{ "cells": [ { "cell_type": "markdown", "id": "6463d580", "metadata": {}, "source": [ "# GaussNewtonOptimizer Class Documentation\n", "\n", "*Disclaimer: This documentation was generated by AI and may require human revision for accuracy and completeness.*\n", "\n", "## Overview\n", "\n", "The `GaussNewtonOptimizer` class in GTSAM is designed to optimize nonlinear factor graphs using the Gauss-Newton algorithm. This class is particularly suited for problems where the cost function can be approximated well by a quadratic function near the minimum. The Gauss-Newton method is an iterative optimization technique that updates the solution by linearizing the nonlinear system at each iteration.\n", "\n", "## Key Features\n", "\n", "- **Iterative Optimization**: The optimizer refines the solution iteratively by linearizing the nonlinear system around the current estimate.\n", "- **Convergence Control**: It provides mechanisms to control the convergence through parameters such as maximum iterations and relative error tolerance.\n", "- **Integration with GTSAM**: Seamlessly integrates with GTSAM's factor graph framework, allowing it to be used with various types of factors and variables.\n", "\n", "## Key Methods\n", "\n", "### Constructor\n", "\n", "- **GaussNewtonOptimizer**: Initializes the optimizer with a given factor graph and initial values. The constructor sets up the optimization problem and prepares it for iteration.\n", "\n", "### Optimization\n", "\n", "- **optimize**: Executes the optimization process. This method runs the Gauss-Newton iterations until convergence criteria are met, such as reaching the maximum number of iterations or achieving a relative error below a specified threshold.\n", "\n", "### Convergence Criteria\n", "\n", "- **checkConvergence**: Evaluates whether the optimization process has converged based on the change in error and the specified tolerance levels.\n", "\n", "### Accessors\n", "\n", "- **error**: Returns the current error of the factor graph with respect to the current estimate. This is useful for monitoring the progress of the optimization.\n", "- **values**: Retrieves the current estimate of the variable values after optimization.\n", "\n", "## Mathematical Background\n", "\n", "The Gauss-Newton algorithm is based on the idea of linearizing the nonlinear residuals $r(x)$ around the current estimate $x_k$. The update step is derived from solving the normal equations:\n", "\n", "$$ J(x_k)^T J(x_k) \\Delta x = -J(x_k)^T r(x_k) $$\n", "\n", "where $J(x_k)$ is the Jacobian of the residuals with respect to the variables. The solution $\\Delta x$ is used to update the estimate:\n", "\n", "$$ x_{k+1} = x_k + \\Delta x $$\n", "\n", "This process is repeated iteratively until convergence.\n", "\n", "## Usage Considerations\n", "\n", "- **Initial Guess**: The quality of the initial guess can significantly affect the convergence and performance of the Gauss-Newton optimizer.\n", "- **Non-convexity**: Since the method relies on linear approximations, it may struggle with highly non-convex problems or those with poor initial estimates.\n", "- **Performance**: The Gauss-Newton method is generally faster than other nonlinear optimization methods like Levenberg-Marquardt for problems that are well-approximated by a quadratic model near the solution.\n", "\n", "In summary, the `GaussNewtonOptimizer` is a powerful tool for solving nonlinear optimization problems in factor graphs, particularly when the problem is well-suited to quadratic approximation. Its integration with GTSAM makes it a versatile choice for various applications in robotics and computer vision." ] } ], "metadata": {}, "nbformat": 4, "nbformat_minor": 5 }