[Insight-users] Why itk::LBFGSBOptimizer and itk::LBFGSOptimizer are classed as single-variant optimisers?

[Stefan Klein]

Hi,

The itk/vxl::LBFGS(B)Optimizer implementation IS multivariate. The 
'multivariate' label refers to the number of variables (input arguments of 
the cost function) over which is optimised.

the optimisaton problem is:

min_x f(x)

On the site http://www.alglib.net/optimization/  a multivariate 
optimisation method means that dim(x) >1 is allowed.

The LBFGSOptimizer is not suitable for MultipleValuedCostFucnction, as far 
as I know, only for SingleValuedCostFunctions.

singlevalued means: dim(f) = 1
multiplevalued means: dim(f) > 1

The vnl_cost_function indeed inherits from the vnl_unary_function, but the 
vnl_unary_function is templated over a vector of doubles, which contains 
the input argument x:

class vnl_cost_function : public vnl_unary_function<double, 
vnl_vector<double> >

with kind regards,
stefan


At 08:35 7-11-2007, Luis Ibanez wrote:


>Hi Ali,
>
>
>1) It is not a "problem", it is an "implementation feature".   :-)
>
>
>
>2) It is not in ITK, it is in VXL,
>
>    Please look at the implementation in the file:
>
>         Insight/Utilities/vxl/core/vnl/vnl_lbfgs.h
>
>    Where the optimizer takes as input a vnl_cost_function
>    object, that derives from the vnl_unary_function class.
>
>
>
>3) It will be great to have multi-variate implementations
>    of these optimizers. If you are motivated to write one,
>    it will make a great contribution to the Insight Journal.
>
>
>
>     Regards,
>
>
>        Luis
>
>
>
>-------------
>Ali - wrote:
>>Hi,
>>The VNL wrappers itk::LBFGSBOptimizer and itk::LBFGSOptimizer are 
>>classified as single-variant optimiser, while being based on the 
>>quasi-Newton method, they are multi-variant optimisers by nature -- see 
>>http://www.alglib.net/optimization/ . Is this the ITK wrapper problem or 
>>a VNL issue?
>>_______________________________________________
>>Insight-users mailing list
>>Insight-users at itk.org
>>http://www.itk.org/mailman/listinfo/insight-users
>_______________________________________________
>Insight-users mailing list
>Insight-users at itk.org
>http://www.itk.org/mailman/listinfo/insight-users

-------------- next part --------------
An HTML attachment was scrubbed...
URL: http://public.kitware.com/pipermail/insight-users/attachments/20071107/8bbeb23f/attachment.html