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itk::LBFGSBOptimizerv4 Class Reference
Numerics | Group Numerics » Module ITKOptimizersv4

#include <itkLBFGSBOptimizerv4.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 67 of file itkLBFGSBOptimizerv4.h.

+ Inheritance diagram for itk::LBFGSBOptimizerv4:
+ Collaboration diagram for itk::LBFGSBOptimizerv4:

Public Types

using BoundSelectionType = Array< long >
 
enum  BoundSelectionValues {
  UNBOUNDED = 0 ,
  LOWERBOUNDED = 1 ,
  BOTHBOUNDED = 2 ,
  UPPERBOUNDED = 3
}
 
using BoundValueType = Array< double >
 
using ConstPointer = SmartPointer< const Self >
 
using MetricType = Superclass::MetricType
 
using ParametersType = Superclass::ParametersType
 
using Pointer = SmartPointer< Self >
 
using ScalesType = Superclass::ScalesType
 
using Self = LBFGSBOptimizerv4
 
using Superclass = LBFGSOptimizerBasev4< vnl_lbfgsb >
 
- Public Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
using ConstPointer = SmartPointer< const Self >
 
using InternalOptimizerType = LBFGSOptimizerBaseHelperv4< vnl_lbfgsb >
 
using MetricType = Superclass::MetricType
 
using ParametersType = Superclass::ParametersType
 
using Pointer = SmartPointer< Self >
 
using ScalesType = Superclass::ScalesType
 
using Self = LBFGSOptimizerBasev4
 
using StopConditionDescriptionType = Superclass::StopConditionDescriptionType
 
using StopConditionReturnStringType = Superclass::StopConditionReturnStringType
 
using Superclass = SingleValuedNonLinearVnlOptimizerv4
 
- Public Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
using CommandType = ReceptorMemberCommand< Self >
 
using ConstPointer = SmartPointer< const Self >
 
using DerivativeType = Superclass::DerivativeType
 
using MetricType = Superclass::MetricType
 
using ParametersType = Superclass::ParametersType
 
using Pointer = SmartPointer< Self >
 
using ScalesType = Superclass::ScalesType
 
using Self = SingleValuedNonLinearVnlOptimizerv4
 
using StopConditionDescriptionType = Superclass::StopConditionDescriptionType
 
using StopConditionReturnStringType = Superclass::StopConditionReturnStringType
 
using Superclass = ObjectToObjectOptimizerBase
 
- Public Types inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
using ConstPointer = SmartPointer< const Self >
 
using DerivativeType = typename MetricType::DerivativeType
 
using MeasureType = typename MetricType::MeasureType
 
using MetricType = ObjectToObjectMetricBaseTemplate< double >
 
using MetricTypePointer = typename MetricType::Pointer
 
using NumberOfParametersType = typename MetricType::NumberOfParametersType
 
using ParametersType = OptimizerParameters< double >
 
using Pointer = SmartPointer< Self >
 
using ScalesEstimatorType = OptimizerParameterScalesEstimatorTemplate< double >
 
using ScalesType = OptimizerParameters< double >
 
using Self = ObjectToObjectOptimizerBaseTemplate
 
using StopConditionDescriptionType = std::ostringstream
 
using StopConditionReturnStringType = std::string
 
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 const BoundSelectionType & GetBoundSelection () const
 
virtual double GetCostFunctionConvergenceFactor () const
 
virtual const double & GetInfinityNormOfProjectedGradient () const
 
ParametersType & GetInitialPosition ()
 
virtual const BoundValueType & GetLowerBound () const
 
virtual unsigned int GetMaximumNumberOfCorrections () const
 
const char * GetNameOfClass () const override
 
virtual const BoundValueType & GetUpperBound () const
 
void SetBoundSelection (const BoundSelectionType &value)
 
virtual void SetCostFunctionConvergenceFactor (double)
 
void SetInitialPosition (const ParametersType &param)
 
void SetLowerBound (const BoundValueType &value)
 
virtual void SetMaximumNumberOfCorrections (unsigned int)
 
void SetMetric (MetricType *metric) override
 
void SetScales (const ScalesType &) override
 
void SetUpperBound (const BoundValueType &value)
 
void StartOptimization (bool doOnlyInitialization=false) override
 
- Public Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
virtual double GetGradientConvergenceTolerance () const
 
virtual unsigned int GetMaximumNumberOfFunctionEvaluations () const
 
const char * GetNameOfClass () const override
 
InternalOptimizerType * GetOptimizer ()
 
