ITK  4.6.0
Insight Segmentation and Registration Toolkit
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itk::LBFGSBOptimizerv4 Class Reference

#include <itkLBFGSBOptimizerv4.h>

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

Detailed Description

Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds.

This class is a wrapper for converted fortan code for performing limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. The algorithm miminizes 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.

Examples:
RegistrationITKv4/DeformableRegistration12.cxx.

Definition at line 63 of file itkLBFGSBOptimizerv4.h.

Public Types

typedef Array< long > BoundSelectionType
 
enum  BoundSelectionValues {
  UNBOUNDED = 0,
  LOWERBOUNDED = 1,
  BOTHBOUNDED = 2,
  UPPERBOUNDED = 3
}
 
typedef Array< double > BoundValueType
 
typedef SmartPointer< const SelfConstPointer
 
typedef Superclass::MetricType MetricType
 
typedef Superclass::ParametersType ParametersType
 
typedef SmartPointer< SelfPointer
 
typedef Superclass::ScalesType ScalesType
 
typedef LBFGSBOptimizerv4 Self
 
typedef LBFGSOptimizerBasev4
< vnl_lbfgsb > 
Superclass
 
- Public Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
typedef SmartPointer< const SelfConstPointer
 
typedef
LBFGSOptimizerBaseHelperv4
< vnl_lbfgsb > 
InternalOptimizerType
 
typedef Superclass::MetricType MetricType
 
typedef Superclass::ParametersType ParametersType
 
typedef SmartPointer< SelfPointer
 
typedef Superclass::ScalesType ScalesType
 
typedef LBFGSOptimizerBasev4 Self
 
typedef
Superclass::StopConditionDescriptionType 
StopConditionDescriptionType
 
typedef
Superclass::StopConditionReturnStringType 
StopConditionReturnStringType
 
typedef
SingleValuedNonLinearVnlOptimizerv4 
Superclass
 
- Public Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
typedef ReceptorMemberCommand
< Self
CommandType
 
typedef SmartPointer< const SelfConstPointer
 
typedef Superclass::DerivativeType DerivativeType
 
typedef Superclass::MetricType MetricType
 
typedef Superclass::ParametersType ParametersType
 
typedef SmartPointer< SelfPointer
 
typedef Superclass::ScalesType ScalesType
 
typedef
SingleValuedNonLinearVnlOptimizerv4 
Self
 
typedef
Superclass::StopConditionDescriptionType 
StopConditionDescriptionType
 
typedef
Superclass::StopConditionReturnStringType 
StopConditionReturnStringType
 
typedef ObjectToObjectOptimizerBase Superclass
 
- Public Types inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
typedef SmartPointer< const SelfConstPointer
 
typedef MetricType::DerivativeType DerivativeType
 
typedef MetricType::MeasureType MeasureType
 
typedef
ObjectToObjectMetricBaseTemplate
< double > 
MetricType
 
typedef MetricType::Pointer MetricTypePointer
 
typedef
MetricType::NumberOfParametersType 
NumberOfParametersType
 
typedef OptimizerParameters
< double > 
ParametersType
 
typedef SmartPointer< SelfPointer
 
typedef
OptimizerParameterScalesEstimatorTemplate
< double > 
ScalesEstimatorType
 
typedef OptimizerParameters
< double > 
ScalesType
 
typedef
ObjectToObjectOptimizerBaseTemplate 
Self
 
typedef std::ostringstream StopConditionDescriptionType
 
typedef std::string StopConditionReturnStringType
 
typedef Object Superclass
 
- Public Types inherited from itk::Object
typedef SmartPointer< const SelfConstPointer
 
typedef SmartPointer< SelfPointer
 
typedef Object Self
 
typedef LightObject Superclass
 
- Public Types inherited from itk::LightObject
typedef SmartPointer< const SelfConstPointer
 
typedef SmartPointer< SelfPointer
 
typedef LightObject Self
 

Public Member Functions

virtual ::itk::LightObject::Pointer CreateAnother (void) const
 
virtual const BoundSelectionTypeGetBoundSelection () const
 
virtual double GetCostFunctionConvergenceFactor () const
 
virtual const double & GetInfinityNormOfProjectedGradient () const
 
ParametersTypeGetInitialPosition (void)
 
