Preprocessor for the LineSearchMinimizer.

Change-Id: Ieb5dfe1c0b96ef323c1130edd0c3a8a8b2c644cc

internal/ceres/CMakeLists.txt

@@ -72,6 +72,7 @@ SET(CERES_INTERNAL_SRC
     line_search.cc
     line_search_direction.cc
     line_search_minimizer.cc
+    line_search_preprocessor.cc
     linear_least_squares_problems.cc
     linear_operator.cc
     linear_solver.cc
@@ -258,6 +259,7 @@ IF (BUILD_TESTING AND GFLAGS)
   CERES_TEST(jet)
   CERES_TEST(levenberg_marquardt_strategy)
   CERES_TEST(dogleg_strategy)
+  CERES_TEST(line_search_preprocessor)
   CERES_TEST(local_parameterization)
   CERES_TEST(loss_function)
   CERES_TEST(minimizer)

internal/ceres/line_search_preprocessor.cc

@@ -0,0 +1,106 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+
+#include "ceres/line_search_preprocessor.h"
+
+#include <numeric>
+#include <string>
+#include "ceres/evaluator.h"
+#include "ceres/minimizer.h"
+#include "ceres/problem_impl.h"
+#include "ceres/program.h"
+#include "ceres/wall_time.h"
+
+namespace ceres {
+namespace internal {
+namespace {
+
+bool IsProgramValid(const Program& program, string* error) {
+  if (program.IsBoundsConstrained()) {
+    *error = "LINE_SEARCH Minimizer does not support bounds.";
+    return false;
+  }
+  return program.ParameterBlocksAreFinite(error);
+}
+
+bool SetupEvaluator(PreprocessedProblem* pp) {
+  pp->evaluator_options = Evaluator::Options();
+  // This ensures that we get a Block Jacobian Evaluator without any
+  // requirement on orderings.
+  pp->evaluator_options.linear_solver_type = CGNR;
+  pp->evaluator_options.num_eliminate_blocks = 0;
+  pp->evaluator_options.num_threads = pp->options.num_threads;
+  pp->evaluator.reset(Evaluator::Create(pp->evaluator_options,
+                                        pp->reduced_program.get(),
+                                        &pp->error));
+  return (pp->evaluator.get() != NULL);
+}
+
+}  // namespace
+
+LineSearchPreprocessor::~LineSearchPreprocessor() {
+}
+
+bool LineSearchPreprocessor::Preprocess(const Solver::Options& options,
+                                        ProblemImpl* problem,
+                                        PreprocessedProblem* pp) {
+  CHECK_NOTNULL(pp);
+  pp->options = options;
+  ChangeNumThreadsIfNeeded(&pp->options);
+
+  pp->problem = problem;
+  Program* program = problem->mutable_program();
+  if (!IsProgramValid(*program, &pp->error)) {
+    return false;
+  }
+
+  pp->reduced_program.reset(
+      program->CreateReducedProgram(&pp->removed_parameter_blocks,
+                                    &pp->fixed_cost,
+                                    &pp->error));
+
+  if (pp->reduced_program.get() == NULL) {
+    return false;
+  }
+
+  if (pp->reduced_program->NumParameterBlocks() == 0) {
+    return true;
+  }
+
+  if (!SetupEvaluator(pp)) {
+    return false;
+  }
+
+  SetupCommonMinimizerOptions(pp);
+  return true;
+}
+
+}  // namespace internal
+}  // namespace ceres

internal/ceres/line_search_preprocessor.h

@@ -0,0 +1,50 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameragarwal@google.com (Sameer Agarwal)
+
+#ifndef CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
+#define CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_
+
+#include "ceres/preprocessor.h"
+
+namespace ceres {
+namespace internal {
+
+class LineSearchPreprocessor : public Preprocessor {
+ public:
+  virtual ~LineSearchPreprocessor();
+  virtual bool Preprocess(const Solver::Options& options,
+                          ProblemImpl* problem,
+                          PreprocessedProblem* preprocessed_problem);
+};
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_LINE_SEARCH_PREPROCESSOR_H_

internal/ceres/line_search_preprocessor_test.cc

@@ -0,0 +1,136 @@
+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2014 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: sameeragarwal@google.com (Sameer Agarwal)
+
+#include <map>
+
+#include "ceres/problem_impl.h"
+#include "ceres/sized_cost_function.h"
+#include "ceres/solver.h"
+#include "ceres/line_search_preprocessor.h"
+#include "gtest/gtest.h"
+
+namespace ceres {
+namespace internal {
+
+TEST(LineSearchPreprocessor, ZeroProblem) {
+  ProblemImpl problem;
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, ProblemWithInvalidParameterBlock) {
+  ProblemImpl problem;
+  double x = 1.0/0.0;
+  problem.AddParameterBlock(&x, 1);
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, ParameterBlockHasBounds) {
+  ProblemImpl problem;
+  double x = 1.0;
+  problem.AddParameterBlock(&x, 1);
+  problem.SetParameterUpperBound(&x, 0, 1.0);
+  problem.SetParameterLowerBound(&x, 0, 2.0);
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+class FailingCostFunction : public SizedCostFunction<1, 1> {
+ public:
+  bool Evaluate(double const* const* parameters,
+                double* residuals,
+                double** jacobians) const {
+    return false;
+  }
+};
+
+TEST(LineSearchPreprocessor, RemoveParameterBlocksFailed) {
+  ProblemImpl problem;
+  double x = 3.0;
+  problem.AddResidualBlock(new FailingCostFunction, NULL, &x);
+  problem.SetParameterBlockConstant(&x);
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_FALSE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+TEST(LineSearchPreprocessor, RemoveParameterBlocksSucceeds) {
+  ProblemImpl problem;
+  double x = 3.0;
+  problem.AddParameterBlock(&x, 1);
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+}
+
+template<int kNumResiduals, int N1 = 0, int N2 = 0, int N3 = 0>
+class DummyCostFunction : public SizedCostFunction<kNumResiduals, N1, N2, N3> {
+ public:
+  bool Evaluate(double const* const* parameters,
+                double* residuals,
+                double** jacobians) const {
+    return true;
+  }
+};
+
+TEST(LineSearchPreprocessor, NormalOperation) {
+  ProblemImpl problem;
+  double x = 1.0;
+  double y = 1.0;
+  double z = 1.0;
+  problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &x, &y);
+  problem.AddResidualBlock(new DummyCostFunction<1, 1, 1>, NULL, &y, &z);
+
+  Solver::Options options;
+  options.minimizer_type = LINE_SEARCH;
+
+  LineSearchPreprocessor preprocessor;
+  PreprocessedProblem pp;
+  EXPECT_TRUE(preprocessor.Preprocess(options, &problem, &pp));
+  EXPECT_EQ(pp.evaluator_options.linear_solver_type, CGNR);
+  EXPECT_TRUE(pp.evaluator.get() != NULL);
+}
+
+}  // namespace internal
+}  // namespace ceres

internal/ceres/preprocessor.cc

@@ -30,6 +30,7 @@
 
 #include "ceres/callbacks.h"
 #include "ceres/gradient_checking_cost_function.h"
+#include "ceres/line_search_preprocessor.h"
 #include "ceres/preprocessor.h"
 #include "ceres/problem_impl.h"
 #include "ceres/solver.h"
@@ -43,8 +44,9 @@ Preprocessor* Preprocessor::Create(MinimizerType minimizer_type) {
     return new TrustRegionPreprocessor;
   }
 
-  // TODO(sameeragarwal): Add the LineSearchPreprocessor when it is
-  // ready.
+  if (minimizer_type == LINE_SEARCH) {
+    return new LineSearchPreprocessor;
+  }
 
   LOG(FATAL) << "Unknown minimizer_type: " << minimizer_type;
   return NULL;