolerance {1e-5}

private

Definition at line 201 of file itkLBFGSBOptimizer.h.

bool itk::LBFGSBOptimizer::m_Trace {false}

private

Definition at line 198 of file itkLBFGSBOptimizer.h.

BoundValueType itk::LBFGSBOptimizer::m_UpperBound

private

Definition at line 210 of file itkLBFGSBOptimizer.h.

InternalOptimizerType* itk::LBFGSBOptimizer::m_VnlOptimizer {nullptr}

private

Definition at line 208 of file itkLBFGSBOptimizer.h.

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

• itkLBFGSBOptimizer.h