itkLBFGS2Optimizerv4.h

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/*=========================================================================
 *
 *  Copyright Insight Software Consortium
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *         http://www.apache.org/licenses/LICENSE-2.0.txt
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 *
 *=========================================================================*/
#ifndef itkLBFGS2Optimizerv4_h
#define itkLBFGS2Optimizerv4_h


#include "itkObjectToObjectOptimizerBase.h"
#include "ITKOptimizersv4Export.h"
#include <memory>


namespace itk
{
class ITKOptimizersv4_EXPORT LBFGS2Optimizerv4:
    public ObjectToObjectOptimizerBaseTemplate<double>{

public:
  ITK_DISALLOW_COPY_AND_ASSIGN(LBFGS2Optimizerv4);

  enum LineSearchMethod{
    LINESEARCH_DEFAULT = 0,

    LINESEARCH_MORETHUENTE = 0,

    LINESEARCH_BACKTRACKING_ARMIJO = 1,

    LINESEARCH_BACKTRACKING = 2,

    LINESEARCH_BACKTRACKING_WOLFE = 2,

    LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3,
  };


  using PrecisionType = double;


  using Self = LBFGS2Optimizerv4;
  using Superclass = ObjectToObjectOptimizerBaseTemplate<double>;
  using Pointer = SmartPointer< Self >;
  using ConstPointer = SmartPointer< const Self >;

  using MetricType = Superclass::MetricType;
  using ParametersType = Superclass::ParametersType;
  using ScalesType = Superclass::ScalesType;

  itkNewMacro(Self);

  itkTypeMacro(LBFGS2Optimizerv4, Superclass);

  void StartOptimization(bool doOnlyInitialization = false) override;

  const StopConditionReturnStringType GetStopConditionDescription() const override;

  void SetScales(const ScalesType &) override;

  void SetWeights(const ScalesType ) override;

  void SetHessianApproximationAccuracy(int m);
  int GetHessianApproximationAccuracy() const;

  void SetSolutionAccuracy(PrecisionType epsilon);
  PrecisionType GetSolutionAccuracy() const;

  void SetDeltaConvergenceDistance(int nPast);
  int GetDeltaConvergenceDistance() const;

  void SetDeltaConvergenceTolerance(PrecisionType tol);
  PrecisionType GetDeltaConvergenceTolerance() const;


  void SetMaximumIterations(int maxIterations);
  int GetMaximumIterations() const;

  SizeValueType GetNumberOfIterations() const  override { return GetMaximumIterations(); }
  void SetNumberOfIterations( const SizeValueType _arg ) override { SetMaximumIterations(static_cast<int>(_arg)); }

  void SetLineSearch(const LineSearchMethod &linesearch);
  LineSearchMethod GetLineSearch() const;

  void SetMaximumLineSearchEvaluations(int n);
  int GetMaximumLineSearchEvaluations() const;

  void SetMinimumLineSearchStep(PrecisionType step);
  PrecisionType GetMinimumLineSearchStep() const;

  void SetMaximumLineSearchStep(PrecisionType step);
  PrecisionType GetMaximumLineSearchStep() const;

  void SetLineSearchAccuracy( PrecisionType ftol );
  PrecisionType GetLineSearchAccuracy() const;


  void SetWolfeCoefficient( PrecisionType wc );
  PrecisionType GetWolfeCoefficient() const;


  void SetLineSearchGradientAccuracy( PrecisionType gtol );
  PrecisionType GetLineSearchGradientAccuracy() const;

  void SetMachinePrecisionTolerance(PrecisionType xtol);
  PrecisionType GetMachinePrecisionTolerance() const;

  void SetOrthantwiseCoefficient( PrecisionType orthant_c);
  PrecisionType GetOrthantwiseCoefficient() const;

  void SetOrthantwiseStart(int start);
  int GetOrthantwiseStart() const;

  void SetOrthantwiseEnd(int end);
  int GetOrthantwiseEnd() const;

  itkGetConstMacro(CurrentParameterNorm, PrecisionType);

  itkGetConstMacro(CurrentGradientNorm, PrecisionType);
   //itkGetConstMacro(CurrentParameter, double* );
   //itkGetConstMacro(CurrentGradient, double* );

  itkGetConstMacro(CurrentStepSize, PrecisionType);

  itkGetConstMacro(CurrentNumberOfEvaluations, PrecisionType);

protected:
  LBFGS2Optimizerv4();
  ~LBFGS2Optimizerv4() override;
  void PrintSelf(std::ostream & os, Indent indent) const override;


  static int UpdateProgressCallback( void *Instance,
             const PrecisionType *x,
             const PrecisionType *g,
             const PrecisionType fx,
             const PrecisionType xnorm,
             const PrecisionType gnorm,
             const PrecisionType step,
             int n,
             int k,
             int ls
           );

  int UpdateProgress( const PrecisionType *x,
                      const PrecisionType *g,
                      const PrecisionType fx,
                      const PrecisionType xnorm,
                      const PrecisionType gnorm,
                      const PrecisionType step,
                      int n,
                      int k,
                      int ls
                    );

  static PrecisionType EvaluateCostCallback( void *instance,
                                               const PrecisionType *x,
                                               PrecisionType *g,
                                               const int n,
                                               const PrecisionType step
                                             );

  PrecisionType EvaluateCost( const PrecisionType *x,
                                PrecisionType *g,
                                const int n,
                                const PrecisionType step
                              );

private:
  // Private Implementation (Pimpl), to hide liblbfgs data structures
  class PrivateImplementationHolder;

  std::unique_ptr<PrivateImplementationHolder> m_Pimpl;

  const double *m_CurrentGradient;
  const double *m_CurrentParameter;

  double m_CurrentStepSize;
  double m_CurrentParameterNorm;
  double m_CurrentGradientNorm;
  int    m_CurrentNumberOfEvaluations;

  int m_StatusCode;
};

} // end namespace itk
#endif