gtsam/gtsam/nonlinear/NonlinearOptimizerParams.h

/* ----------------------------------------------------------------------------

 * 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   NonlinearOptimizerParams.h
 * @brief  Parameters for nonlinear optimization
 * @author Yong-Dian Jian
 * @author Richard Roberts
 * @author Frank Dellaert
 * @author Andrew Melim
 * @date   Apr 1, 2012
 */

#pragma once

#include <gtsam/linear/GaussianFactorGraph.h>
#include <gtsam/linear/SubgraphSolver.h>
#include <boost/optional.hpp>
#include <string>

namespace gtsam {

/** The common parameters for Nonlinear optimizers.  Most optimizers
 * deriving from NonlinearOptimizer also subclass the parameters.
 */
class GTSAM_EXPORT NonlinearOptimizerParams {
public:
  /** See NonlinearOptimizerParams::verbosity */
  enum Verbosity {
    SILENT, TERMINATION, ERROR, VALUES, DELTA, LINEAR
  };

  int maxIterations; ///< The maximum iterations to stop iterating (default 100)
  double relativeErrorTol; ///< The maximum relative error decrease to stop iterating (default 1e-5)
  double absoluteErrorTol; ///< The maximum absolute error decrease to stop iterating (default 1e-5)
  double errorTol; ///< The maximum total error to stop iterating (default 0.0)
  Verbosity verbosity; ///< The printing verbosity during optimization (default SILENT)
  Ordering::OrderingType orderingType; ///< The method of ordering use during variable elimination (default COLAMD)

  NonlinearOptimizerParams() :
      maxIterations(100), relativeErrorTol(1e-5), absoluteErrorTol(1e-5), errorTol(
          0.0), verbosity(SILENT), orderingType(Ordering::COLAMD),
          linearSolverType(MULTIFRONTAL_CHOLESKY) {}

  virtual ~NonlinearOptimizerParams() {
  }
  virtual void print(const std::string& str = "") const;

  int getMaxIterations() const {
    return maxIterations;
  }
  double getRelativeErrorTol() const {
    return relativeErrorTol;
  }
  double getAbsoluteErrorTol() const {
    return absoluteErrorTol;
  }
  double getErrorTol() const {
    return errorTol;
  }
  std::string getVerbosity() const {
    return verbosityTranslator(verbosity);
  }

  void setMaxIterations(int value) {
    maxIterations = value;
  }
  void setRelativeErrorTol(double value) {
    relativeErrorTol = value;
  }
  void setAbsoluteErrorTol(double value) {
    absoluteErrorTol = value;
  }
  void setErrorTol(double value) {
    errorTol = value;
  }
  void setVerbosity(const std::string &src) {
    verbosity = verbosityTranslator(src);
  }

  static Verbosity verbosityTranslator(const std::string &s) ;
  static std::string verbosityTranslator(Verbosity value) ;

  // Successive Linearization Parameters

public:

  /** See NonlinearOptimizerParams::linearSolverType */

  enum LinearSolverType {
    MULTIFRONTAL_CHOLESKY,
    MULTIFRONTAL_QR,
    SEQUENTIAL_CHOLESKY,
    SEQUENTIAL_QR,
    Iterative, /* Experimental Flag */
    CHOLMOD, /* Experimental Flag */
  };

  LinearSolverType linearSolverType; ///< The type of linear solver to use in the nonlinear optimizer
  boost::optional<Ordering> ordering; ///< The variable elimination ordering, or empty to use COLAMD (default: empty)
  IterativeOptimizationParameters::shared_ptr iterativeParams; ///< The container for iterativeOptimization parameters. used in CG Solvers.

  inline bool isMultifrontal() const {
    return (linearSolverType == MULTIFRONTAL_CHOLESKY)
        || (linearSolverType == MULTIFRONTAL_QR);
  }

  inline bool isSequential() const {
    return (linearSolverType == SEQUENTIAL_CHOLESKY)
        || (linearSolverType == SEQUENTIAL_QR);
  }

  inline bool isCholmod() const {
    return (linearSolverType == CHOLMOD);
  }

  inline bool isIterative() const {
    return (linearSolverType == Iterative);
  }

  GaussianFactorGraph::Eliminate getEliminationFunction() const {
    switch (linearSolverType) {
    case MULTIFRONTAL_CHOLESKY:
    case SEQUENTIAL_CHOLESKY:
      return EliminatePreferCholesky;

    case MULTIFRONTAL_QR:
    case SEQUENTIAL_QR:
      return EliminateQR;

    default:
      throw std::runtime_error(
          "Nonlinear optimization parameter \"factorization\" is invalid");
    }
  }

  std::string getLinearSolverType() const {
    return linearSolverTranslator(linearSolverType);
  }

  void setLinearSolverType(const std::string& solver) {
    linearSolverType = linearSolverTranslator(solver);
  }

  void setIterativeParams(const boost::shared_ptr<IterativeOptimizationParameters> params);

  void setOrdering(const Ordering& ordering) {
    this->ordering = ordering;
    this->orderingType = Ordering::CUSTOM;
  }

  std::string getOrderingType() const {
    return orderingTypeTranslator(orderingType);
  }

  // Note that if you want to use a custom ordering, you must set the ordering directly, this will switch to custom type
  void setOrderingType(const std::string& ordering){
    orderingType = orderingTypeTranslator(ordering);
  }

private:
  std::string linearSolverTranslator(LinearSolverType linearSolverType) const;

  LinearSolverType linearSolverTranslator(const std::string& linearSolverType) const;

  std::string orderingTypeTranslator(Ordering::OrderingType type) const;

  Ordering::OrderingType orderingTypeTranslator(const std::string& type) const;

};

// For backward compatibility:
typedef NonlinearOptimizerParams SuccessiveLinearizationParams;

} /* namespace gtsam */