itkLBFGS2Optimizerv4.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
 *
 *         https://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 itkLBFGS2Optimizerv4_h
#define itkLBFGS2Optimizerv4_h
 
#include "itkGradientDescentOptimizerv4.h"
#include "ITKOptimizersv4Export.h"
#include <memory>
 
#include "lbfgs.h"
 
namespace itk
{
/*** \class LBFGS2Optimizerv4Enums
 * \brief Scoped Enum classes for LBFGS2Optimizerv4Template class
 * \ingroup ITKOptimizersv4
 */
class LBFGS2Optimizerv4Enums
{
public:
  /*** \class LineSearchMethod
   * \ingroup ITKOptimizersv4
   * Line search method enum
   */
  enum class LineSearchMethod : uint8_t
  {
    LINESEARCH_DEFAULT = 0,
 
    LINESEARCH_MORETHUENTE = 0,
 
    LINESEARCH_BACKTRACKING_ARMIJO = 1,
 
    LINESEARCH_BACKTRACKING = 2,
 
    LINESEARCH_BACKTRACKING_WOLFE = 2,
 
    LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3,
  };
};
// Define how to print enumeration
extern ITKOptimizersv4_EXPORT std::ostream &
                              operator<<(std::ostream & out, LBFGS2Optimizerv4Enums::LineSearchMethod value);
template <typename TInternalComputationValueType>
class ITK_TEMPLATE_EXPORT LBFGS2Optimizerv4Template
  : public GradientDescentOptimizerv4Template<TInternalComputationValueType>
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(LBFGS2Optimizerv4Template);
 
  using LineSearchMethodEnum = LBFGS2Optimizerv4Enums::LineSearchMethod;
#if !defined(ITK_LEGACY_REMOVE)
  static constexpr LineSearchMethodEnum LINESEARCH_DEFAULT = LineSearchMethodEnum::LINESEARCH_DEFAULT;
  static constexpr LineSearchMethodEnum LINESEARCH_MORETHUENTE = LineSearchMethodEnum::LINESEARCH_MORETHUENTE;
  static constexpr LineSearchMethodEnum LINESEARCH_BACKTRACKING_ARMIJO =
    LineSearchMethodEnum::LINESEARCH_BACKTRACKING_ARMIJO;
  static constexpr LineSearchMethodEnum LINESEARCH_BACKTRACKING = LineSearchMethodEnum::LINESEARCH_BACKTRACKING;
  static constexpr LineSearchMethodEnum LINESEARCH_BACKTRACKING_WOLFE =
    LineSearchMethodEnum::LINESEARCH_BACKTRACKING_WOLFE;
  static constexpr LineSearchMethodEnum LINESEARCH_BACKTRACKING_STRONG_WOLFE =
    LineSearchMethodEnum::LINESEARCH_BACKTRACKING_STRONG_WOLFE;
#endif
 
  using PrecisionType = double;
  static_assert(std::is_same<TInternalComputationValueType, double>::value,
                "LBFGS2Optimizerv4Template only supports double precision");
 
  using Self = LBFGS2Optimizerv4Template;
  using Superclass = GradientDescentOptimizerv4Template<TInternalComputationValueType>;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;
 
  using MetricType = typename Superclass::MetricType;
  using ParametersType = typename Superclass::ParametersType;
  using ScalesType = typename Superclass::ScalesType;
 
  using typename Superclass::StopConditionReturnStringType;
 
  itkNewMacro(Self);
 
  itkOverrideGetNameOfClassMacro(LBFGS2Optimizerv4Template);
 
  void
  StartOptimization(bool doOnlyInitialization = false) override;
 
  void
  ResumeOptimization() override;
 
  virtual const StopConditionReturnStringType
  GetStopConditionDescription() const override;
 
