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itk::LBFGSBOptimizer Class Reference
Numerics | Numerics | Data Processing Objects » Filters » Registration Filters » Components of Registration Methods » Optimizers | Group Numerics » Module ITKOptimizers

#include <itkLBFGSBOptimizer.h>

Detailed Description

Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds.

This class is a wrapper for converted Fortran code for performing limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. The algorithm minimizes a nonlinear function f(x) of n variables subject to simple bound constraints of l <= x <= u.

See also the documentation in Numerics/lbfgsb.c

References:

[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.

[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.

Definition at line 64 of file itkLBFGSBOptimizer.h.

+ Inheritance diagram for itk::LBFGSBOptimizer:
+ Collaboration diagram for itk::LBFGSBOptimizer:

Public Types

using BoundSelectionType = Array< long >
 
using BoundValueType = Array< double >
 
using ConstPointer = SmartPointer< const Self >
 
using InternalBoundSelectionType = vnl_vector< long >
 
using InternalBoundValueType = vnl_vector< double >
 
using InternalOptimizerType = LBFGSBOptimizerHelper
 
using Pointer = SmartPointer< Self >
 
using Self = LBFGSBOptimizer
 
using Superclass = SingleValuedNonLinearVnlOptimizer
 
- Public Types inherited from itk::SingleValuedNonLinearVnlOptimizer
using CommandType = ReceptorMemberCommand< Self >
 
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = SingleValuedNonLinearVnlOptimizer
 
using Superclass = SingleValuedNonLinearOptimizer
 
- Public Types inherited from itk::SingleValuedNonLinearOptimizer
using ConstPointer = SmartPointer< const Self >
 
using CostFunctionPointer = CostFunctionType::Pointer
 
using CostFunctionType = SingleValuedCostFunction
 
using DerivativeType = CostFunctionType::DerivativeType
 
using MeasureType = CostFunctionType::MeasureType
 
using ParametersType = Superclass::ParametersType
 
using Pointer = SmartPointer< Self >
 
using Self = SingleValuedNonLinearOptimizer
 
using Superclass = NonLinearOptimizer
 
- Public Types inherited from itk::NonLinearOptimizer
using ConstPointer = SmartPointer< const Self >
 
using ParametersType = Superclass::ParametersType
 
using Pointer = SmartPointer< Self >
 
using ScalesType = Superclass::ScalesType
 
using Self = NonLinearOptimizer
 
using Superclass = Optimizer
 
- Public Types inherited from itk::Optimizer
using ConstPointer = SmartPointer< const Self >
 
using ParametersType = OptimizerParameters< double >
 
using Pointer = SmartPointer< Self >
 
using ScalesType = Array< double >
 
using Self = Optimizer
 
using Superclass = Object
 
- Public Types inherited from itk::Object
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = Object
 
using Superclass = LightObject
 
- Public Types inherited from itk::LightObject
using ConstPointer = SmartPointer< const Self >
 
using Pointer = SmartPointer< Self >
 
using Self = LightObject
 

Public Member Functions

bool CanUseScales () const override
 
virtual double GetCostFunctionConvergenceFactor ()
 
virtual const unsigned int & GetCurrentIteration () const
 
virtual const double & GetInfinityNormOfProjectedGradient () const
 
virtual unsigned int GetMaximumNumberOfCorrections ()
 
virtual unsigned int GetMaximumNumberOfEvaluations ()
 
virtual unsigned int GetMaximumNumberOfIterations ()
 
const char * GetNameOfClass () const override
 
virtual double GetProjectedGradientTolerance ()
 
std::string GetStopConditionDescription () const override
 
virtual bool GetTrace ()
 
MeasureType GetValue () const
 
void SetCostFunction (SingleValuedCostFunction *costFunction) override
 
virtual void SetCostFunctionConvergenceFactor (double)
 
virtual void SetMaximumNumberOfCorrections (unsigned int)
 
virtual void SetMaximumNumberOfEvaluations (unsigned int)
 
virtual void SetMaximumNumberOfIterations (unsigned int)
 
virtual void SetProjectedGradientTolerance (double)
 
void SetScales (const ScalesType &)
 
virtual void SetTrace (bool flag)
 
void StartOptimization () override
 
virtual void TraceOn ()
 
virtual void SetLowerBound (const BoundValueType &value)
 
virtual const BoundValueType & GetLowerBound () const
 
virtual void SetUpperBound (const BoundValueType &value)
 
virtual const BoundValueType & GetUpperBound () const
 
virtual void SetBoundSelection (const BoundSelectionType &value)
 
virtual const BoundSelectionType & GetBoundSelection () const
 
- Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizer
virtual bool CanUseScales () const
 
const char * GetNameOfClass () const override
 
void SetCostFunction (SingleValuedCostFunction *costFunction) override=0
 
virtual const bool & GetMaximize () const
 
virtual void SetMaximize (bool _arg)
 
virtual void MaximizeOn ()
 
bool GetMinimize () const
 
void SetMinimize (bool v)
 
void MinimizeOn ()
 
void MinimizeOff ()
 
virtual const MeasureType & GetCachedValue () const
 
virtual const DerivativeType & GetCachedDerivative () const
 
virtual const ParametersType & GetCachedCurrentPosition () const
 
- Public Member Functions inherited from itk::SingleValuedNonLinearOptimizer
virtual CostFunctionType * GetModifiableCostFunction ()
 
const char * GetNameOfClass () const override
 
MeasureType GetValue (const ParametersType &parameters) const
 
virtual void SetCostFunction (CostFunctionType *costFunction)
 
const char * GetNameOfClass () const override
 
- Public Member Functions inherited from itk::Optimizer
virtual const ParametersType & GetCurrentPosition () const
 
virtual const ParametersType & GetInitialPosition () const
 
const char * GetNameOfClass () const override
 
virtual std::string GetStopConditionDescription () const
 
virtual void SetInitialPosition (const ParametersType &param)
 
void SetScales (const ScalesType &scales)
 
virtual void StartOptimization ()
 
virtual const ScalesType & GetScales () const
 
virtual const ScalesType & GetInverseScales () const
 
- Public Member Functions inherited from itk::Object
unsigned long AddObserver (const EventObject &event, Command *cmd) const
 
unsigned long AddObserver (const EventObject &event, std::function< void(const EventObject &)> function) const
 
LightObject::Pointer CreateAnother () const override
 
virtual void DebugOff () const
 
virtual void DebugOn () const
 
Command * GetCommand (unsigned long tag)
 
bool GetDebug () const
 
MetaDataDictionary & GetMetaDataDictionary ()
 
const MetaDataDictionary & GetMetaDataDictionary () const
 
virtual ModifiedTimeType GetMTime () const
 
const char * GetNameOfClass () const override
 
virtual const TimeStamp & GetTimeStamp () const
 
bool HasObserver (const EventObject &event) const
 
void InvokeEvent (const EventObject &)
 
void InvokeEvent (const EventObject &) const
 
virtual void Modified () const
 
void Register () const override
 
void RemoveAllObservers ()
 
void RemoveObserver (unsigned long tag) const
 
void SetDebug (bool debugFlag) const
 
void SetReferenceCount (int) override
 
void UnRegister () const noexcept override
 
void SetMetaDataDictionary (const MetaDataDictionary &rhs)
 
void SetMetaDataDictionary (MetaDataDictionary &&rrhs)
 
virtual void SetObjectName (std::string _arg)
 
virtual const std::string & GetObjectName () const
 
- Public Member Functions inherited from itk::LightObject
Pointer Clone () const
 
virtual Pointer CreateAnother () const
 
virtual void Delete ()
 
virtual const char * GetNameOfClass () const
 
virtual int GetReferenceCount () const
 
void Print (std::ostream &os, Indent indent=0) const
 
virtual void Register () const
 
virtual void SetReferenceCount (int)
 
virtual void UnRegister () const noexcept
 

Static Public Member Functions

static Pointer New ()
 
- Static Public Member Functions inherited from itk::SingleValuedNonLinearOptimizer
static Pointer New ()
 
- Static Public Member Functions inherited from itk::NonLinearOptimizer
static Pointer New ()
 
- Static Public Member Functions inherited from itk::Optimizer
static Pointer New ()
 
- Static Public Member Functions inherited from itk::Object
static bool GetGlobalWarningDisplay ()
 
static void GlobalWarningDisplayOff ()
 
static void GlobalWarningDisplayOn ()
 
static Pointer New ()
 
static void SetGlobalWarningDisplay (bool val)
 
- Static Public Member Functions inherited from itk::LightObject
static void BreakOnError ()
 
static Pointer New ()
 

Protected Types

using CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType
 
- Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizer
using CostFunctionAdaptorType = SingleValuedVnlCostFunctionAdaptor
 

Protected Member Functions

 LBFGSBOptimizer ()
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
 ~LBFGSBOptimizer () override
 
- Protected Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizer
CostFunctionAdaptorType * GetCostFunctionAdaptor ()
 
const CostFunctionAdaptorType * GetCostFunctionAdaptor () const
 
CostFunctionAdaptorType * GetNonConstCostFunctionAdaptor () const
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
void SetCostFunctionAdaptor (CostFunctionAdaptorType *adaptor)
 
 SingleValuedNonLinearVnlOptimizer ()
 
 ~SingleValuedNonLinearVnlOptimizer () override
 
- Protected Member Functions inherited from itk::SingleValuedNonLinearOptimizer
void PrintSelf (std::ostream &os, Indent indent) const override
 
 SingleValuedNonLinearOptimizer ()
 
 ~SingleValuedNonLinearOptimizer () override=default
 
- Protected Member Functions inherited from itk::NonLinearOptimizer
 NonLinearOptimizer ()=default
 
 ~NonLinearOptimizer () override
 
- Protected Member Functions inherited from itk::Optimizer
 Optimizer ()
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
virtual void SetCurrentPosition (const ParametersType &param)
 
 ~Optimizer () override=default
 
- Protected Member Functions inherited from itk::Object
 Object ()
 
bool PrintObservers (std::ostream &os, Indent indent) const
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
virtual void SetTimeStamp (const TimeStamp &timeStamp)
 
 ~Object () override
 
- Protected Member Functions inherited from itk::LightObject
virtual LightObject::Pointer InternalClone () const
 
 LightObject ()
 
virtual void PrintHeader (std::ostream &os, Indent indent) const
 
virtual void PrintSelf (std::ostream &os, Indent indent) const
 
virtual void PrintTrailer (std::ostream &os, Indent indent) const
 
virtual ~LightObject ()
 

Private Attributes

BoundSelectionType m_BoundSelection {}
 
double m_CostFunctionConvergenceFactor { 1e+7 }
 
unsigned int m_CurrentIteration { 0 }
 
double m_InfinityNormOfProjectedGradient { 0.0 }
 
BoundValueType m_LowerBound {}
 
unsigned int m_MaximumNumberOfCorrections { 5 }
 
unsigned int m_MaximumNumberOfEvaluations { 500 }
 
unsigned int m_MaximumNumberOfIterations { 500 }
 
bool m_OptimizerInitialized { false }
 
double m_ProjectedGradientTolerance { 1e-5 }
 
bool m_Trace { false }
 
BoundValueType m_UpperBound {}
 
std::unique_ptr< InternalOptimizerType > m_VnlOptimizer
 

Friends

class LBFGSBOptimizerHelper
 

Additional Inherited Members

- Protected Attributes inherited from itk::SingleValuedNonLinearOptimizer
CostFunctionPointer m_CostFunction {}
 
- Protected Attributes inherited from itk::Optimizer
ParametersType m_CurrentPosition {}
 
bool m_ScalesInitialized { false }
 
- Protected Attributes inherited from itk::LightObject
std::atomic< int > m_ReferenceCount {}
 

Member Typedef Documentation

◆ BoundSelectionType

using itk::LBFGSBOptimizer::BoundSelectionType = Array<long>

BoundSelection type Use for defining the boundary condition for each variables.

Definition at line 89 of file itkLBFGSBOptimizer.h.

◆ BoundValueType

using itk::LBFGSBOptimizer::BoundValueType = Array<double>

BoundValue type. Use for defining the lower and upper bounds on the variables.

Definition at line 84 of file itkLBFGSBOptimizer.h.

◆ ConstPointer

using itk::LBFGSBOptimizer::ConstPointer = SmartPointer<const Self>

Definition at line 73 of file itkLBFGSBOptimizer.h.

◆ CostFunctionAdaptorType

using itk::LBFGSBOptimizer::CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType
protected

Definition at line 213 of file itkLBFGSBOptimizer.h.

◆ InternalBoundSelectionType

using itk::LBFGSBOptimizer::InternalBoundSelectionType = vnl_vector<long>

Internal boundary selection storage type

Definition at line 95 of file itkLBFGSBOptimizer.h.

◆ InternalBoundValueType

using itk::LBFGSBOptimizer::InternalBoundValueType = vnl_vector<double>

Internal boundary value storage type

Definition at line 92 of file itkLBFGSBOptimizer.h.

◆ InternalOptimizerType

using itk::LBFGSBOptimizer::InternalOptimizerType = LBFGSBOptimizerHelper

The vnl optimizer

Definition at line 98 of file itkLBFGSBOptimizer.h.

◆ Pointer

using itk::LBFGSBOptimizer::Pointer = SmartPointer<Self>

Definition at line 72 of file itkLBFGSBOptimizer.h.

◆ Self

using itk::LBFGSBOptimizer::Self = LBFGSBOptimizer

Standard "Self" type alias.

Definition at line 70 of file itkLBFGSBOptimizer.h.

◆ Superclass

using itk::LBFGSBOptimizer::Superclass = SingleValuedNonLinearVnlOptimizer

Definition at line 71 of file itkLBFGSBOptimizer.h.

Constructor & Destructor Documentation

◆ LBFGSBOptimizer()

itk::LBFGSBOptimizer::LBFGSBOptimizer ( )
protected

◆ ~LBFGSBOptimizer()

itk::LBFGSBOptimizer::~LBFGSBOptimizer ( )
overrideprotected

Member Function Documentation

◆ CanUseScales()

bool itk::LBFGSBOptimizer::CanUseScales ( ) const
inlineoverridevirtual

Returns false unconditionally because LBFGSBOptimizer does not support using scales.

Reimplemented from itk::SingleValuedNonLinearVnlOptimizer.

Definition at line 202 of file itkLBFGSBOptimizer.h.

◆ GetBoundSelection()

virtual const BoundSelectionType & itk::LBFGSBOptimizer::GetBoundSelection ( ) const
virtual

Set the boundary condition for each variable, where select[i] = 0 if x[i] is unbounded, = 1 if x[i] has only a lower bound, = 2 if x[i] has both lower and upper bounds, and = 3 if x[1] has only an upper bound

◆ GetCostFunctionConvergenceFactor()

virtual double itk::LBFGSBOptimizer::GetCostFunctionConvergenceFactor ( )
virtual

◆ GetCurrentIteration()

virtual const unsigned int & itk::LBFGSBOptimizer::GetCurrentIteration ( ) const
virtual

Get the current iteration number.

◆ GetInfinityNormOfProjectedGradient()

virtual const double & itk::LBFGSBOptimizer::GetInfinityNormOfProjectedGradient ( ) const
virtual

Get the current infinity norm of the project gradient of the cost function.

◆ GetLowerBound()

virtual const BoundValueType & itk::LBFGSBOptimizer::GetLowerBound ( ) const
virtual

Set the lower bound value for each variable.

◆ GetMaximumNumberOfCorrections()

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfCorrections ( )
virtual

◆ GetMaximumNumberOfEvaluations()

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfEvaluations ( )
virtual

◆ GetMaximumNumberOfIterations()

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfIterations ( )
virtual

◆ GetNameOfClass()

const char * itk::LBFGSBOptimizer::GetNameOfClass ( ) const
overridevirtual
See also
LightObject::GetNameOfClass()

Reimplemented from itk::Object.

◆ GetProjectedGradientTolerance()

virtual double itk::LBFGSBOptimizer::GetProjectedGradientTolerance ( )
virtual

◆ GetStopConditionDescription()

std::string itk::LBFGSBOptimizer::GetStopConditionDescription ( ) const
overridevirtual

Get the reason for termination

Reimplemented from itk::Optimizer.

◆ GetTrace()

virtual bool itk::LBFGSBOptimizer::GetTrace ( )
virtual

◆ GetUpperBound()

virtual const BoundValueType & itk::LBFGSBOptimizer::GetUpperBound ( ) const
virtual

Set the upper bound value for each variable.

◆ GetValue()

MeasureType itk::LBFGSBOptimizer::GetValue ( ) const

Get the current cost function value.

◆ New()

static Pointer itk::LBFGSBOptimizer::New ( )
static

Method for creation through the object factory.

◆ PrintSelf()

void itk::LBFGSBOptimizer::PrintSelf ( std::ostream &  os,
Indent  indent 
) const
overrideprotectedvirtual

Methods invoked by Print() to print information about the object including superclasses. Typically not called by the user (use Print() instead) but used in the hierarchical print process to combine the output of several classes.

Reimplemented from itk::Object.

◆ SetBoundSelection()

virtual void itk::LBFGSBOptimizer::SetBoundSelection ( const BoundSelectionType &  value)
virtual

Set the boundary condition for each variable, where select[i] = 0 if x[i] is unbounded, = 1 if x[i] has only a lower bound, = 2 if x[i] has both lower and upper bounds, and = 3 if x[1] has only an upper bound

◆ SetCostFunction()

void itk::LBFGSBOptimizer::SetCostFunction ( SingleValuedCostFunction *  costFunction)
overridevirtual

Plug in a Cost Function into the optimizer

Implements itk::SingleValuedNonLinearVnlOptimizer.

◆ SetCostFunctionConvergenceFactor()

virtual void itk::LBFGSBOptimizer::SetCostFunctionConvergenceFactor ( double  )
virtual

Set/Get the CostFunctionConvergenceFactor. Algorithm terminates when the reduction in cost function is less than factor * epsmcj where epsmch is the machine precision. Typical values for factor: 1e+12 for low accuracy; 1e+7 for moderate accuracy and 1e+1 for extremely high accuracy.

◆ SetLowerBound()

virtual void itk::LBFGSBOptimizer::SetLowerBound ( const BoundValueType &  value)
virtual

Set the lower bound value for each variable.

◆ SetMaximumNumberOfCorrections()

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfCorrections ( unsigned int  )
virtual

Set/Get the MaximumNumberOfCorrections. Default is 5

◆ SetMaximumNumberOfEvaluations()

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfEvaluations ( unsigned int  )
virtual

Set/Get the MaximumNumberOfEvaluations. Default is 500

◆ SetMaximumNumberOfIterations()

virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfIterations ( unsigned int  )
virtual

Set/Get the MaximumNumberOfIterations. Default is 500

◆ SetProjectedGradientTolerance()

virtual void itk::LBFGSBOptimizer::SetProjectedGradientTolerance ( double  )
virtual

Set/Get the ProjectedGradientTolerance. Algorithm terminates when the project gradient is below the tolerance. Default value is 1e-5.

◆ SetScales()

void itk::LBFGSBOptimizer::SetScales ( const ScalesType &  )
inline

This optimizer does not support scaling of the derivatives.

Definition at line 180 of file itkLBFGSBOptimizer.h.

◆ SetTrace()

virtual void itk::LBFGSBOptimizer::SetTrace ( bool  flag)
virtual

Set/Get the optimizer trace flag. If set to true, the optimizer prints out information every iteration.

◆ SetUpperBound()

virtual void itk::LBFGSBOptimizer::SetUpperBound ( const BoundValueType &  value)
virtual

Set the upper bound value for each variable.

◆ StartOptimization()

void itk::LBFGSBOptimizer::StartOptimization ( )
overridevirtual

Start optimization with an initial value.

Reimplemented from itk::Optimizer.

◆ TraceOn()

virtual void itk::LBFGSBOptimizer::TraceOn ( )
virtual

Friends And Related Function Documentation

◆ LBFGSBOptimizerHelper

friend class LBFGSBOptimizerHelper
friend

Definition at line 218 of file itkLBFGSBOptimizer.h.

Member Data Documentation

◆ m_BoundSelection

BoundSelectionType itk::LBFGSBOptimizer::m_BoundSelection {}
private

Definition at line 233 of file itkLBFGSBOptimizer.h.

◆ m_CostFunctionConvergenceFactor

double itk::LBFGSBOptimizer::m_CostFunctionConvergenceFactor { 1e+7 }
private

Definition at line 222 of file itkLBFGSBOptimizer.h.

◆ m_CurrentIteration

unsigned int itk::LBFGSBOptimizer::m_CurrentIteration { 0 }
private

Definition at line 227 of file itkLBFGSBOptimizer.h.

◆ m_InfinityNormOfProjectedGradient

double itk::LBFGSBOptimizer::m_InfinityNormOfProjectedGradient { 0.0 }
private

Definition at line 228 of file itkLBFGSBOptimizer.h.

◆ m_LowerBound

BoundValueType itk::LBFGSBOptimizer::m_LowerBound {}
private

Definition at line 231 of file itkLBFGSBOptimizer.h.

◆ m_MaximumNumberOfCorrections

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfCorrections { 5 }
private

Definition at line 226 of file itkLBFGSBOptimizer.h.

◆ m_MaximumNumberOfEvaluations

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfEvaluations { 500 }
private

Definition at line 225 of file itkLBFGSBOptimizer.h.

◆ m_MaximumNumberOfIterations

unsigned int itk::LBFGSBOptimizer::m_MaximumNumberOfIterations { 500 }
private

Definition at line 224 of file itkLBFGSBOptimizer.h.

◆ m_OptimizerInitialized

bool itk::LBFGSBOptimizer::m_OptimizerInitialized { false }
private

Definition at line 221 of file itkLBFGSBOptimizer.h.

◆ m_ProjectedGradientTolerance

double itk::LBFGSBOptimizer::m_ProjectedGradientTolerance { 1e-5 }
private

Definition at line 223 of file itkLBFGSBOptimizer.h.

◆ m_Trace

bool itk::LBFGSBOptimizer::m_Trace { false }
private

Definition at line 220 of file itkLBFGSBOptimizer.h.

◆ m_UpperBound

BoundValueType itk::LBFGSBOptimizer::m_UpperBound {}
private

Definition at line 232 of file itkLBFGSBOptimizer.h.

◆ m_VnlOptimizer

std::unique_ptr<InternalOptimizerType> itk::LBFGSBOptimizer::m_VnlOptimizer
private

Definition at line 230 of file itkLBFGSBOptimizer.h.

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