/* ---------------------------------------------------------------------------- * GTSAM Copyright 2010, Georgia Tech Research Corporation, * Atlanta, Georgia 30332-0415 * All Rights Reserved * Authors: Frank Dellaert, et al. (see THANKS for the full author list) * See LICENSE for the license information * -------------------------------------------------------------------------- */ /** * @file testDoglegOptimizer.cpp * @brief Unit tests for DoglegOptimizer * @author Richard Roberts * @author Frank dellaert */ #include #include #include #include #include #include #include #include #include #include #include #include using namespace std; using namespace gtsam; // Convenience for named keys using symbol_shorthand::X; using symbol_shorthand::L; /* ************************************************************************* */ TEST(DoglegOptimizer, ComputeBlend) { // Create an arbitrary Bayes Net GaussianBayesNet gbn; gbn += GaussianConditional::shared_ptr(new GaussianConditional( 0, Vector2(1.0,2.0), (Matrix(2, 2) << 3.0,4.0,0.0,6.0).finished(), 3, (Matrix(2, 2) << 7.0,8.0,9.0,10.0).finished(), 4, (Matrix(2, 2) << 11.0,12.0,13.0,14.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 1, Vector2(15.0,16.0), (Matrix(2, 2) << 17.0,18.0,0.0,20.0).finished(), 2, (Matrix(2, 2) << 21.0,22.0,23.0,24.0).finished(), 4, (Matrix(2, 2) << 25.0,26.0,27.0,28.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 2, Vector2(29.0,30.0), (Matrix(2, 2) << 31.0,32.0,0.0,34.0).finished(), 3, (Matrix(2, 2) << 35.0,36.0,37.0,38.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 3, Vector2(39.0,40.0), (Matrix(2, 2) << 41.0,42.0,0.0,44.0).finished(), 4, (Matrix(2, 2) << 45.0,46.0,47.0,48.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 4, Vector2(49.0,50.0), (Matrix(2, 2) << 51.0,52.0,0.0,54.0).finished())); // Compute steepest descent point VectorValues xu = gbn.optimizeGradientSearch(); // Compute Newton's method point VectorValues xn = gbn.optimize(); // The Newton's method point should be more "adventurous", i.e. larger, than the steepest descent point EXPECT(xu.vector().norm() < xn.vector().norm()); // Compute blend double Delta = 1.5; VectorValues xb = DoglegOptimizerImpl::ComputeBlend(Delta, xu, xn); DOUBLES_EQUAL(Delta, xb.vector().norm(), 1e-10); } /* ************************************************************************* */ TEST(DoglegOptimizer, ComputeDoglegPoint) { // Create an arbitrary Bayes Net GaussianBayesNet gbn; gbn += GaussianConditional::shared_ptr(new GaussianConditional( 0, Vector2(1.0,2.0), (Matrix(2, 2) << 3.0,4.0,0.0,6.0).finished(), 3, (Matrix(2, 2) << 7.0,8.0,9.0,10.0).finished(), 4, (Matrix(2, 2) << 11.0,12.0,13.0,14.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 1, Vector2(15.0,16.0), (Matrix(2, 2) << 17.0,18.0,0.0,20.0).finished(), 2, (Matrix(2, 2) << 21.0,22.0,23.0,24.0).finished(), 4, (Matrix(2, 2) << 25.0,26.0,27.0,28.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 2, Vector2(29.0,30.0), (Matrix(2, 2) << 31.0,32.0,0.0,34.0).finished(), 3, (Matrix(2, 2) << 35.0,36.0,37.0,38.