itkLBFGSOptimizer.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 itkLBFGSOptimizer_h
#define itkLBFGSOptimizer_h
 
#include "itkSingleValuedNonLinearVnlOptimizer.h"
#include "vnl/algo/vnl_lbfgs.h"
#include "ITKOptimizersExport.h"
#include <memory> // For unique_ptr.
 
namespace itk
{
class ITKOptimizers_EXPORT LBFGSOptimizer : public SingleValuedNonLinearVnlOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(LBFGSOptimizer);

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

  itkNewMacro(Self);

  itkOverrideGetNameOfClassMacro(LBFGSOptimizer);

  using InternalParametersType = vnl_vector<double>;

  using InternalOptimizerType = vnl_lbfgs;

  vnl_lbfgs *
  GetOptimizer();

  void
  StartOptimization() override;

  void
  SetCostFunction(SingleValuedCostFunction * costFunction) override;

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

  virtual void
  SetMaximumNumberOfFunctionEvaluations(unsigned int n);
 
  itkGetMacro(MaximumNumberOfFunctionEvaluations, unsigned int);

  virtual void
  SetGradientConvergenceTolerance(double f);
 
  itkGetMacro(GradientConvergenceTolerance, double);

  virtual void
  SetLineSearchAccuracy(double f);
 
  itkGetMacro(LineSearchAccuracy, double);

  virtual void
  SetDefaultStepLength(double f);
 
  itkGetMacro(DefaultStepLength, double);

  MeasureType
  GetValue() const;

  std::string
  GetStopConditionDescription() const override;
 
protected:
  LBFGSOptimizer();
  ~LBFGSOptimizer() override;
  void
  PrintSelf(std::ostream & os, Indent indent) const override;
 
  using CostFunctionAdaptorType = Superclass::CostFunctionAdaptorType;
 
private:
  bool                                   m_OptimizerInitialized{};
  std::unique_ptr<InternalOptimizerType> m_VnlOptimizer;
  mutable std::ostringstream             m_StopConditionDescription{};
 
  bool         m_Trace{};
  unsigned int m_MaximumNumberOfFunctionEvaluations{};
  double       m_GradientConvergenceTolerance{};
  double       m_LineSearchAccuracy{};
  double       m_DefaultStepLength{};
};
} // end namespace itk
 
#endif