StopConditionReturnStringType GetStopConditionDescription () const override
 
virtual bool GetTrace () const
 
virtual void SetGradientConvergenceTolerance (double f)
 
virtual void SetMaximumNumberOfFunctionEvaluations (unsigned int n)
 
void SetMetric (MetricType *metric) override
 
virtual void SetTrace (bool flag)
 
void StartOptimization (bool doOnlyInitialization=false) override
 
virtual void TraceOn ()
 
- Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
const char * GetNameOfClass () const override
 
StopConditionReturnStringType GetStopConditionDescription () const override=0
 
void SetMetric (MetricType *metric) override=0
 
void StartOptimization (bool doOnlyInitialization=false) override
 
virtual const DerivativeType & GetCachedDerivative () const
 
virtual const ParametersType & GetCachedCurrentPosition () const
 
- Public Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
virtual bool CanUseScales () const
 
virtual SizeValueType GetCurrentIteration () const
 
virtual const MeasureType & GetCurrentMetricValue () const
 
virtual const ParametersType & GetCurrentPosition () const
 
const char * GetNameOfClass () const override
 
virtual SizeValueType GetNumberOfIterations () const
 
virtual const ThreadIdType & GetNumberOfWorkUnits () const
 
virtual const ScalesType & GetScales () const
 
virtual const bool & GetScalesAreIdentity () const
 
bool GetScalesInitialized () const
 
virtual StopConditionReturnStringType GetStopConditionDescription () const=0
 
virtual const MeasureType & GetValue () const
 
virtual const ScalesType & GetWeights () const
 
virtual const bool & GetWeightsAreIdentity () const
 
virtual void SetNumberOfIterations (SizeValueType _arg)
 
virtual void SetNumberOfWorkUnits (ThreadIdType number)
 
virtual void SetScalesEstimator (ScalesEstimatorType *_arg)
 
virtual void SetWeights (ScalesType _arg)
 
virtual void StartOptimization (bool doOnlyInitialization=false)
 
virtual void SetMetric (MetricType *_arg)
 
virtual MetricType * GetModifiableMetric ()
 
virtual void SetScales (const ScalesType &scales)
 
virtual void SetDoEstimateScales (bool _arg)
 
virtual const bool & GetDoEstimateScales () const
 
virtual void DoEstimateScalesOn ()
 
- 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::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
 
using InternalOptimizerType = LBFGSBOptimizerHelperv4
 
- Protected Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
using CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType
 
using InternalOptimizerAutoPointer = std::unique_ptr< InternalOptimizerType >
 
- Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
using CostFunctionAdaptorType = SingleValuedVnlCostFunctionAdaptorv4
 

Protected Member Functions

 LBFGSBOptimizerv4 ()
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
 ~LBFGSBOptimizerv4 () override
 
- Protected Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
 LBFGSOptimizerBasev4 ()
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
 ~LBFGSOptimizerBasev4 () override=default
 
- Protected Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
CostFunctionAdaptorType * GetCostFunctionAdaptor ()
 
const CostFunctionAdaptorType * GetCostFunctionAdaptor () const
 
CostFunctionAdaptorType * GetNonConstCostFunctionAdaptor () const
 
void PrintSelf (std::ostream &os, Indent indent) const override
 
void SetCostFunctionAdaptor (CostFunctionAdaptorType *adaptor)
 
 SingleValuedNonLinearVnlOptimizerv4 ()
 
 ~SingleValuedNonLinearVnlOptimizerv4 () override
 
- Protected Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
void PrintSelf (std::ostream &os, Indent indent) const override
 
 ObjectToObjectOptimizerBaseTemplate ()
 
 ~ObjectToObjectOptimizerBaseTemplate () override
 
- 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 {}
 
ParametersType m_InitialPosition {}
 
BoundValueType m_LowerBound {}
 
unsigned int m_MaximumNumberOfCorrections { 5 }
 
BoundValueType m_UpperBound {}
 

Friends

class LBFGSBOptimizerHelperv4
 

Additional Inherited Members

- Protected Attributes inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
double m_CostFunctionConvergenceFactor
 
double m_GradientConvergenceTolerance
 
double m_InfinityNormOfProjectedGradient
 
unsigned int m_MaximumNumberOfFunctionEvaluations
 
bool m_OptimizerInitialized
 
std::ostringstream m_StopConditionDescription
 
bool m_Trace
 
InternalOptimizerAutoPointer m_VnlOptimizer
 
- Protected Attributes inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
SizeValueType m_CurrentIteration
 