virtual const BoundValueTypeGetLowerBound () const
 
virtual unsigned int GetMaximumNumberOfCorrections () const
 
virtual const char * GetNameOfClass () const
 
virtual const BoundValueTypeGetUpperBound () const
 
void SetBoundSelection (const BoundSelectionType &select)
 
virtual void SetCostFunctionConvergenceFactor (double)
 
void SetInitialPosition (const ParametersType &param)
 
void SetLowerBound (const BoundValueType &value)
 
virtual void SetMaximumNumberOfCorrections (unsigned int)
 
virtual void SetMetric (MetricType *metric) ITK_OVERRIDE
 
virtual void SetScales (const ScalesType &) ITK_OVERRIDE
 
void SetUpperBound (const BoundValueType &value)
 
virtual void StartOptimization (bool doOnlyInitialization=false) ITK_OVERRIDE
 
- Public Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
virtual double GetGradientConvergenceTolerance () const
 
virtual unsigned int GetMaximumNumberOfFunctionEvaluations () const
 
InternalOptimizerTypeGetOptimizer (void)
 
virtual const
StopConditionReturnStringType 
GetStopConditionDescription () const ITK_OVERRIDE
 
virtual bool GetTrace () const
 
virtual void SetGradientConvergenceTolerance (double gtol)
 
virtual void SetMaximumNumberOfFunctionEvaluations (unsigned int n)
 
virtual void SetTrace (bool flag)
 
virtual void TraceOff ()
 
virtual void TraceOn ()
 
- Public Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
virtual const DerivativeTypeGetCachedDerivative () const
 
virtual const ParametersTypeGetCachedCurrentPosition () const
 
- Public Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
virtual SizeValueType GetCurrentIteration () const
 
virtual const MeasureTypeGetCurrentMetricValue () const
 
virtual const ParametersTypeGetCurrentPosition () const
 
virtual SizeValueType GetNumberOfIterations () const
 
virtual const ThreadIdTypeGetNumberOfThreads () const
 
virtual const ScalesTypeGetScales () const
 
virtual const bool & GetScalesAreIdentity () const
 
bool GetScalesInitialized (void) const
 
virtual const MeasureTypeGetValue () const
 
virtual const ScalesTypeGetWeights () const
 
virtual const bool & GetWeightsAreIdentity () const
 
virtual void SetNumberOfIterations (SizeValueType _arg)
 
virtual void SetNumberOfThreads (ThreadIdType number)
 
virtual void SetScalesEstimator (ScalesEstimatorType *_arg)
 
virtual void SetWeights (ScalesType _arg)
 
virtual void SetMetric (MetricType *_arg)
 
virtual MetricTypeGetModifiableMetric ()
 
virtual const MetricTypeGetMetric () const
 
virtual void SetScales (const ScalesType &scales)
 
virtual void SetDoEstimateScales (bool _arg)
 
virtual const bool & GetDoEstimateScales () const
 
virtual void DoEstimateScalesOn ()
 
virtual void DoEstimateScalesOff ()
 
- Public Member Functions inherited from itk::Object
unsigned long AddObserver (const EventObject &event, Command *)
 
unsigned long AddObserver (const EventObject &event, Command *) const
 
virtual void DebugOff () const
 
virtual void DebugOn () const
 
CommandGetCommand (unsigned long tag)
 
bool GetDebug () const
 
MetaDataDictionaryGetMetaDataDictionary (void)
 
const MetaDataDictionaryGetMetaDataDictionary (void) const
 
virtual ModifiedTimeType GetMTime () const
 
virtual const TimeStampGetTimeStamp () const
 
bool HasObserver (const EventObject &event) const
 
void InvokeEvent (const EventObject &)
 
void InvokeEvent (const EventObject &) const
 
virtual void Modified () const
 
virtual void Register () const ITK_OVERRIDE
 
void RemoveAllObservers ()
 
void RemoveObserver (unsigned long tag)
 
void SetDebug (bool debugFlag) const
 
void SetMetaDataDictionary (const MetaDataDictionary &rhs)
 
virtual void SetReferenceCount (int) ITK_OVERRIDE
 
virtual void UnRegister () const ITK_OVERRIDE
 
virtual void SetObjectName (std::string _arg)
 
virtual const std::string & GetObjectName () const
 
- Public Member Functions inherited from itk::LightObject
virtual void Delete ()
 
virtual int GetReferenceCount () const
 
 itkCloneMacro (Self)
 
void Print (std::ostream &os, Indent indent=0) const
 

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 flag)
 
- Static Public Member Functions inherited from itk::LightObject
static void BreakOnError ()
 
static Pointer New ()
 

Protected Types

typedef
Superclass::CostFunctionAdaptorType 
CostFunctionAdaptorType
 
typedef LBFGSBOptimizerHelperv4 InternalOptimizerType
 
- Protected Types inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
typedef
Superclass::CostFunctionAdaptorType 
CostFunctionAdaptorType
 
typedef AutoPointer
< InternalOptimizerType
InternalOptimizerAutoPointer
 
- Protected Types inherited from itk::SingleValuedNonLinearVnlOptimizerv4
typedef
SingleValuedVnlCostFunctionAdaptorv4 
CostFunctionAdaptorType
 
- Protected Types inherited from itk::LightObject
typedef int InternalReferenceCountType
 

Protected Member Functions

 LBFGSBOptimizerv4 ()
 
virtual void PrintSelf (std::ostream &os, Indent indent) const ITK_OVERRIDE
 
virtual ~LBFGSBOptimizerv4 ()
 
- Protected Member Functions inherited from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >
 LBFGSOptimizerBasev4 ()
 
virtual ~LBFGSOptimizerBasev4 ()
 
- Protected Member Functions inherited from itk::SingleValuedNonLinearVnlOptimizerv4
const CostFunctionAdaptorTypeGetCostFunctionAdaptor (void) const
 
CostFunctionAdaptorTypeGetCostFunctionAdaptor (void)
 
CostFunctionAdaptorTypeGetNonConstCostFunctionAdaptor (void) const
 
void SetCostFunctionAdaptor (CostFunctionAdaptorType *adaptor)
 
 SingleValuedNonLinearVnlOptimizerv4 ()
 
virtual ~SingleValuedNonLinearVnlOptimizerv4 ()
 
- Protected Member Functions inherited from itk::ObjectToObjectOptimizerBaseTemplate< double >
 ObjectToObjectOptimizerBaseTemplate ()
 
virtual ~ObjectToObjectOptimizerBaseTemplate ()
 
- Protected Member Functions inherited from itk::Object
 Object ()
 
bool PrintObservers (std::ostream &os, Indent indent) const
 
virtual void SetTimeStamp (const TimeStamp &time)
 
virtual ~Object ()
 
- Protected Member Functions inherited from itk::LightObject
virtual LightObject::Pointer InternalClone () const
 
 LightObject ()
 
virtual void PrintHeader (std::ostream &os, Indent indent) const
 
virtual void PrintTrailer (std::ostream &os, Indent indent) const
 
virtual ~LightObject ()
 

Private Member Functions

 LBFGSBOptimizerv4 (const Self &)
 
void operator= (const Self &)
 

Private Attributes

BoundSelectionType m_BoundSelection
 
ParametersType m_InitialPosition
 
BoundValueType m_LowerBound
 
unsigned int m_MaximumNumberOfCorrections
 
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
 
unsigned int m_MaximumNumberOfIterations
 
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_NumberOfThreads
 
ScalesType m_Scales
 
bool m_ScalesAreIdentity
 
ScalesEstimatorType::Pointer m_ScalesEstimator
 
ScalesType m_Weights
 
bool m_WeightsAreIdentity
 
- Protected Attributes inherited from itk::LightObject
InternalReferenceCountType m_ReferenceCount
 
SimpleFastMutexLock m_ReferenceCountLock
 

Member Typedef Documentation

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

Definition at line 98 of file itkLBFGSBOptimizerv4.h.

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

Definition at line 93 of file itkLBFGSBOptimizerv4.h.

Definition at line 71 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::CostFunctionAdaptorType itk::LBFGSBOptimizerv4::CostFunctionAdaptorType
protected

Definition at line 162 of file itkLBFGSBOptimizerv4.h.

Internal optimizer type.

Definition at line 165 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::MetricType itk::LBFGSBOptimizerv4::MetricType

Definition at line 73 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::ParametersType itk::LBFGSBOptimizerv4::ParametersType

Definition at line 74 of file itkLBFGSBOptimizerv4.h.

Definition at line 70 of file itkLBFGSBOptimizerv4.h.

typedef Superclass::ScalesType itk::LBFGSBOptimizerv4::ScalesType

Definition at line 75 of file itkLBFGSBOptimizerv4.h.

