|  | @@ -58,13 +58,14 @@
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				|  |  |  namespace ceres {
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				|  |  |  namespace examples {
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				|  |  |  
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				|  |  | -#define BEGIN_BOUNDS_TEST(name, num_parameters, num_residuals)          \
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				|  |  | +#define BEGIN_MGH_PROBLEM(name, num_parameters, num_residuals)          \
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				|  |  |    struct name {                                                         \
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				|  |  |      static const int kNumParameters = num_parameters;                   \
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				|  |  |      static const double initial_x[kNumParameters];                      \
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				|  |  |      static const double lower_bounds[kNumParameters];                   \
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				|  |  |      static const double upper_bounds[kNumParameters];                   \
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				|  |  | -    static const double optimal_cost;                                   \
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				|  |  | +    static const double constrained_optimal_cost;                       \
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				|  |  | +    static const double unconstrained_optimal_cost;                     \
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				|  |  |      static CostFunction* Create() {                                     \
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				|  |  |        return new AutoDiffCostFunction<name,                             \
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				|  |  |                                        num_residuals,                    \
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				|  | @@ -73,47 +74,50 @@ namespace examples {
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				|  |  |      template <typename T>                                               \
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				|  |  |      bool operator()(const T* const x, T* residual) const {
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				|  |  |  
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				|  |  | -#define END_BOUNDS_TEST return true; } };
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				|  |  | +#define END_MGH_PROBLEM return true; } };
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				|  |  |  
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				|  |  | -BEGIN_BOUNDS_TEST(TestProblem3, 2, 2)
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				|  |  | +BEGIN_MGH_PROBLEM(TestProblem3, 2, 2)
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				|  |  |    const T x1 = x[0];
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				|  |  |    const T x2 = x[1];
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				|  |  |    residual[0] = T(10000.0) * x1 * x2 - T(1.0);
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				|  |  |    residual[1] = exp(-x1) + exp(-x2) - T(1.0001);
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				|  |  | -END_BOUNDS_TEST;
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				|  |  | +END_MGH_PROBLEM;
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				|  |  |  
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				|  |  |  const double TestProblem3::initial_x[] = {0.0, 1.0};
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				|  |  |  const double TestProblem3::lower_bounds[] = {0.0, 1.0};
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				|  |  |  const double TestProblem3::upper_bounds[] = {1.0, 9.0};
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				|  |  | -const double TestProblem3::optimal_cost = 0.15125900e-9;
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				|  |  | +const double TestProblem3::constrained_optimal_cost = 0.15125900e-9;
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				|  |  | +const double TestProblem3::unconstrained_optimal_cost = 0.0;
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				|  |  |  
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				|  |  | -BEGIN_BOUNDS_TEST(TestProblem4, 2, 3)
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				|  |  | +BEGIN_MGH_PROBLEM(TestProblem4, 2, 3)
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				|  |  |    const T x1 = x[0];
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				|  |  |    const T x2 = x[1];
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				|  |  |    residual[0] = x1  - T(1000000.0);
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				|  |  |    residual[1] = x2 - T(0.000002);
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				|  |  |    residual[2] = x1 * x2 - T(2.0);
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				|  |  | -END_BOUNDS_TEST;
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				|  |  | +END_MGH_PROBLEM;
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				|  |  |  
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				|  |  |  const double TestProblem4::initial_x[] = {1.0, 1.0};
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				|  |  |  const double TestProblem4::lower_bounds[] = {0.0, 0.00003};
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				|  |  |  const double TestProblem4::upper_bounds[] = {1000000.0, 100.0};
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				|  |  | -const double TestProblem4::optimal_cost = 0.78400000e3;
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				|  |  | +const double TestProblem4::constrained_optimal_cost = 0.78400000e3;
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				|  |  | +const double TestProblem4::unconstrained_optimal_cost = 0.0;
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				|  |  |  
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				|  |  | -BEGIN_BOUNDS_TEST(TestProblem5, 2, 3)
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				|  |  | +BEGIN_MGH_PROBLEM(TestProblem5, 2, 3)
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				|  |  |    const T x1 = x[0];
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				|  |  |    const T x2 = x[1];
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				|  |  |    residual[0] = T(1.5) - x1 * (T(1.0) - x2);
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				|  |  |    residual[1] = T(2.25) - x1 * (T(1.0) - x2 * x2);
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				|  |  |    residual[2] = T(2.625) - x1 * (T(1.0) - x2 * x2 * x2);
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				|  |  | -END_BOUNDS_TEST;
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				|  |  | +END_MGH_PROBLEM;
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				|  |  |  
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				|  |  |  const double TestProblem5::initial_x[] = {1.0, 1.0};
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				|  |  |  const double TestProblem5::lower_bounds[] = {0.6, 0.5};
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				|  |  |  const double TestProblem5::upper_bounds[] = {10.0, 100.0};
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				|  |  | -const double TestProblem5::optimal_cost = 0.0;
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				|  |  | +const double TestProblem5::constrained_optimal_cost = 0.0;
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				|  |  | +const double TestProblem5::unconstrained_optimal_cost = 0.0;
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				|  |  |  
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				|  |  | -BEGIN_BOUNDS_TEST(TestProblem7, 3, 3)
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				|  |  | +BEGIN_MGH_PROBLEM(TestProblem7, 3, 3)
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				|  |  |    const T x1 = x[0];
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				|  |  |    const T x2 = x[1];
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				|  |  |    const T x3 = x[2];
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				|  | @@ -122,14 +126,15 @@ BEGIN_BOUNDS_TEST(TestProblem7, 3, 3)
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				|  |  |    residual[0] = T(10.0) * (x3 - T(10.0) * theta);
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				|  |  |    residual[1] = T(10.0) * (sqrt(x1 * x1 + x2 * x2) - T(1.0));
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				|  |  |    residual[2] = x3;
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				|  |  | -END_BOUNDS_TEST;
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				|  |  | +END_MGH_PROBLEM;
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				|  |  |  
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				|  |  |  const double TestProblem7::initial_x[] = {-1.0, 0.0, 0.0};
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				|  |  |  const double TestProblem7::lower_bounds[] = {-100.0, -1.0, -1.0};
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				|  |  |  const double TestProblem7::upper_bounds[] = {0.8, 1.0, 1.0};
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				|  |  | -const double TestProblem7::optimal_cost = 0.99042212;
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				|  |  | +const double TestProblem7::constrained_optimal_cost = 0.99042212;
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				|  |  | +const double TestProblem7::unconstrained_optimal_cost = 0.0;
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				|  |  |  
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				|  |  | -BEGIN_BOUNDS_TEST(TestProblem9, 3, 15)
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				|  |  | +BEGIN_MGH_PROBLEM(TestProblem9, 3, 15)
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				|  |  |    const T x1 = x[0];
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				|  |  |    const T x2 = x[1];
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				|  |  |    const T x3 = x[2];
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				|  | @@ -142,17 +147,18 @@ BEGIN_BOUNDS_TEST(TestProblem9, 3, 15)
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				|  |  |      const T y_i = T(y[i]);
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				|  |  |      residual[i] = x1 * exp( -x2 * (t_i - x3) * (t_i - x3) / T(2.0)) - y_i;
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				|  |  |    }
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				|  |  | -END_BOUNDS_TEST;
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				|  |  | +END_MGH_PROBLEM;
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				|  |  |  
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				|  |  |  const double TestProblem9::initial_x[] = {0.4, 1.0, 0.0};
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				|  |  |  const double TestProblem9::lower_bounds[] = {0.398, 1.0 ,-0.5};
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				|  |  |  const double TestProblem9::upper_bounds[] = {4.2, 2.0, 0.1};
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				|  |  | -const double TestProblem9::optimal_cost = 0.11279300e-7;
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				|  |  | +const double TestProblem9::constrained_optimal_cost = 0.11279300e-7;
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				|  |  | +const double TestProblem9::unconstrained_optimal_cost = 0.112793e-7;
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				|  |  |  
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				|  |  | -#undef BEGIN_BOUNDS_TEST
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				|  |  | -#undef END_BOUNDS_TEST
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				|  |  | +#undef BEGIN_MGH_PROBLEM
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				|  |  | +#undef END_MGH_PROBLEM
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				|  |  |  
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				|  |  | -template<typename TestProblem> string Solve() {
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				|  |  | +template<typename TestProblem> string ConstrainedSolve() {
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				|  |  |    double x[TestProblem::kNumParameters];
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				|  |  |    std::copy(TestProblem::initial_x,
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				|  |  |              TestProblem::initial_x + TestProblem::kNumParameters,
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				|  | @@ -176,8 +182,40 @@ template<typename TestProblem> string Solve() {
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				|  |  |  
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				|  |  |    const double kMinLogRelativeError = 5.0;
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				|  |  |    const double log_relative_error = -std::log10(
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				|  |  | -      std::abs(2.0 * summary.final_cost - TestProblem::optimal_cost) /
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				|  |  | -      (TestProblem::optimal_cost > 0.0 ? TestProblem::optimal_cost : 1.0));
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				|  |  | +      std::abs(2.0 * summary.final_cost - TestProblem::constrained_optimal_cost) /
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				|  |  | +      (TestProblem::constrained_optimal_cost > 0.0
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				|  |  | +       ? TestProblem::constrained_optimal_cost
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				|  |  | +       : 1.0));
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				|  |  | +
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				|  |  | +  return (log_relative_error >= kMinLogRelativeError
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				|  |  | +          ? "Success\n"
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				|  |  | +          : "Failure\n");
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				|  |  | +}
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				|  |  | +
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				|  |  | +template<typename TestProblem> string UnconstrainedSolve() {
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				|  |  | +  double x[TestProblem::kNumParameters];
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				|  |  | +  std::copy(TestProblem::initial_x,
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				|  |  | +            TestProblem::initial_x + TestProblem::kNumParameters,
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				|  |  | +            x);
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				|  |  | +
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				|  |  | +  Problem problem;
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				|  |  | +  problem.AddResidualBlock(TestProblem::Create(), NULL, x);
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				|  |  | +
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				|  |  | +  Solver::Options options;
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				|  |  | +  options.parameter_tolerance = 1e-18;
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				|  |  | +  options.function_tolerance = 1e-18;
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				|  |  | +  options.gradient_tolerance = 1e-18;
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				|  |  | +  options.max_num_iterations = 1000;
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				|  |  | +  options.linear_solver_type = DENSE_QR;
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				|  |  | +  Solver::Summary summary;
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				|  |  | +  Solve(options, &problem, &summary);
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				|  |  | +
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				|  |  | +  const double kMinLogRelativeError = 5.0;
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				|  |  | +  const double log_relative_error = -std::log10(
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				|  |  | +      std::abs(2.0 * summary.final_cost - TestProblem::unconstrained_optimal_cost) /
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				|  |  | +      (TestProblem::unconstrained_optimal_cost > 0.0
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				|  |  | +       ? TestProblem::unconstrained_optimal_cost
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				|  |  | +       : 1.0));
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				|  |  |  
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				|  |  |    return (log_relative_error >= kMinLogRelativeError
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				|  |  |            ? "Success\n"
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				|  | @@ -191,13 +229,32 @@ int main(int argc, char** argv) {
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				|  |  |    google::ParseCommandLineFlags(&argc, &argv, true);
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				|  |  |    google::InitGoogleLogging(argv[0]);
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				|  |  |  
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				|  |  | -  using ceres::examples::Solve;
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				|  |  | +  using ceres::examples::ConstrainedSolve;
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				|  |  | +  using ceres::examples::UnconstrainedSolve;
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				|  |  | +
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				|  |  | +  std::cout << "Unconstrained Problems\n";
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				|  |  | +  std::cout << "Test problem 3 : "
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				|  |  | +            << UnconstrainedSolve<ceres::examples::TestProblem3>();
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				|  |  | +  std::cout << "Test problem 4 : "
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				|  |  | +            << UnconstrainedSolve<ceres::examples::TestProblem4>();
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				|  |  | +  std::cout << "Test problem 5 : "
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				|  |  | +            << UnconstrainedSolve<ceres::examples::TestProblem5>();
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				|  |  | +  std::cout << "Test problem 7 : "
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				|  |  | +            << UnconstrainedSolve<ceres::examples::TestProblem7>();
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				|  |  | +  std::cout << "Test problem 9 : "
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				|  |  | +            << UnconstrainedSolve<ceres::examples::TestProblem9>();
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				|  |  |  
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				|  |  | -  std::cout << "Test problem 3 : " << Solve<ceres::examples::TestProblem3>();
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				|  |  | -  std::cout << "Test problem 4 : " << Solve<ceres::examples::TestProblem4>();
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				|  |  | -  std::cout << "Test problem 5 : " << Solve<ceres::examples::TestProblem5>();
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				|  |  | -  std::cout << "Test problem 7 : " << Solve<ceres::examples::TestProblem7>();
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				|  |  | -  std::cout << "Test problem 9 : " << Solve<ceres::examples::TestProblem9>();
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				|  |  | +  std::cout << "Constrained Problems\n";
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				|  |  | +  std::cout << "Test problem 3 : "
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				|  |  | +            << ConstrainedSolve<ceres::examples::TestProblem3>();
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				|  |  | +  std::cout << "Test problem 4 : "
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				|  |  | +            << ConstrainedSolve<ceres::examples::TestProblem4>();
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				|  |  | +  std::cout << "Test problem 5 : "
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				|  |  | +            << ConstrainedSolve<ceres::examples::TestProblem5>();
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				|  |  | +  std::cout << "Test problem 7 : "
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				|  |  | +            << ConstrainedSolve<ceres::examples::TestProblem7>();
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				|  |  | +  std::cout << "Test problem 9 : "
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				|  |  | +            << ConstrainedSolve<ceres::examples::TestProblem9>();
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				|  |  |  
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				|  |  |    return 0;
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				|  |  |  }
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