// Ceres Solver - A fast non-linear least squares minimizer // Copyright 2010, 2011, 2012 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) // // An example program that minimizes Powell's singular function. // // F = 1/2 (f1^2 + f2^2 + f3^2 + f4^2) // // f1 = x1 + 10*x2; // f2 = sqrt(5) * (x3 - x4) // f3 = (x2 - 2*x3)^2 // f4 = sqrt(10) * (x1 - x4)^2 // // The starting values are x1 = 3, x2 = -1, x3 = 0, x4 = 1. // The minimum is 0 at (x1, x2, x3, x4) = 0. // // From: Testing Unconstrained Optimization Software by Jorge J. More, Burton S. // Garbow and Kenneth E. Hillstrom in ACM Transactions on Mathematical Software, // Vol 7(1), March 1981. #include <vector> #include "ceres/ceres.h" #include "gflags/gflags.h" #include "glog/logging.h" using ceres::AutoDiffCostFunction; using ceres::CostFunction; using ceres::Problem; using ceres::Solver; using ceres::Solve; class F1 { public: template <typename T> bool operator()(const T* const x1, const T* const x2, T* residual) const { // f1 = x1 + 10 * x2; residual[0] = x1[0] + T(10.0) * x2[0]; return true; } }; class F2 { public: template <typename T> bool operator()(const T* const x3, const T* const x4, T* residual) const { // f2 = sqrt(5) (x3 - x4) residual[0] = T(sqrt(5.0)) * (x3[0] - x4[0]); return true; } }; class F3 { public: template <typename T> bool operator()(const T* const x2, const T* const x4, T* residual) const { // f3 = (x2 - 2 x3)^2 residual[0] = (x2[0] - T(2.0) * x4[0]) * (x2[0] - T(2.0) * x4[0]); return true; } }; class F4 { public: template <typename T> bool operator()(const T* const x1, const T* const x4, T* residual) const { // f4 = sqrt(10) (x1 - x4)^2 residual[0] = T(sqrt(10.0)) * (x1[0] - x4[0]) * (x1[0] - x4[0]); return true; } }; int main(int argc, char** argv) { google::ParseCommandLineFlags(&argc, &argv, true); google::InitGoogleLogging(argv[0]); double x1 = 3.0; double x2 = -1.0; double x3 = 0.0; double x4 = 1.0; Problem problem; // Add residual terms to the problem using the using the autodiff // wrapper to get the derivatives automatically. The parameters, x1 through // x4, are modified in place. problem.AddResidualBlock(new AutoDiffCostFunction<F1, 1, 1, 1>(new F1), NULL, &x1, &x2); problem.AddResidualBlock(new AutoDiffCostFunction<F2, 1, 1, 1>(new F2), NULL, &x3, &x4); problem.AddResidualBlock(new AutoDiffCostFunction<F3, 1, 1, 1>(new F3), NULL, &x2, &x3); problem.AddResidualBlock(new AutoDiffCostFunction<F4, 1, 1, 1>(new F4), NULL, &x1, &x4); // Run the solver! Solver::Options options; options.max_num_iterations = 30; options.linear_solver_type = ceres::DENSE_QR; options.minimizer_progress_to_stdout = true; Solver::Summary summary; std::cout << "Initial x1 = " << x1 << ", x2 = " << x2 << ", x3 = " << x3 << ", x4 = " << x4 << "\n"; Solve(options, &problem, &summary); std::cout << summary.BriefReport() << "\n"; std::cout << "Final x1 = " << x1 << ", x2 = " << x2 << ", x3 = " << x3 << ", x4 = " << x4 << "\n"; return 0; }