Standard "Self" typedef.

Definition at line 68 of file itkLBFGSBOptimizerv4.h.

Definition at line 69 of file itkLBFGSBOptimizerv4.h.

Member Enumeration Documentation

Enumerator
UNBOUNDED 
LOWERBOUNDED 
BOTHBOUNDED 
UPPERBOUNDED 

Definition at line 83 of file itkLBFGSBOptimizerv4.h.

Constructor & Destructor Documentation

itk::LBFGSBOptimizerv4::LBFGSBOptimizerv4 ( )
protected
virtual itk::LBFGSBOptimizerv4::~LBFGSBOptimizerv4 ( )
protectedvirtual
itk::LBFGSBOptimizerv4::LBFGSBOptimizerv4 ( const Self )
private

Member Function Documentation

virtual::itk::LightObject::Pointer itk::LBFGSBOptimizerv4::CreateAnother ( void  ) const
virtual

Create an object from an instance, potentially deferring to a factory. This method allows you to create an instance of an object that is exactly the same type as the referring object. This is useful in cases where an object has been cast back to a base class.

Reimplemented from itk::Object.

virtual const BoundSelectionType& itk::LBFGSBOptimizerv4::GetBoundSelection ( ) const
virtual
virtual double itk::LBFGSBOptimizerv4::GetCostFunctionConvergenceFactor ( ) const
virtual
virtual const double& itk::LBFGSBOptimizerv4::GetInfinityNormOfProjectedGradient ( ) const
virtual

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

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

Get the position to initialize the optimization.

Definition at line 104 of file itkLBFGSBOptimizerv4.h.

References m_InitialPosition.

virtual const BoundValueType& itk::LBFGSBOptimizerv4::GetLowerBound ( ) const
virtual
virtual unsigned int itk::LBFGSBOptimizerv4::GetMaximumNumberOfCorrections ( ) const
virtual
virtual const char* itk::LBFGSBOptimizerv4::GetNameOfClass ( ) const
virtual

Run-time type information (and related methods).

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

virtual const BoundValueType& itk::LBFGSBOptimizerv4::GetUpperBound ( ) const
virtual
static Pointer itk::LBFGSBOptimizerv4::New ( )
static

Method for creation through the object factory.

void itk::LBFGSBOptimizerv4::operator= ( const Self )
private
virtual void itk::LBFGSBOptimizerv4::PrintSelf ( std::ostream &  os,
Indent  indent 
) const
protectedvirtual

Print out internal state

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

void itk::LBFGSBOptimizerv4::SetBoundSelection ( const BoundSelectionType select)

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

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.

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

Set the position to initialize the optimization.

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

Set the lower bound value for each variable.

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

Set/Get the MaximumNumberOfCorrections. Default is 5

virtual void itk::LBFGSBOptimizerv4::SetMetric ( MetricType metric)
virtual

Plug in a Cost Function into the optimizer

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

virtual void itk::LBFGSBOptimizerv4::SetScales ( const ScalesType )
virtual

This optimizer does not support scaling of the derivatives.

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

Set the upper bound value for each variable.

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

Start optimization with an initial value.

Reimplemented from itk::LBFGSOptimizerBasev4< vnl_lbfgsb >.

Friends And Related Function Documentation

friend class LBFGSBOptimizerHelperv4
friend

Definition at line 167 of file itkLBFGSBOptimizerv4.h.

Member Data Documentation

BoundSelectionType itk::LBFGSBOptimizerv4::m_BoundSelection
private

Definition at line 178 of file itkLBFGSBOptimizerv4.h.

ParametersType itk::LBFGSBOptimizerv4::m_InitialPosition
private

Definition at line 175 of file itkLBFGSBOptimizerv4.h.

Referenced by GetInitialPosition().

BoundValueType itk::LBFGSBOptimizerv4::m_LowerBound
private

Definition at line 176 of file itkLBFGSBOptimizerv4.h.

unsigned int itk::LBFGSBOptimizerv4::m_MaximumNumberOfCorrections
private

Definition at line 173 of file itkLBFGSBOptimizerv4.h.

BoundValueType itk::LBFGSBOptimizerv4::m_UpperBound
private

Definition at line 177 of file itkLBFGSBOptimizerv4.h.


The documentation for this class was generated from the following file: