itkQuasiNewtonOptimizerv4.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 itkQuasiNewtonOptimizerv4_h
#define itkQuasiNewtonOptimizerv4_h

#include "itkArray2D.h"
#include "itkGradientDescentOptimizerv4.h"

#include "vnl/algo/vnl_matrix_inverse.h"
#include "vnl/algo/vnl_determinant.h"

namespace itk
{
template<typename TInternalComputationValueType>
class ITK_TEMPLATE_EXPORT QuasiNewtonOptimizerv4Template :
  public         GradientDescentOptimizerv4Template<TInternalComputationValueType>
{
public:
  ITK_DISALLOW_COPY_AND_ASSIGN(QuasiNewtonOptimizerv4Template);

  using Self = QuasiNewtonOptimizerv4Template;
  using Superclass = GradientDescentOptimizerv4Template<TInternalComputationValueType>;
  using Pointer = SmartPointer< Self >;
  using ConstPointer = SmartPointer< const Self >;

  itkNewMacro(Self);

  itkTypeMacro(QuasiNewtonOptimizerv4Template, Superclass);

  using InternalComputationValueType = TInternalComputationValueType;

  using ParametersType = typename Superclass::ParametersType;
  using MeasureType = typename Superclass::MeasureType;
  using DerivativeType = typename Superclass::DerivativeType;
  using IndexRangeType = typename Superclass::IndexRangeType;
  using StopConditionType = typename Superclass::StopConditionType;

  using HessianType = itk::Array2D<TInternalComputationValueType>;

  using HessianArrayType = std::vector<HessianType>;

  void StartOptimization( bool doOnlyInitialization = false ) override;

  itkSetMacro(MaximumIterationsWithoutProgress, SizeValueType);

  itkSetMacro(MaximumNewtonStepSizeInPhysicalUnits, TInternalComputationValueType);

  itkGetConstReferenceMacro( NewtonStep, DerivativeType );

  virtual void EstimateNewtonStepOverSubRange( const IndexRangeType& subrange );

protected:

  SizeValueType m_MaximumIterationsWithoutProgress{30};

  ParametersType m_CurrentPosition;
  ParametersType m_OptimalStep;

  MeasureType    m_PreviousValue;
  ParametersType m_PreviousPosition;

  MeasureType    m_BestValue;
  ParametersType m_BestPosition;
  SizeValueType  m_BestIteration{0};

  DerivativeType m_NewtonStep;

  std::string m_NewtonStepWarning;

  TInternalComputationValueType m_MaximumNewtonStepSizeInPhysicalUnits;

  HessianArrayType m_HessianArray;

  std::vector<bool> m_NewtonStepValidFlags;

  virtual void EstimateNewtonStep();

  virtual bool ComputeHessianAndStepWithBFGS(IndexValueType location);

  virtual void ResetNewtonStep(IndexValueType location);

  void CombineGradientNewtonStep();

  void ModifyCombinedNewtonStep();

  void AdvanceOneStep() override;

  QuasiNewtonOptimizerv4Template();
  ~QuasiNewtonOptimizerv4Template() override = default;

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

private:
  typename DomainThreader<ThreadedIndexedContainerPartitioner, Self>::Pointer m_EstimateNewtonStepThreader;
};

using QuasiNewtonOptimizerv4 = QuasiNewtonOptimizerv4Template<double>;

} // end namespace itk

#ifndef ITK_MANUAL_INSTANTIATION
#include "itkQuasiNewtonOptimizerv4.hxx"
#endif

#endif