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 3, Vector2(39.0,40.0), (Matrix(2, 2) << 41.0,42.0,0.0,44.0).finished(), 4, (Matrix(2, 2) << 45.0,46.0,47.0,48.0).finished())); gbn += GaussianConditional::shared_ptr(new GaussianConditional( 4, Vector2(49.0,50.0), (Matrix(2, 2) << 51.0,52.0,0.0,54.0).finished())); // Compute dogleg point for different deltas double Delta1 = 0.5; // Less than steepest descent VectorValues actual1 = DoglegOptimizerImpl::ComputeDoglegPoint(Delta1, gbn.optimizeGradientSearch(), gbn.optimize()); DOUBLES_EQUAL(Delta1, actual1.vector().norm(), 1e-5); double Delta2 = 1.5; // Between steepest descent and Newton's method VectorValues expected2 = DoglegOptimizerImpl::ComputeBlend(Delta2, gbn.optimizeGradientSearch(), gbn.optimize()); VectorValues actual2 = DoglegOptimizerImpl::ComputeDoglegPoint(Delta2, gbn.optimizeGradientSearch(), gbn.optimize()); DOUBLES_EQUAL(Delta2, actual2.vector().norm(), 1e-5); EXPECT(assert_equal(expected2, actual2)); double Delta3 = 5.0; // Larger than Newton's method point VectorValues expected3 = gbn.optimize(); VectorValues actual3 = DoglegOptimizerImpl::ComputeDoglegPoint(Delta3, gbn.optimizeGradientSearch(), gbn.optimize()); EXPECT(assert_equal(expected3, actual3)); } /* ************************************************************************* */ TEST(DoglegOptimizer, Iterate) { // really non-linear factor graph NonlinearFactorGraph fg = example::createReallyNonlinearFactorGraph(); // config far from minimum Point2 x0(3,0); Values config; config.insert(X(1), x0); double Delta = 1.0; for(size_t it=0; it<10; ++it) { auto linearized = fg.linearize(config); // Iterate assumes that linear error = nonlinear error at the linearization point, and this should be true double nonlinearError = fg.error(config); double linearError = linearized->error(config.zeroVectors()); DOUBLES_EQUAL(nonlinearError, linearError, 1e-5); auto gbn = linearized->eliminateSequential(); VectorValues dx_u = gbn->optimizeGradientSearch(); VectorValues dx_n = gbn->optimize(); DoglegOptimizerImpl::IterationResult result = DoglegOptimizerImpl::Iterate( Delta, DoglegOptimizerImpl::SEARCH_EACH_ITERATION, dx_u, dx_n, *gbn, fg, config, fg.error(config)); Delta = result.delta; EXPECT(result.f_error < fg.error(config)); // Check that error decreases Values newConfig(config.retract(result.dx_d)); config = newConfig; DOUBLES_EQUAL(fg.error(config), result.f_error, 1e-5); // Check that error is correctly filled in } } /* ************************************************************************* */ TEST(DoglegOptimizer, Constraint) { // Create a pose-graph graph with a constraint on the first pose NonlinearFactorGraph graph; const Pose2 origin(0, 0, 0), pose2(2, 0, 0); graph.emplace_shared >(1, origin); auto model = noiseModel::Diagonal::Sigmas(Vector3(0.2, 0.2, 0.1)); graph.emplace_shared >(1, 2, pose2, model); // Create feasible initial estimate Values initial; initial.insert(1, origin); // feasible ! initial.insert(2, Pose2(2.3, 0.1, -0.2)); // Optimize the initial values using DoglegOptimizer DoglegParams params; params.setVerbosityDL("VERBOSITY"); DoglegOptimizer optimizer(graph, initial, params); Values result = optimizer.optimize(); // Check result EXPECT(assert_equal(pose2, result.at(2))); // Create infeasible initial estimate Values infeasible; infeasible.insert(1, Pose2(0.1, 0, 0)); // infeasible ! infeasible.insert(2, Pose2(2.3, 0.1, -0.2)); // Try optimizing with infeasible initial estimate DoglegOptimizer optimizer2(graph, infeasible, params); #ifdef GTSAM_USE_TBB CHECK_EXCEPTION(optimizer2.optimize(), std::exception); #else CHECK_EXCEPTION(optimizer2.optimize(), std::invalid_argument); #endif } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */