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Angus Kong0ae28bd2013-02-13 14:56:04 -08001// Ceres Solver - A fast non-linear least squares minimizer
2// Copyright 2012 Google Inc. All rights reserved.
3// http://code.google.com/p/ceres-solver/
4//
5// Redistribution and use in source and binary forms, with or without
6// modification, are permitted provided that the following conditions are met:
7//
8// * Redistributions of source code must retain the above copyright notice,
9// this list of conditions and the following disclaimer.
10// * Redistributions in binary form must reproduce the above copyright notice,
11// this list of conditions and the following disclaimer in the documentation
12// and/or other materials provided with the distribution.
13// * Neither the name of Google Inc. nor the names of its contributors may be
14// used to endorse or promote products derived from this software without
15// specific prior written permission.
16//
17// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
18// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
19// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
20// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
21// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
22// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
23// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
24// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
25// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
26// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
27// POSSIBILITY OF SUCH DAMAGE.
28//
29// Author: sameeragarwal@google.com (Sameer Agarwal)
30//
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070031// The National Institute of Standards and Technology has released a
32// set of problems to test non-linear least squares solvers.
Angus Kong0ae28bd2013-02-13 14:56:04 -080033//
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070034// More information about the background on these problems and
35// suggested evaluation methodology can be found at:
Angus Kong0ae28bd2013-02-13 14:56:04 -080036//
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070037// http://www.itl.nist.gov/div898/strd/nls/nls_info.shtml
Angus Kong0ae28bd2013-02-13 14:56:04 -080038//
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070039// The problem data themselves can be found at
40//
41// http://www.itl.nist.gov/div898/strd/nls/nls_main.shtml
42//
43// The problems are divided into three levels of difficulty, Easy,
44// Medium and Hard. For each problem there are two starting guesses,
45// the first one far away from the global minimum and the second
46// closer to it.
47//
48// A problem is considered successfully solved, if every components of
49// the solution matches the globally optimal solution in at least 4
50// digits or more.
51//
52// This dataset was used for an evaluation of Non-linear least squares
53// solvers:
54//
55// P. F. Mondragon & B. Borchers, A Comparison of Nonlinear Regression
56// Codes, Journal of Modern Applied Statistical Methods, 4(1):343-351,
57// 2005.
58//
59// The results from Mondragon & Borchers can be summarized as
60// Excel Gnuplot GaussFit HBN MinPack
61// Average LRE 2.3 4.3 4.0 6.8 4.4
62// Winner 1 5 12 29 12
63//
64// Where the row Winner counts, the number of problems for which the
65// solver had the highest LRE.
66
67// In this file, we implement the same evaluation methodology using
68// Ceres. Currently using Levenberg-Marquard with DENSE_QR, we get
69//
70// Excel Gnuplot GaussFit HBN MinPack Ceres
71// Average LRE 2.3 4.3 4.0 6.8 4.4 9.4
72// Winner 0 0 5 11 2 41
Angus Kong0ae28bd2013-02-13 14:56:04 -080073
74#include <iostream>
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070075#include <iterator>
Angus Kong0ae28bd2013-02-13 14:56:04 -080076#include <fstream>
77#include "ceres/ceres.h"
Angus Kong0ae28bd2013-02-13 14:56:04 -080078#include "gflags/gflags.h"
79#include "glog/logging.h"
80#include "Eigen/Core"
81
82DEFINE_string(nist_data_dir, "", "Directory containing the NIST non-linear"
83 "regression examples");
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070084DEFINE_string(minimizer, "trust_region",
85 "Minimizer type to use, choices are: line_search & trust_region");
Angus Kong0ae28bd2013-02-13 14:56:04 -080086DEFINE_string(trust_region_strategy, "levenberg_marquardt",
87 "Options are: levenberg_marquardt, dogleg");
88DEFINE_string(dogleg, "traditional_dogleg",
89 "Options are: traditional_dogleg, subspace_dogleg");
90DEFINE_string(linear_solver, "dense_qr", "Options are: "
91 "sparse_cholesky, dense_qr, dense_normal_cholesky and"
92 "cgnr");
93DEFINE_string(preconditioner, "jacobi", "Options are: "
94 "identity, jacobi");
Sascha Haeberling1d2624a2013-07-23 19:00:21 -070095DEFINE_string(line_search, "armijo",
96 "Line search algorithm to use, choices are: armijo and wolfe.");
97DEFINE_string(line_search_direction, "lbfgs",
98 "Line search direction algorithm to use, choices: lbfgs, bfgs");
99DEFINE_int32(max_line_search_iterations, 20,
100 "Maximum number of iterations for each line search.");
101DEFINE_int32(max_line_search_restarts, 10,
102 "Maximum number of restarts of line search direction algorithm.");
103DEFINE_string(line_search_interpolation, "cubic",
104 "Degree of polynomial aproximation in line search, "
105 "choices are: bisection, quadratic & cubic.");
106DEFINE_int32(lbfgs_rank, 20,
107 "Rank of L-BFGS inverse Hessian approximation in line search.");
108DEFINE_bool(approximate_eigenvalue_bfgs_scaling, false,
109 "Use approximate eigenvalue scaling in (L)BFGS line search.");
110DEFINE_double(sufficient_decrease, 1.0e-4,
111 "Line search Armijo sufficient (function) decrease factor.");
112DEFINE_double(sufficient_curvature_decrease, 0.9,
113 "Line search Wolfe sufficient curvature decrease factor.");
Angus Kong0ae28bd2013-02-13 14:56:04 -0800114DEFINE_int32(num_iterations, 10000, "Number of iterations");
115DEFINE_bool(nonmonotonic_steps, false, "Trust region algorithm can use"
116 " nonmonotic steps");
117DEFINE_double(initial_trust_region_radius, 1e4, "Initial trust region radius");
118
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700119namespace ceres {
120namespace examples {
121
Angus Kong0ae28bd2013-02-13 14:56:04 -0800122using Eigen::Dynamic;
123using Eigen::RowMajor;
124typedef Eigen::Matrix<double, Dynamic, 1> Vector;
125typedef Eigen::Matrix<double, Dynamic, Dynamic, RowMajor> Matrix;
126
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700127void SplitStringUsingChar(const string& full,
128 const char delim,
129 vector<string>* result) {
130 back_insert_iterator< vector<string> > it(*result);
131
132 const char* p = full.data();
133 const char* end = p + full.size();
134 while (p != end) {
135 if (*p == delim) {
136 ++p;
137 } else {
138 const char* start = p;
139 while (++p != end && *p != delim) {
140 // Skip to the next occurence of the delimiter.
141 }
142 *it++ = string(start, p - start);
143 }
144 }
145}
146
Angus Kong0ae28bd2013-02-13 14:56:04 -0800147bool GetAndSplitLine(std::ifstream& ifs, std::vector<std::string>* pieces) {
148 pieces->clear();
149 char buf[256];
150 ifs.getline(buf, 256);
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700151 SplitStringUsingChar(std::string(buf), ' ', pieces);
Angus Kong0ae28bd2013-02-13 14:56:04 -0800152 return true;
153}
154
155void SkipLines(std::ifstream& ifs, int num_lines) {
156 char buf[256];
157 for (int i = 0; i < num_lines; ++i) {
158 ifs.getline(buf, 256);
159 }
160}
161
Angus Kong0ae28bd2013-02-13 14:56:04 -0800162class NISTProblem {
163 public:
164 explicit NISTProblem(const std::string& filename) {
165 std::ifstream ifs(filename.c_str(), std::ifstream::in);
166
167 std::vector<std::string> pieces;
168 SkipLines(ifs, 24);
169 GetAndSplitLine(ifs, &pieces);
170 const int kNumResponses = std::atoi(pieces[1].c_str());
171
172 GetAndSplitLine(ifs, &pieces);
173 const int kNumPredictors = std::atoi(pieces[0].c_str());
174
175 GetAndSplitLine(ifs, &pieces);
176 const int kNumObservations = std::atoi(pieces[0].c_str());
177
178 SkipLines(ifs, 4);
179 GetAndSplitLine(ifs, &pieces);
180 const int kNumParameters = std::atoi(pieces[0].c_str());
181 SkipLines(ifs, 8);
182
183 // Get the first line of initial and final parameter values to
184 // determine the number of tries.
185 GetAndSplitLine(ifs, &pieces);
186 const int kNumTries = pieces.size() - 4;
187
188 predictor_.resize(kNumObservations, kNumPredictors);
189 response_.resize(kNumObservations, kNumResponses);
190 initial_parameters_.resize(kNumTries, kNumParameters);
191 final_parameters_.resize(1, kNumParameters);
192
193 // Parse the line for parameter b1.
194 int parameter_id = 0;
195 for (int i = 0; i < kNumTries; ++i) {
196 initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str());
197 }
198 final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str());
199
200 // Parse the remaining parameter lines.
201 for (int parameter_id = 1; parameter_id < kNumParameters; ++parameter_id) {
202 GetAndSplitLine(ifs, &pieces);
203 // b2, b3, ....
204 for (int i = 0; i < kNumTries; ++i) {
205 initial_parameters_(i, parameter_id) = std::atof(pieces[i + 2].c_str());
206 }
207 final_parameters_(0, parameter_id) = std::atof(pieces[2 + kNumTries].c_str());
208 }
209
210 // Certfied cost
211 SkipLines(ifs, 1);
212 GetAndSplitLine(ifs, &pieces);
213 certified_cost_ = std::atof(pieces[4].c_str()) / 2.0;
214
215 // Read the observations.
216 SkipLines(ifs, 18 - kNumParameters);
217 for (int i = 0; i < kNumObservations; ++i) {
218 GetAndSplitLine(ifs, &pieces);
219 // Response.
220 for (int j = 0; j < kNumResponses; ++j) {
221 response_(i, j) = std::atof(pieces[j].c_str());
222 }
223
224 // Predictor variables.
225 for (int j = 0; j < kNumPredictors; ++j) {
226 predictor_(i, j) = std::atof(pieces[j + kNumResponses].c_str());
227 }
228 }
229 }
230
231 Matrix initial_parameters(int start) const { return initial_parameters_.row(start); }
232 Matrix final_parameters() const { return final_parameters_; }
233 Matrix predictor() const { return predictor_; }
234 Matrix response() const { return response_; }
235 int predictor_size() const { return predictor_.cols(); }
236 int num_observations() const { return predictor_.rows(); }
237 int response_size() const { return response_.cols(); }
238 int num_parameters() const { return initial_parameters_.cols(); }
239 int num_starts() const { return initial_parameters_.rows(); }
240 double certified_cost() const { return certified_cost_; }
241
242 private:
243 Matrix predictor_;
244 Matrix response_;
245 Matrix initial_parameters_;
246 Matrix final_parameters_;
247 double certified_cost_;
248};
249
250#define NIST_BEGIN(CostFunctionName) \
251 struct CostFunctionName { \
252 CostFunctionName(const double* const x, \
253 const double* const y) \
254 : x_(*x), y_(*y) {} \
255 double x_; \
256 double y_; \
257 template <typename T> \
258 bool operator()(const T* const b, T* residual) const { \
259 const T y(y_); \
260 const T x(x_); \
261 residual[0] = y - (
262
263#define NIST_END ); return true; }};
264
265// y = b1 * (b2+x)**(-1/b3) + e
266NIST_BEGIN(Bennet5)
267 b[0] * pow(b[1] + x, T(-1.0) / b[2])
268NIST_END
269
270// y = b1*(1-exp[-b2*x]) + e
271NIST_BEGIN(BoxBOD)
272 b[0] * (T(1.0) - exp(-b[1] * x))
273NIST_END
274
275// y = exp[-b1*x]/(b2+b3*x) + e
276NIST_BEGIN(Chwirut)
277 exp(-b[0] * x) / (b[1] + b[2] * x)
278NIST_END
279
280// y = b1*x**b2 + e
281NIST_BEGIN(DanWood)
282 b[0] * pow(x, b[1])
283NIST_END
284
285// y = b1*exp( -b2*x ) + b3*exp( -(x-b4)**2 / b5**2 )
286// + b6*exp( -(x-b7)**2 / b8**2 ) + e
287NIST_BEGIN(Gauss)
288 b[0] * exp(-b[1] * x) +
289 b[2] * exp(-pow((x - b[3])/b[4], 2)) +
290 b[5] * exp(-pow((x - b[6])/b[7],2))
291NIST_END
292
293// y = b1*exp(-b2*x) + b3*exp(-b4*x) + b5*exp(-b6*x) + e
294NIST_BEGIN(Lanczos)
295 b[0] * exp(-b[1] * x) + b[2] * exp(-b[3] * x) + b[4] * exp(-b[5] * x)
296NIST_END
297
298// y = (b1+b2*x+b3*x**2+b4*x**3) /
299// (1+b5*x+b6*x**2+b7*x**3) + e
300NIST_BEGIN(Hahn1)
301 (b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
302 (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
303NIST_END
304
305// y = (b1 + b2*x + b3*x**2) /
306// (1 + b4*x + b5*x**2) + e
307NIST_BEGIN(Kirby2)
308 (b[0] + b[1] * x + b[2] * x * x) /
309 (T(1.0) + b[3] * x + b[4] * x * x)
310NIST_END
311
312// y = b1*(x**2+x*b2) / (x**2+x*b3+b4) + e
313NIST_BEGIN(MGH09)
314 b[0] * (x * x + x * b[1]) / (x * x + x * b[2] + b[3])
315NIST_END
316
317// y = b1 * exp[b2/(x+b3)] + e
318NIST_BEGIN(MGH10)
319 b[0] * exp(b[1] / (x + b[2]))
320NIST_END
321
322// y = b1 + b2*exp[-x*b4] + b3*exp[-x*b5]
323NIST_BEGIN(MGH17)
324 b[0] + b[1] * exp(-x * b[3]) + b[2] * exp(-x * b[4])
325NIST_END
326
327// y = b1*(1-exp[-b2*x]) + e
328NIST_BEGIN(Misra1a)
329 b[0] * (T(1.0) - exp(-b[1] * x))
330NIST_END
331
332// y = b1 * (1-(1+b2*x/2)**(-2)) + e
333NIST_BEGIN(Misra1b)
334 b[0] * (T(1.0) - T(1.0)/ ((T(1.0) + b[1] * x / 2.0) * (T(1.0) + b[1] * x / 2.0)))
335NIST_END
336
337// y = b1 * (1-(1+2*b2*x)**(-.5)) + e
338NIST_BEGIN(Misra1c)
339 b[0] * (T(1.0) - pow(T(1.0) + T(2.0) * b[1] * x, -0.5))
340NIST_END
341
342// y = b1*b2*x*((1+b2*x)**(-1)) + e
343NIST_BEGIN(Misra1d)
344 b[0] * b[1] * x / (T(1.0) + b[1] * x)
345NIST_END
346
347const double kPi = 3.141592653589793238462643383279;
348// pi = 3.141592653589793238462643383279E0
349// y = b1 - b2*x - arctan[b3/(x-b4)]/pi + e
350NIST_BEGIN(Roszman1)
351 b[0] - b[1] * x - atan2(b[2], (x - b[3]))/T(kPi)
352NIST_END
353
354// y = b1 / (1+exp[b2-b3*x]) + e
355NIST_BEGIN(Rat42)
356 b[0] / (T(1.0) + exp(b[1] - b[2] * x))
357NIST_END
358
359// y = b1 / ((1+exp[b2-b3*x])**(1/b4)) + e
360NIST_BEGIN(Rat43)
361 b[0] / pow(T(1.0) + exp(b[1] - b[2] * x), T(1.0) / b[3])
362NIST_END
363
364// y = (b1 + b2*x + b3*x**2 + b4*x**3) /
365// (1 + b5*x + b6*x**2 + b7*x**3) + e
366NIST_BEGIN(Thurber)
367 (b[0] + b[1] * x + b[2] * x * x + b[3] * x * x * x) /
368 (T(1.0) + b[4] * x + b[5] * x * x + b[6] * x * x * x)
369NIST_END
370
371// y = b1 + b2*cos( 2*pi*x/12 ) + b3*sin( 2*pi*x/12 )
372// + b5*cos( 2*pi*x/b4 ) + b6*sin( 2*pi*x/b4 )
373// + b8*cos( 2*pi*x/b7 ) + b9*sin( 2*pi*x/b7 ) + e
374NIST_BEGIN(ENSO)
375 b[0] + b[1] * cos(T(2.0 * kPi) * x / T(12.0)) +
376 b[2] * sin(T(2.0 * kPi) * x / T(12.0)) +
377 b[4] * cos(T(2.0 * kPi) * x / b[3]) +
378 b[5] * sin(T(2.0 * kPi) * x / b[3]) +
379 b[7] * cos(T(2.0 * kPi) * x / b[6]) +
380 b[8] * sin(T(2.0 * kPi) * x / b[6])
381NIST_END
382
383// y = (b1/b2) * exp[-0.5*((x-b3)/b2)**2] + e
384NIST_BEGIN(Eckerle4)
385 b[0] / b[1] * exp(T(-0.5) * pow((x - b[2])/b[1], 2))
386NIST_END
387
388struct Nelson {
389 public:
390 Nelson(const double* const x, const double* const y)
391 : x1_(x[0]), x2_(x[1]), y_(y[0]) {}
392
393 template <typename T>
394 bool operator()(const T* const b, T* residual) const {
395 // log[y] = b1 - b2*x1 * exp[-b3*x2] + e
396 residual[0] = T(log(y_)) - (b[0] - b[1] * T(x1_) * exp(-b[2] * T(x2_)));
397 return true;
398 }
399
400 private:
401 double x1_;
402 double x2_;
403 double y_;
404};
405
406template <typename Model, int num_residuals, int num_parameters>
407int RegressionDriver(const std::string& filename,
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700408 const ceres::Solver::Options& options) {
Angus Kong0ae28bd2013-02-13 14:56:04 -0800409 NISTProblem nist_problem(FLAGS_nist_data_dir + filename);
410 CHECK_EQ(num_residuals, nist_problem.response_size());
411 CHECK_EQ(num_parameters, nist_problem.num_parameters());
412
413 Matrix predictor = nist_problem.predictor();
414 Matrix response = nist_problem.response();
415 Matrix final_parameters = nist_problem.final_parameters();
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700416
417 printf("%s\n", filename.c_str());
Angus Kong0ae28bd2013-02-13 14:56:04 -0800418
419 // Each NIST problem comes with multiple starting points, so we
420 // construct the problem from scratch for each case and solve it.
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700421 int num_success = 0;
Angus Kong0ae28bd2013-02-13 14:56:04 -0800422 for (int start = 0; start < nist_problem.num_starts(); ++start) {
423 Matrix initial_parameters = nist_problem.initial_parameters(start);
424
425 ceres::Problem problem;
426 for (int i = 0; i < nist_problem.num_observations(); ++i) {
427 problem.AddResidualBlock(
428 new ceres::AutoDiffCostFunction<Model, num_residuals, num_parameters>(
429 new Model(predictor.data() + nist_problem.predictor_size() * i,
430 response.data() + nist_problem.response_size() * i)),
431 NULL,
432 initial_parameters.data());
433 }
434
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700435 ceres::Solver::Summary summary;
436 Solve(options, &problem, &summary);
Angus Kong0ae28bd2013-02-13 14:56:04 -0800437
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700438 // Compute the LRE by comparing each component of the solution
439 // with the ground truth, and taking the minimum.
440 Matrix final_parameters = nist_problem.final_parameters();
441 const double kMaxNumSignificantDigits = 11;
442 double log_relative_error = kMaxNumSignificantDigits + 1;
443 for (int i = 0; i < num_parameters; ++i) {
444 const double tmp_lre =
445 -std::log10(std::fabs(final_parameters(i) - initial_parameters(i)) /
446 std::fabs(final_parameters(i)));
447 // The maximum LRE is capped at 11 - the precision at which the
448 // ground truth is known.
449 //
450 // The minimum LRE is capped at 0 - no digits match between the
451 // computed solution and the ground truth.
452 log_relative_error =
453 std::min(log_relative_error,
454 std::max(0.0, std::min(kMaxNumSignificantDigits, tmp_lre)));
Angus Kong0ae28bd2013-02-13 14:56:04 -0800455 }
456
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700457 const int kMinNumMatchingDigits = 4;
458 if (log_relative_error >= kMinNumMatchingDigits) {
Angus Kong0ae28bd2013-02-13 14:56:04 -0800459 ++num_success;
460 }
Angus Kong0ae28bd2013-02-13 14:56:04 -0800461
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700462 printf("start: %d status: %s lre: %4.1f initial cost: %e final cost:%e "
463 "certified cost: %e total iterations: %d\n",
464 start + 1,
465 log_relative_error < kMinNumMatchingDigits ? "FAILURE" : "SUCCESS",
466 log_relative_error,
467 summary.initial_cost,
468 summary.final_cost,
469 nist_problem.certified_cost(),
470 (summary.num_successful_steps + summary.num_unsuccessful_steps));
Angus Kong0ae28bd2013-02-13 14:56:04 -0800471 }
Angus Kong0ae28bd2013-02-13 14:56:04 -0800472 return num_success;
473}
474
475void SetMinimizerOptions(ceres::Solver::Options* options) {
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700476 CHECK(ceres::StringToMinimizerType(FLAGS_minimizer,
477 &options->minimizer_type));
Angus Kong0ae28bd2013-02-13 14:56:04 -0800478 CHECK(ceres::StringToLinearSolverType(FLAGS_linear_solver,
479 &options->linear_solver_type));
480 CHECK(ceres::StringToPreconditionerType(FLAGS_preconditioner,
481 &options->preconditioner_type));
482 CHECK(ceres::StringToTrustRegionStrategyType(
483 FLAGS_trust_region_strategy,
484 &options->trust_region_strategy_type));
485 CHECK(ceres::StringToDoglegType(FLAGS_dogleg, &options->dogleg_type));
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700486 CHECK(ceres::StringToLineSearchDirectionType(
487 FLAGS_line_search_direction,
488 &options->line_search_direction_type));
489 CHECK(ceres::StringToLineSearchType(FLAGS_line_search,
490 &options->line_search_type));
491 CHECK(ceres::StringToLineSearchInterpolationType(
492 FLAGS_line_search_interpolation,
493 &options->line_search_interpolation_type));
Angus Kong0ae28bd2013-02-13 14:56:04 -0800494
495 options->max_num_iterations = FLAGS_num_iterations;
496 options->use_nonmonotonic_steps = FLAGS_nonmonotonic_steps;
497 options->initial_trust_region_radius = FLAGS_initial_trust_region_radius;
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700498 options->max_lbfgs_rank = FLAGS_lbfgs_rank;
499 options->line_search_sufficient_function_decrease = FLAGS_sufficient_decrease;
500 options->line_search_sufficient_curvature_decrease =
501 FLAGS_sufficient_curvature_decrease;
502 options->max_num_line_search_step_size_iterations =
503 FLAGS_max_line_search_iterations;
504 options->max_num_line_search_direction_restarts =
505 FLAGS_max_line_search_restarts;
506 options->use_approximate_eigenvalue_bfgs_scaling =
507 FLAGS_approximate_eigenvalue_bfgs_scaling;
Angus Kong0ae28bd2013-02-13 14:56:04 -0800508 options->function_tolerance = 1e-18;
509 options->gradient_tolerance = 1e-18;
510 options->parameter_tolerance = 1e-18;
511}
512
513void SolveNISTProblems() {
514 if (FLAGS_nist_data_dir.empty()) {
515 LOG(FATAL) << "Must specify the directory containing the NIST problems";
516 }
517
518 ceres::Solver::Options options;
519 SetMinimizerOptions(&options);
520
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700521 std::cout << "Lower Difficulty\n";
Angus Kong0ae28bd2013-02-13 14:56:04 -0800522 int easy_success = 0;
523 easy_success += RegressionDriver<Misra1a, 1, 2>("Misra1a.dat", options);
524 easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut1.dat", options);
525 easy_success += RegressionDriver<Chwirut, 1, 3>("Chwirut2.dat", options);
526 easy_success += RegressionDriver<Lanczos, 1, 6>("Lanczos3.dat", options);
527 easy_success += RegressionDriver<Gauss, 1, 8>("Gauss1.dat", options);
528 easy_success += RegressionDriver<Gauss, 1, 8>("Gauss2.dat", options);
529 easy_success += RegressionDriver<DanWood, 1, 2>("DanWood.dat", options);
530 easy_success += RegressionDriver<Misra1b, 1, 2>("Misra1b.dat", options);
531
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700532 std::cout << "\nMedium Difficulty\n";
Angus Kong0ae28bd2013-02-13 14:56:04 -0800533 int medium_success = 0;
534 medium_success += RegressionDriver<Kirby2, 1, 5>("Kirby2.dat", options);
535 medium_success += RegressionDriver<Hahn1, 1, 7>("Hahn1.dat", options);
536 medium_success += RegressionDriver<Nelson, 1, 3>("Nelson.dat", options);
537 medium_success += RegressionDriver<MGH17, 1, 5>("MGH17.dat", options);
538 medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos1.dat", options);
539 medium_success += RegressionDriver<Lanczos, 1, 6>("Lanczos2.dat", options);
540 medium_success += RegressionDriver<Gauss, 1, 8>("Gauss3.dat", options);
541 medium_success += RegressionDriver<Misra1c, 1, 2>("Misra1c.dat", options);
542 medium_success += RegressionDriver<Misra1d, 1, 2>("Misra1d.dat", options);
543 medium_success += RegressionDriver<Roszman1, 1, 4>("Roszman1.dat", options);
544 medium_success += RegressionDriver<ENSO, 1, 9>("ENSO.dat", options);
545
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700546 std::cout << "\nHigher Difficulty\n";
Angus Kong0ae28bd2013-02-13 14:56:04 -0800547 int hard_success = 0;
548 hard_success += RegressionDriver<MGH09, 1, 4>("MGH09.dat", options);
549 hard_success += RegressionDriver<Thurber, 1, 7>("Thurber.dat", options);
550 hard_success += RegressionDriver<BoxBOD, 1, 2>("BoxBOD.dat", options);
551 hard_success += RegressionDriver<Rat42, 1, 3>("Rat42.dat", options);
552 hard_success += RegressionDriver<MGH10, 1, 3>("MGH10.dat", options);
553
554 hard_success += RegressionDriver<Eckerle4, 1, 3>("Eckerle4.dat", options);
555 hard_success += RegressionDriver<Rat43, 1, 4>("Rat43.dat", options);
556 hard_success += RegressionDriver<Bennet5, 1, 3>("Bennett5.dat", options);
557
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700558 std::cout << "\n";
559 std::cout << "Easy : " << easy_success << "/16\n";
560 std::cout << "Medium : " << medium_success << "/22\n";
561 std::cout << "Hard : " << hard_success << "/16\n";
562 std::cout << "Total : " << easy_success + medium_success + hard_success << "/54\n";
Angus Kong0ae28bd2013-02-13 14:56:04 -0800563}
564
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700565} // namespace examples
566} // namespace ceres
567
Angus Kong0ae28bd2013-02-13 14:56:04 -0800568int main(int argc, char** argv) {
569 google::ParseCommandLineFlags(&argc, &argv, true);
570 google::InitGoogleLogging(argv[0]);
Sascha Haeberling1d2624a2013-07-23 19:00:21 -0700571 ceres::examples::SolveNISTProblems();
Angus Kong0ae28bd2013-02-13 14:56:04 -0800572 return 0;
573};