itkLBFGSBOptimizer.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 itkLBFGSBOptimizer_h
#define itkLBFGSBOptimizer_h
 
#include "itkIntTypes.h"
#include "itkSingleValuedNonLinearVnlOptimizer.h"
#include "ITKOptimizersExport.h"
#include <memory> // For unique_ptr.
 
namespace itk
{
/* Necessary forward declaration see below for definition */
class ITK_FORWARD_EXPORT LBFGSBOptimizerHelper;

class ITKOptimizers_EXPORT LBFGSBOptimizer : public SingleValuedNonLinearVnlOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(LBFGSBOptimizer);

  using Self = LBFGSBOptimizer;
  using Superclass = SingleValuedNonLinearVnlOptimizer;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;

  itkNewMacro(Self);

  itkOverrideGetNameOfClassMacro(LBFGSBOptimizer);

  using BoundValueType = Array<double>;

  using BoundSelectionType = Array<long>;

  using InternalBoundValueType = vnl_vector<double>;

  using InternalBoundSelectionType = vnl_vector<long>;

  using InternalOptimizerType = LBFGSBOptimizerHelper;

  void
  StartOptimization() override;

  void
  SetCostFunction(SingleValuedCostFunction * costFunction) override;

  virtual void
  SetTrace(bool flag);
 
  itkGetMacro(Trace, bool);
  itkBooleanMacro(Trace);

  virtual void
  SetLowerBound(const BoundValueType & value);
  itkGetConstReferenceMacro(LowerBound, BoundValueType);

  virtual void
  SetUpperBound(const BoundValueType & value);
  itkGetConstReferenceMacro(UpperBound, BoundValueType);

  virtual void
  SetBoundSelection(const BoundSelectionType & value);
  itkGetConstReferenceMacro(BoundSelection, BoundSelectionType);

  virtual void
  SetCostFunctionConvergenceFactor(double);
 
  itkGetMacro(CostFunctionConvergenceFactor, double);

  virtual void
  SetProjectedGradientTolerance(double);
 
  itkGetMacro(ProjectedGradientTolerance, double);

  virtual void
  SetMaximumNumberOfIterations(unsigned int);
 
  itkGetMacro(MaximumNumberOfIterations, unsigned int);

  virtual void
  SetMaximumNumberOfEvaluations(unsigned int);
 
  itkGetMacro(MaximumNumberOfEvaluations, unsigned int);

  virtual void
  SetMaximumNumberOfCorrections(unsigned int);
 
  itkGetMacro(MaximumNumberOfCorrections, unsigned int);

  void
  SetScales(const ScalesType &)
  {
    itkExceptionMacro("This optimizer does not support scales.");
  }

  itkGetConstReferenceMacro(CurrentIteration, unsigned int);

  MeasureType
  GetValue() const;

  itkGetConstReferenceMacro(InfinityNormOfProjectedGradient, double);

  std::string
  GetStopConditionDescription() const override;

  bool
  CanUseScales() const override
  {
    return false;
  }
 
protected:
  LBFGSBOptimizer();
  ~LBFGSBOptimizer() override;
  void
  PrintSelf(std::ostream & os, Indent indent) const override;
 
  using CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType;
 
private:
  // give the helper access to member variables, to update iteration
  // counts, etc.
  friend class LBFGSBOptimizerHelper;
 
  bool         m_Trace{ false };
  bool         m_OptimizerInitialized{ false };
  double       m_CostFunctionConvergenceFactor{ 1e+7 };
  double       m_ProjectedGradientTolerance{ 1e-5 };
  unsigned int m_MaximumNumberOfIterations{ 500 };
  unsigned int m_MaximumNumberOfEvaluations{ 500 };
  unsigned int m_MaximumNumberOfCorrections{ 5 };
  unsigned int m_CurrentIteration{ 0 };
  double       m_InfinityNormOfProjectedGradient{ 0.0 };
 
  std::unique_ptr<InternalOptimizerType> m_VnlOptimizer;
  BoundValueType                         m_LowerBound{};
  BoundValueType                         m_UpperBound{};
  BoundSelectionType                     m_BoundSelection{};
};
} // end namespace itk
 
#endif