itkQuasiNewtonOptimizerv4.h

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/*=========================================================================
 *
 *  Copyright NumFOCUS
 *
 *  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 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_MOVE(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 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 loc);
 
  virtual void
  ResetNewtonStep(IndexValueType loc);
 
  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