MeasureType m_CurrentMetricValue
 
bool m_DoEstimateScales
 
MetricTypePointer m_Metric
 
SizeValueType m_NumberOfIterations
 
ThreadIdType m_NumberOfWorkUnits
 
ScalesType m_Scales
 
bool m_ScalesAreIdentity
 
ScalesEstimatorType::Pointer m_ScalesEstimator
 
ScalesType m_Weights
 
bool m_WeightsAreIdentity
 
- Protected Attributes inherited from itk::LightObject
std::atomic< int > m_ReferenceCount {}
 

Member Typedef Documentation

◆ BoundSelectionType

using itk::LBFGSBOptimizerv4::BoundSelectionType = Array<long>

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

Definition at line 104 of file itkLBFGSBOptimizerv4.h.

◆ BoundValueType

using itk::LBFGSBOptimizerv4::BoundValueType = Array<double>

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

Definition at line 99 of file itkLBFGSBOptimizerv4.h.

◆ ConstPointer

using itk::LBFGSBOptimizerv4::ConstPointer = SmartPointer<const Self>

Definition at line 76 of file itkLBFGSBOptimizerv4.h.

◆ CostFunctionAdaptorType

using itk::LBFGSBOptimizerv4::CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType
protected

Definition at line 186 of file itkLBFGSBOptimizerv4.h.

◆ InternalOptimizerType

using itk::LBFGSBOptimizerv4::InternalOptimizerType = LBFGSBOptimizerHelperv4
protected

Internal optimizer type.

Definition at line 189 of file itkLBFGSBOptimizerv4.h.

◆ MetricType

using itk::LBFGSBOptimizerv4::MetricType = Superclass::MetricType

Definition at line 78 of file itkLBFGSBOptimizerv4.h.

◆ ParametersType

using itk::LBFGSBOptimizerv4::ParametersType = Superclass::ParametersType

Definition at line 79 of file itkLBFGSBOptimizerv4.h.

◆ Pointer

using itk::LBFGSBOptimizerv4::Pointer = SmartPointer<Self>

Definition at line 75 of file itkLBFGSBOptimizerv4.h.

◆ ScalesType

using itk::LBFGSBOptimizerv4::ScalesType = Superclass::ScalesType

Definition at line 80 of file itkLBFGSBOptimizerv4.h.

◆ Self

using itk::LBFGSBOptimizerv4::Self = LBFGSBOptimizerv4

Standard "Self" type alias.

Definition at line 73 of file itkLBFGSBOptimizerv4.h.

◆ Superclass

using itk::LBFGSBOptimizerv4::Superclass = LBFGSOptimizerBasev4<vnl_lbfgsb>

Definition at line 74 of file itkLBFGSBOptimizerv4.h.

Member Enumeration Documentation

◆ BoundSelectionValues

enum itk::LBFGSBOptimizerv4::BoundSelectionValues
Enumerator
UNBOUNDED 
LOWERBOUNDED 
BOTHBOUNDED 
UPPERBOUNDED 

Definition at line 88 of file itkLBFGSBOptimizerv4.h.

Constructor & Destructor Documentation

◆ LBFGSBOptimizerv4()

itk::LBFGSBOptimizerv4::LBFGSBOptimizerv4 ( )
protected

◆ ~LBFGSBOptimizerv4()

itk::LBFGSBOptimizerv4::~LBFGSBOptimizerv4 ( )
overrideprotected

Member Function Documentation

◆ CanUseScales()

bool itk::LBFGSBOptimizerv4::CanUseScales ( ) const
inlineoverridevirtual

Returns false unconditionally because LBFGSBOptimizerv4 does not support using scales.

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

Definition at line 175 of file itkLBFGSBOptimizerv4.h.

◆ GetBoundSelection()

virtual const BoundSelectionType & itk::LBFGSBOptimizerv4::GetBoundSelection ( ) const
virtual

◆ GetCostFunctionConvergenceFactor()

virtual double itk::LBFGSBOptimizerv4::GetCostFunctionConvergenceFactor ( ) const
virtual

◆ GetInfinityNormOfProjectedGradient()

virtual const double & itk::LBFGSBOptimizerv4::GetInfinityNormOfProjectedGradient ( ) const
virtual

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

◆ GetInitialPosition()

ParametersType & itk::LBFGSBOptimizerv4::GetInitialPosition ( )
inline

Get the position to initialize the optimization.

Definition at line 112 of file itkLBFGSBOptimizerv4.h.

◆ GetLowerBound()

virtual const BoundValueType & itk::LBFGSBOptimizerv4::GetLowerBound ( ) const
virtual

◆ GetMaximumNumberOfCorrections()

virtual unsigned int itk::LBFGSBOptimizerv4::GetMaximumNumberOfCorrections ( ) const
virtual

◆ GetNameOfClass()

const char * itk::LBFGSBOptimizerv4::GetNameOfClass ( ) const
overridevirtual
See also
LightObject::GetNameOfClass()

Reimplemented from itk::Object.

◆ GetUpperBound()

virtual const BoundValueType & itk::LBFGSBOptimizerv4::GetUpperBound ( ) const
virtual

◆ New()

static Pointer itk::LBFGSBOptimizerv4::New ( )
static

Method for creation through the object factory.

◆ PrintSelf()

void itk::LBFGSBOptimizerv4::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()

void itk::LBFGSBOptimizerv4::SetBoundSelection ( const BoundSelectionType &  value)

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

◆ SetCostFunctionConvergenceFactor()

virtual void itk::LBFGSBOptimizerv4::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.

◆ SetInitialPosition()

void itk::LBFGSBOptimizerv4::SetInitialPosition ( const ParametersType &  param)

Set the position to initialize the optimization.

◆ SetLowerBound()

void itk::LBFGSBOptimizerv4::SetLowerBound ( const BoundValueType &  value)

Set the lower bound value for each variable.

◆ SetMaximumNumberOfCorrections()

virtual void itk::LBFGSBOptimizerv4::SetMaximumNumberOfCorrections ( unsigned int  )
virtual

Set/Get the MaximumNumberOfCorrections. Default is 5

◆ SetMetric()

void itk::LBFGSBOptimizerv4::SetMetric ( MetricType *  metric)
overridevirtual

Plug in a Cost Function into the optimizer

Implements itk::SingleValuedNonLinearVnlOptimizerv4.

◆ SetScales()

void itk::LBFGSBOptimizerv4::SetScales ( const ScalesType &  )
override

This optimizer does not support scaling of the derivatives.

◆ SetUpperBound()

void itk::LBFGSBOptimizerv4::SetUpperBound ( const BoundValueType &  value)

Set the upper bound value for each variable.

◆ StartOptimization()

void itk::LBFGSBOptimizerv4::StartOptimization ( bool  doOnlyInitialization = false)
overridevirtual

Start optimization with an initial value.

Reimplemented from itk::ObjectToObjectOptimizerBaseTemplate< double >.

Friends And Related Function Documentation

◆ LBFGSBOptimizerHelperv4

friend class LBFGSBOptimizerHelperv4
friend

Definition at line 191 of file itkLBFGSBOptimizerv4.h.

Member Data Documentation

◆ m_BoundSelection

BoundSelectionType itk::LBFGSBOptimizerv4::m_BoundSelection {}
private

Definition at line 199 of file itkLBFGSBOptimizerv4.h.

◆ m_InitialPosition

ParametersType itk::LBFGSBOptimizerv4::m_InitialPosition {}
private

Definition at line 196 of file itkLBFGSBOptimizerv4.h.

◆ m_LowerBound

BoundValueType itk::LBFGSBOptimizerv4::m_LowerBound {}
private

Definition at line 197 of file itkLBFGSBOptimizerv4.h.

◆ m_MaximumNumberOfCorrections

unsigned int itk::LBFGSBOptimizerv4::m_MaximumNumberOfCorrections { 5 }
private

Definition at line 194 of file itkLBFGSBOptimizerv4.h.

◆ m_UpperBound

BoundValueType itk::LBFGSBOptimizerv4::m_UpperBound {}
private

Definition at line 198 of file itkLBFGSBOptimizerv4.h.

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