itkLBFGSBOptimizer.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
 *
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 *  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.
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 *=========================================================================*/
#ifndef itkLBFGSBOptimizer_h
#define itkLBFGSBOptimizer_h

#include "itkIntTypes.h"
#include "itkSingleValuedNonLinearVnlOptimizer.h"
#include "ITKOptimizersExport.h"

namespace itk
{
/* Necessary forward declaration see below for definition */
class ITK_FORWARD_EXPORT LBFGSBOptimizerHelper;

class ITKOptimizers_EXPORT LBFGSBOptimizer:
  public SingleValuedNonLinearVnlOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_ASSIGN(LBFGSBOptimizer);

  using Self = LBFGSBOptimizer;
  using Superclass = SingleValuedNonLinearVnlOptimizer;
  using Pointer = SmartPointer< Self >;
  using ConstPointer = SmartPointer< const Self >;

  itkNewMacro(Self);

  itkTypeMacro(LBFGSBOptimizer, SingleValuedNonLinearVnlOptimizer);

  using BoundValueType = Array< double >;

  using BoundSelectionType = Array< long >;

  using InternalBoundValueType = vnl_vector< double >;

  using InternalBoundSelectionType = vnl_vector< long >;

  using InternalOptimizerType = LBFGSBOptimizerHelper;

  void StartOptimization() override;

  void SetCostFunction(SingleValuedCostFunction *costFunction) override;

  virtual void SetTrace(bool flag);

  itkGetMacro(Trace, bool);
  itkBooleanMacro(Trace);

  virtual void SetLowerBound(const BoundValueType & value);
  itkGetConstReferenceMacro(LowerBound,BoundValueType);

  virtual void SetUpperBound(const BoundValueType & value);
  itkGetConstReferenceMacro(UpperBound,BoundValueType);

  virtual void SetBoundSelection(const BoundSelectionType & select);
  itkGetConstReferenceMacro(BoundSelection,BoundSelectionType);

  virtual void SetCostFunctionConvergenceFactor(double);

  itkGetMacro(CostFunctionConvergenceFactor, double);

  virtual void SetProjectedGradientTolerance(double);

  itkGetMacro(ProjectedGradientTolerance, double);

  virtual void SetMaximumNumberOfIterations(unsigned int);

  itkGetMacro(MaximumNumberOfIterations, unsigned int);

  virtual void SetMaximumNumberOfEvaluations(unsigned int);

  itkGetMacro(MaximumNumberOfEvaluations, unsigned int);

  virtual void SetMaximumNumberOfCorrections(unsigned int);

  itkGetMacro(MaximumNumberOfCorrections, unsigned int);

  void SetScales(const ScalesType &)
  {
    itkExceptionMacro(<< "This optimizer does not support scales.");
  }

  itkGetConstReferenceMacro(CurrentIteration, unsigned int);

  MeasureType GetValue() const;

  itkGetConstReferenceMacro(InfinityNormOfProjectedGradient, double);

  const std::string GetStopConditionDescription() const override;

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

  using CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType;

private:
  // give the helper access to member variables, to update iteration
  // counts, etc.
  friend class LBFGSBOptimizerHelper;

  bool         m_Trace{false};
  bool         m_OptimizerInitialized{false};
  double       m_CostFunctionConvergenceFactor{1e+7};
  double       m_ProjectedGradientTolerance{1e-5};
  unsigned int m_MaximumNumberOfIterations{500};
  unsigned int m_MaximumNumberOfEvaluations{500};
  unsigned int m_MaximumNumberOfCorrections{5};
  unsigned int m_CurrentIteration{0};
  double       m_InfinityNormOfProjectedGradient{0.0};

  InternalOptimizerType * m_VnlOptimizer{nullptr};
  BoundValueType          m_LowerBound;
  BoundValueType          m_UpperBound;
  BoundSelectionType      m_BoundSelection;
};
} // end namespace itk

#endif