  void
  SetHessianApproximationAccuracy(int m);
  int
  GetHessianApproximationAccuracy() const;
  void
  SetSolutionAccuracy(PrecisionType epsilon);
  PrecisionType
  GetSolutionAccuracy() const;
  void
  SetDeltaConvergenceDistance(int nPast);
  int
  GetDeltaConvergenceDistance() const;
  void
  SetDeltaConvergenceTolerance(PrecisionType tol);
  PrecisionType
  GetDeltaConvergenceTolerance() const;
  void
  SetMaximumIterations(int maxIterations);
  int
  GetMaximumIterations() const;
  SizeValueType
  GetNumberOfIterations() const override
  {
    return GetMaximumIterations();
  }
  void
  SetNumberOfIterations(const SizeValueType _arg) override
  {
    SetMaximumIterations(static_cast<int>(_arg));
  }
  void
  SetLineSearch(const LineSearchMethodEnum & linesearch);
  LineSearchMethodEnum
  GetLineSearch() const;
  void
  SetMaximumLineSearchEvaluations(int n);
  int
  GetMaximumLineSearchEvaluations() const;
  void
  SetMinimumLineSearchStep(PrecisionType step);
  PrecisionType
  GetMinimumLineSearchStep() const;
  void
  SetMaximumLineSearchStep(PrecisionType step);
  PrecisionType
  GetMaximumLineSearchStep() const;
  void
  SetLineSearchAccuracy(PrecisionType ftol);
  PrecisionType
  GetLineSearchAccuracy() const;
  void
  SetWolfeCoefficient(PrecisionType wc);
  PrecisionType
  GetWolfeCoefficient() const;
  void
  SetLineSearchGradientAccuracy(PrecisionType gtol);
  PrecisionType
  GetLineSearchGradientAccuracy() const;
  void
  SetMachinePrecisionTolerance(PrecisionType xtol);
  PrecisionType
  GetMachinePrecisionTolerance() const;
  void
  SetOrthantwiseCoefficient(PrecisionType orthant_c);
  PrecisionType
  GetOrthantwiseCoefficient() const;
  void
  SetOrthantwiseStart(int start);
  int
  GetOrthantwiseStart() const;
  void
  SetOrthantwiseEnd(int end);
  int
  GetOrthantwiseEnd() const;
  itkGetConstMacro(CurrentParameterNorm, PrecisionType);
 
  itkGetConstMacro(CurrentGradientNorm, PrecisionType);
 
  itkGetConstMacro(CurrentStepSize, PrecisionType);
 
  itkGetConstMacro(CurrentNumberOfEvaluations, PrecisionType);
 
  itkSetMacro(EstimateScalesAtEachIteration, bool);
  itkGetConstReferenceMacro(EstimateScalesAtEachIteration, bool);
  itkBooleanMacro(EstimateScalesAtEachIteration);
protected:
  LBFGS2Optimizerv4Template();
  ~LBFGS2Optimizerv4Template() override;
  void
  PrintSelf(std::ostream & os, Indent indent) const override;
 
 
  static int
  UpdateProgressCallback(void *                instance,
                         const PrecisionType * x,
                         const PrecisionType * g,
                         const PrecisionType   fx,
                         const PrecisionType   xnorm,
                         const PrecisionType   gnorm,
                         const PrecisionType   step,
                         int                   n,
                         int                   k,
                         int                   ls);
 
  int
  UpdateProgress(const PrecisionType * x,
                 const PrecisionType * g,
                 const PrecisionType   fx,
                 const PrecisionType   xnorm,
                 const PrecisionType   gnorm,
                 const PrecisionType   step,
                 int                   n,
                 int                   k,
                 int                   ls);
 
  static PrecisionType
  EvaluateCostCallback(void *                instance,
                       const PrecisionType * x,
                       PrecisionType *       g,
                       const int             n,
                       const PrecisionType   step);
 
  PrecisionType
  EvaluateCost(const PrecisionType * x, PrecisionType * g, const int n, const PrecisionType step);
 
private:
  // Private Implementation (Pimpl), to hide liblbfgs data structures
  class PrivateImplementationHolder;
  lbfgs_parameter_t m_Parameters{};
 
  bool   m_EstimateScalesAtEachIteration{};
  double m_CurrentStepSize{};
  double m_CurrentParameterNorm{};
  double m_CurrentGradientNorm{};
  int    m_CurrentNumberOfEvaluations{};
  int    m_StatusCode{};
 
  void SetMinimumConvergenceValue(PrecisionType) override
  {
    itkWarningMacro("Not supported. Please use LBFGS specific convergence methods.");
  };
  void SetConvergenceWindowSize(SizeValueType) override
  {
    itkWarningMacro("Not supported. Please use LBFGS specific convergence methods.");
  };
  const PrecisionType &
  GetConvergenceValue() const override
  {
    itkWarningMacro("Not supported. Please use LBFGS specific convergence methods.");
    static PrecisionType value{};
    return value;
  };
  void
  AdvanceOneStep() override
  {
    itkWarningMacro("LBFGS2Optimizerv4Template does not implement single step advance");
  };
};
 
 
using LBFGS2Optimizerv4 = LBFGS2Optimizerv4Template<double>;
 
} // end namespace itk
 
#ifndef ITK_MANUAL_INSTANTIATION
#  include "itkLBFGS2Optimizerv4.hxx"
#endif
 
#endif