itkQuasiNewtonOptimizerv4.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 itkQuasiNewtonOptimizerv4_h
#define itkQuasiNewtonOptimizerv4_h
 
#include "itkArray2D.h"
#include "itkBooleanStdVector.h"
#include "itkGradientDescentOptimizerv4.h"
 
#include "vnl/algo/vnl_matrix_inverse.h"
#include "vnl/algo/vnl_determinant.h"
 
namespace itk
{
template <typename TInternalComputationValueType>
class ITK_TEMPLATE_EXPORT QuasiNewtonOptimizerv4Template
  : public GradientDescentOptimizerv4Template<TInternalComputationValueType>
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(QuasiNewtonOptimizerv4Template);

  using Self = QuasiNewtonOptimizerv4Template;
  using Superclass = GradientDescentOptimizerv4Template<TInternalComputationValueType>;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;

  itkNewMacro(Self);

  itkOverrideGetNameOfClassMacro(QuasiNewtonOptimizerv4Template);

  using InternalComputationValueType = TInternalComputationValueType;
 
  using typename Superclass::ParametersType;
  using typename Superclass::MeasureType;
  using typename Superclass::DerivativeType;
  using typename Superclass::IndexRangeType;

  using HessianType = itk::Array2D<TInternalComputationValueType>;

  using HessianArrayType = std::vector<HessianType>;

  void
  StartOptimization(bool doOnlyInitialization = false) override;

  itkSetMacro(MaximumIterationsWithoutProgress, SizeValueType);

  itkSetMacro(MaximumNewtonStepSizeInPhysicalUnits, TInternalComputationValueType);

  itkGetConstReferenceMacro(NewtonStep, DerivativeType);

  virtual void
  EstimateNewtonStepOverSubRange(const IndexRangeType & subrange);
 
protected:
  SizeValueType m_MaximumIterationsWithoutProgress{ 30 };

  ParametersType m_CurrentPosition{};
  ParametersType m_OptimalStep{};

  MeasureType    m_PreviousValue{};
  ParametersType m_PreviousPosition{};

  MeasureType    m_BestValue{};
  ParametersType m_BestPosition{};
  SizeValueType  m_BestIteration{ 0 };

  DerivativeType m_NewtonStep{};

  std::string m_NewtonStepWarning{};

  TInternalComputationValueType m_MaximumNewtonStepSizeInPhysicalUnits{};

  HessianArrayType m_HessianArray{};

  BooleanStdVectorType m_NewtonStepValidFlags{};

  virtual void
  EstimateNewtonStep();

  virtual bool
  ComputeHessianAndStepWithBFGS(IndexValueType loc);

  virtual void
  ResetNewtonStep(IndexValueType loc);

  void
  CombineGradientNewtonStep();

  void
  ModifyCombinedNewtonStep();

  void
  AdvanceOneStep() override;
 
  QuasiNewtonOptimizerv4Template();
  ~QuasiNewtonOptimizerv4Template() override = default;
 
  void
  PrintSelf(std::ostream & os, Indent indent) const override;
 
private:
  typename DomainThreader<ThreadedIndexedContainerPartitioner, Self>::Pointer m_EstimateNewtonStepThreader{};
};

using QuasiNewtonOptimizerv4 = QuasiNewtonOptimizerv4Template<double>;
 
} // end namespace itk
 
#ifndef ITK_MANUAL_INSTANTIATION
#  include "itkQuasiNewtonOptimizerv4.hxx"
#endif
 
#endif