itk::LBFGSBOptimizer Class Reference
[Numerics]

#include <itkLBFGSBOptimizer.h>

Inheritance diagram for itk::LBFGSBOptimizer:

[legend]Collaboration diagram for itk::LBFGSBOptimizer:

[legend]List of all members.

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Detailed Description

Limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds.

This class is a wrapper for converted fortan code for performing limited memory Broyden Fletcher Goldfarb Shannon minimization with simple bounds. The algorithm miminizes a nonlinear function f(x) of n variables subject to simple bound constraints of l <= x <= u.

See also the documentation in Numerics/lbfgsb.c

References:

[1] R. H. Byrd, P. Lu and J. Nocedal. A Limited Memory Algorithm for Bound Constrained Optimization, (1995), SIAM Journal on Scientific and Statistical Computing , 16, 5, pp. 1190-1208.

[2] C. Zhu, R. H. Byrd and J. Nocedal. L-BFGS-B: Algorithm 778: L-BFGS-B, FORTRAN routines for large scale bound constrained optimization (1997), ACM Transactions on Mathematical Software, Vol 23, Num. 4, pp. 550 - 560.

Optimizers

Definition at line 51 of file itkLBFGSBOptimizer.h.

Public Types
typedef Array< int >	BoundSelectionType
typedef Array< double >	BoundValueType
typedef SmartPointer< const Self >	ConstPointer
typedef CostFunctionType::Pointer	CostFunctionPointer
typedef SingleValuedCostFunction	CostFunctionType
typedef CostFunctionType::DerivativeType	DerivativeType
typedef CostFunctionType::MeasureType	MeasureType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef LBFGSBOptimizer	Self
typedef SingleValuedNonLinearOptimizer	Superclass
Public Member Functions
virtual LightObject::Pointer	CreateAnother () const
virtual void	DebugOff () const
virtual void	DebugOn () const
virtual void	Delete ()
Set the boundary condition for each where and *virtual const BoundSelectionType &	GetBoundSelection ()
Command *	GetCommand (unsigned long tag)
virtual const CostFunctionType *	GetCostFunction ()
virtual double	GetCostFunctionConvergenceFactor ()
virtual const unsigned int &	GetCurrentIteration ()
virtual const ParametersType &	GetCurrentPosition ()
bool	GetDebug () const
virtual const double &	GetInfinityNormOfProjectedGradient ()
virtual const ParametersType &	GetInitialPosition ()
virtual const BoundValueType &	GetLowerBound ()
virtual unsigned int	GetMaximumNumberOfCorrections ()
virtual unsigned int	GetMaximumNumberOfEvaluations ()
virtual unsigned int	GetMaximumNumberOfIterations ()
const MetaDataDictionary &	GetMetaDataDictionary (void) const
MetaDataDictionary &	GetMetaDataDictionary (void)
virtual unsigned long	GetMTime () const
virtual const char *	GetNameOfClass () const
virtual double	GetProjectedGradientTolerance ()
virtual int	GetReferenceCount () const
virtual const ScalesType &	GetScales ()
virtual const BoundValueType &	GetUpperBound ()
MeasureType	GetValue (const ParametersType &parameters) const
virtual const MeasureType &	GetValue ()
bool	HasObserver (const EventObject &event) const
void	InvokeEvent (const EventObject &) const
void	InvokeEvent (const EventObject &)
virtual void	Modified () const
void	Print (std::ostream &os, Indent indent=0) const
virtual void	Register () const
void	RemoveAllObservers ()
void	RemoveObserver (unsigned long tag)
virtual void	SetCostFunction (CostFunctionType *costFunction)
*e for moderate accuracy and e for extremely high accuracy *virtual void	SetCostFunctionConvergenceFactor (double _arg)
void	SetDebug (bool debugFlag) const
virtual void	SetInitialPosition (const ParametersType &param)
Set the lower bound value for each variable *virtual void	SetLowerBound (const BoundValueType &value)
Set Get the MaximumNumberOfCorrections Default is *virtual void	SetMaximumNumberOfCorrections (unsigned int _arg)
Set Get the MaximumNumberOfEvaluations Default is *virtual void	SetMaximumNumberOfEvaluations (unsigned int _arg)
Set Get the MaximumNumberOfIterations Default is *virtual void	SetMaximumNumberOfIterations (unsigned int _arg)
void	SetMetaDataDictionary (const MetaDataDictionary &rhs)
Set Get the ProjectedGradientTolerance Algorithm terminates *when the project gradient is below the tolerance Default value *is e *virtual void	SetProjectedGradientTolerance (double _arg)
virtual void	SetReferenceCount (int)
void	SetScales (const ScalesType &)
Set the upper bound value for each variable *virtual void	SetUpperBound (const BoundValueType &value)
void	StartOptimization (void)
virtual void	UnRegister () const
Static Public Member Functions
static void	BreakOnError ()
static bool	GetGlobalWarningDisplay ()
static void	GlobalWarningDisplayOff ()
static void	GlobalWarningDisplayOn ()
static Pointer	New ()
This is a global flag that controls whether any warning *or error messages are displayed *static void	SetGlobalWarningDisplay (bool flag)
Public Attributes
Allow people to add remove invoke observers(callbacks) to any ITK *object.This is an implementation of the subject/observer design *pattern.An observer is added by specifying an event to respond to *and an itk unsigned lon	AddObserver )(const EventObject &event, Command *) const
This is a global flag that controls whether any	debug
Set Get the CostFunctionConvergenceFactor Algorithm terminates *when the reduction in cost function is less than factor *epsmcj *where epsmch is the machine precision *Typical values for	factor: 1e+12 for low accuracy
Set the boundary condition for each where *	select [i] = 0 if x[i] is unbounded
Set the boundary condition for each	variable
Protected Member Functions
	LBFGSBOptimizer ()
bool	PrintObservers (std::ostream &os, Indent indent) const
void	PrintSelf (std::ostream &os, Indent indent) const
virtual void	PrintTrailer (std::ostream &os, Indent indent) const
virtual void	SetCurrentPosition (const ParametersType &param)
virtual	~LBFGSBOptimizer ()
Protected Attributes
CostFunctionPointer	m_CostFunction
int	m_ReferenceCount
SimpleFastMutexLock	m_ReferenceCountLock
bool	m_ScalesInitialized
Methods invoked by virtual Print() to print information about the object *including superclasses.Typically not called by the user(use Print()*instead) but used in the hierarchical print process to combine the *output of several classes.*/virtual void PrintSelf(std voi	PrintHeader )(std::ostream &os, Indent indent) const

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Member Typedef Documentation

typedef Array<int> itk::LBFGSBOptimizer::BoundSelectionType

BoundSelection type Use for defining the boundary condition for each variables. Definition at line 75 of file itkLBFGSBOptimizer.h.

typedef Array<double> itk::LBFGSBOptimizer::BoundValueType

BoundValue type. Use for defining the lower and upper bounds on the variables. Definition at line 65 of file itkLBFGSBOptimizer.h.

typedef SmartPointer<const Self> itk::LBFGSBOptimizer::ConstPointer

Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 59 of file itkLBFGSBOptimizer.h.

typedef CostFunctionType::Pointer itk::LBFGSBOptimizer::CostFunctionPointer

Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 82 of file itkLBFGSBOptimizer.h.

typedef SingleValuedCostFunction itk::LBFGSBOptimizer::CostFunctionType

Type of the Cost Function Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 81 of file itkLBFGSBOptimizer.h.

typedef CostFunctionType::DerivativeType itk::SingleValuedNonLinearOptimizer::DerivativeType [inherited]

Derivative type. It defines a type used to return the cost function derivative. Definition at line 64 of file itkSingleValuedNonLinearOptimizer.h.

typedef CostFunctionType::MeasureType itk::LBFGSBOptimizer::MeasureType

Measure type. It defines a type used to return the cost function value. Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 83 of file itkLBFGSBOptimizer.h.

typedef Superclass::ParametersType itk::SingleValuedNonLinearOptimizer::ParametersType [inherited]

Parameters type. It defines a position in the optimization search space. Reimplemented from itk::NonLinearOptimizer. Reimplemented in itk::AmoebaOptimizer, itk::FRPROptimizer, itk::PowellOptimizer, and itk::QuaternionRigidTransformGradientDescentOptimizer. Definition at line 48 of file itkSingleValuedNonLinearOptimizer.h.

typedef SmartPointer<Self> itk::LBFGSBOptimizer::Pointer

Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 58 of file itkLBFGSBOptimizer.h.

typedef Superclass::ScalesType itk::NonLinearOptimizer::ScalesType [inherited]

Scale type. This array defines scale to be applied to parameters before being evaluated in the cost function. This allows to map to a more convenient space. In particular this is used to normalize parameter spaces in which some parameters have a different dynamic range. Reimplemented from itk::Optimizer. Definition at line 52 of file itkNonLinearOptimizer.h.

typedef LBFGSBOptimizer itk::LBFGSBOptimizer::Self

Standard "Self" typedef. Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 56 of file itkLBFGSBOptimizer.h.

typedef SingleValuedNonLinearOptimizer itk::LBFGSBOptimizer::Superclass

Reimplemented from itk::SingleValuedNonLinearOptimizer. Definition at line 57 of file itkLBFGSBOptimizer.h.

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Constructor & Destructor Documentation

itk::LBFGSBOptimizer::LBFGSBOptimizer (   )  [protected]

virtual itk::LBFGSBOptimizer::~LBFGSBOptimizer (   )  [protected, virtual]

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Member Function Documentation

static void itk::LightObject::BreakOnError (   )  [static, inherited]

This method is called when itkExceptionMacro executes. It allows the debugger to break on error.

virtual LightObject::Pointer itk::Object::CreateAnother (   )  const [virtual, inherited]

Create an object from an instance, potentially deferring to a factory. This method allows you to create an instance of an object that is exactly the same type as the referring object. This is useful in cases where an object has been cast back to a base class. Reimplemented from itk::LightObject.

virtual void itk::Object::DebugOff (   )  const [virtual, inherited]

Turn debugging output off.

virtual void itk::Object::DebugOn (   )  const [virtual, inherited]

Turn debugging output on.

virtual void itk::LightObject::Delete (   )  [virtual, inherited]

Delete an itk object. This method should always be used to delete an object when the new operator was used to create it. Using the C delete method will not work with reference counting.

Set the boundary condition for each where and* virtual const BoundSelectionType& itk::LBFGSBOptimizer::GetBoundSelection (   )  [virtual]

Command* itk::Object::GetCommand (  unsigned long  tag  )  [inherited]

Get the command associated with the given tag. NOTE: This returns a pointer to a Command, but it is safe to asign this to a Command::Pointer. Since Command inherits from LightObject, at this point in the code, only a pointer or a reference to the Command can be used.

virtual const CostFunctionType* itk::SingleValuedNonLinearOptimizer::GetCostFunction (   )  [virtual, inherited]

Get the cost function.

virtual double itk::LBFGSBOptimizer::GetCostFunctionConvergenceFactor (   )  [virtual]

virtual const unsigned int& itk::LBFGSBOptimizer::GetCurrentIteration (   )  [virtual]

Get the current iteration number.

virtual const ParametersType& itk::Optimizer::GetCurrentPosition (   )  [virtual, inherited]

Get current position of the optimization.

bool itk::Object::GetDebug (   )  const [inherited]

Get the value of the debug flag.

static bool itk::Object::GetGlobalWarningDisplay (   )  [static, inherited]

virtual const double& itk::LBFGSBOptimizer::GetInfinityNormOfProjectedGradient (   )  [virtual]

Get the current infinity norm of the project gradient of the cost function.

virtual const ParametersType& itk::Optimizer::GetInitialPosition (   )  [virtual, inherited]

Get the position to initialize the optimization.

virtual const BoundValueType& itk::LBFGSBOptimizer::GetLowerBound (   )  [virtual]

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfCorrections (   )  [virtual]

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfEvaluations (   )  [virtual]

virtual unsigned int itk::LBFGSBOptimizer::GetMaximumNumberOfIterations (   )  [virtual]

const MetaDataDictionary& itk::Object::GetMetaDataDictionary (  void   )  const [inherited]

Returns: A constant reference to this objects MetaDataDictionary.

MetaDataDictionary& itk::Object::GetMetaDataDictionary (  void   )  [inherited]

Returns: A reference to this objects MetaDataDictionary. Warning: This reference may be changed.

virtual unsigned long itk::Object::GetMTime (   )  const [virtual, inherited]

Return this objects modified time. Reimplemented in itk::ImageRegistrationMethod< TFixedImage, TMovingImage >, itk::DeformationFieldSource< TOutputImage >, itk::InverseDeformationFieldImageFilter< TInputImage, TOutputImage >, itk::ResampleImageFilter< TInputImage, TOutputImage, TInterpolatorPrecisionType >, itk::VectorResampleImageFilter< TInputImage, TOutputImage, TInterpolatorPrecisionType >, itk::BoundingBox< TPointIdentifier, VPointDimension, TCoordRep, TPointsContainer >, itk::SceneSpatialObject< SpaceDimension >, and itk::SceneSpatialObject< NDimensions >.

virtual const char* itk::LBFGSBOptimizer::GetNameOfClass (   )  const [virtual]

Run-time type information (and related methods). Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual double itk::LBFGSBOptimizer::GetProjectedGradientTolerance (   )  [virtual]

virtual int itk::LightObject::GetReferenceCount (   )  const [inline, virtual, inherited]

Gets the reference count on this object. Definition at line 98 of file itkLightObject.h.

virtual const ScalesType& itk::Optimizer::GetScales (   )  [virtual, inherited]

Get current parameters scaling.

virtual const BoundValueType& itk::LBFGSBOptimizer::GetUpperBound (   )  [virtual]

MeasureType itk::SingleValuedNonLinearOptimizer::GetValue (  const ParametersType &  parameters  )  const [inherited]

Get the cost function value at the given parameters. Reimplemented in itk::SPSAOptimizer.

virtual const MeasureType& itk::LBFGSBOptimizer::GetValue (   )  [virtual]

Get the current cost function value.

static void itk::Object::GlobalWarningDisplayOff (   )  [inline, static, inherited]

Definition at line 100 of file itkObject.h. References itk::Object::SetGlobalWarningDisplay().

static void itk::Object::GlobalWarningDisplayOn (   )  [inline, static, inherited]

Definition at line 98 of file itkObject.h. References itk::Object::SetGlobalWarningDisplay().

bool itk::Object::HasObserver (  const EventObject &  event  )  const [inherited]

Return true if an observer is registered for this event.

void itk::Object::InvokeEvent (  const EventObject &   )  const [inherited]

Call Execute on all the Commands observing this event id. The actions triggered by this call doesn't modify this object.

void itk::Object::InvokeEvent (  const EventObject &   )  [inherited]

Call Execute on all the Commands observing this event id.

virtual void itk::Object::Modified (   )  const [virtual, inherited]

Update the modification time for this object. Many filters rely on the modification time to determine if they need to recompute their data. Referenced by itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetCenter(), itk::HistogramAlgorithmBase< TInputHistogram >::SetInputHistogram(), itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetMatrix(), itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetOffset(), itk::ThresholdLabelerImageFilter< TInputImage, TOutputImage >::SetRealThresholds(), itk::CollidingFrontsImageFilter< TInputImage, TOutputImage >::SetSeedPoints1(), itk::CollidingFrontsImageFilter< TInputImage, TOutputImage >::SetSeedPoints2(), itk::NonUniformBSpline< TDimension >::SetSplineOrder(), itk::ThresholdLabelerImageFilter< TInputImage, TOutputImage >::SetThresholds(), itk::Statistics::GoodnessOfFitFunctionBase< typename ComponentType::HistogramType >::SetTotalObservedScale(), and itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetTranslation().

static Pointer itk::LBFGSBOptimizer::New (   )  [static]

Method for creation through the object factory. Reimplemented from itk::SingleValuedNonLinearOptimizer.

void itk::LightObject::Print (  std::ostream &  os, Indent  indent = 0 )  const [inherited]

Cause the object to print itself out.

bool itk::Object::PrintObservers (  std::ostream &  os, Indent  indent )  const [protected, inherited]

void itk::LBFGSBOptimizer::PrintSelf (  std::ostream &  os, Indent  indent )  const [protected, virtual]

Methods invoked by Print() to print information about the object including superclasses. Typically not called by the user (use Print() instead) but used in the hierarchical print process to combine the output of several classes. Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual void itk::LightObject::PrintTrailer (  std::ostream &  os, Indent  indent )  const [protected, virtual, inherited]

virtual void itk::Object::Register (   )  const [virtual, inherited]

Increase the reference count (mark as used by another object). Reimplemented from itk::LightObject.

void itk::Object::RemoveAllObservers (   )  [inherited]

Remove all observers .

void itk::Object::RemoveObserver (  unsigned long  tag  )  [inherited]

Remove the observer with this tag value.

virtual void itk::SingleValuedNonLinearOptimizer::SetCostFunction (  CostFunctionType *  costFunction  )  [virtual, inherited]

Set the cost function.

* e for moderate accuracy and e for extremely high accuracy* virtual void itk::LBFGSBOptimizer::SetCostFunctionConvergenceFactor (  double  _arg  )  [virtual]

virtual void itk::Optimizer::SetCurrentPosition (  const ParametersType &  param  )  [protected, virtual, inherited]

Set the current position.

void itk::Object::SetDebug (  bool  debugFlag  )  const [inherited]

Set the value of the debug flag. A non-zero value turns debugging on.

This is a global flag that controls whether any warning* or error messages are displayed* static void itk::Object::SetGlobalWarningDisplay (  bool  flag  )  [static, inherited]

Referenced by itk::Object::GlobalWarningDisplayOff(), and itk::Object::GlobalWarningDisplayOn().

virtual void itk::Optimizer::SetInitialPosition (  const ParametersType &  param  )  [virtual, inherited]

Set the position to initialize the optimization.

Set the lower bound value for each variable* virtual void itk::LBFGSBOptimizer::SetLowerBound (  const BoundValueType &  value  )  [virtual]

Set Get the MaximumNumberOfCorrections Default is* virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfCorrections (  unsigned int  _arg  )  [virtual]

Set Get the MaximumNumberOfEvaluations Default is* virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfEvaluations (  unsigned int  _arg  )  [virtual]

Set Get the MaximumNumberOfIterations Default is* virtual void itk::LBFGSBOptimizer::SetMaximumNumberOfIterations (  unsigned int  _arg  )  [virtual]

void itk::Object::SetMetaDataDictionary (  const MetaDataDictionary &  rhs  )  [inherited]

Returns: Set the MetaDataDictionary

Set Get the ProjectedGradientTolerance Algorithm terminates* when the project gradient is below the tolerance Default value* is e* virtual void itk::LBFGSBOptimizer::SetProjectedGradientTolerance (  double  _arg  )  [virtual]

virtual void itk::Object::SetReferenceCount (  int   )  [virtual, inherited]

Sets the reference count (use with care) Reimplemented from itk::LightObject.

void itk::LBFGSBOptimizer::SetScales (  const ScalesType &   )  [inline]

This optimizer does not support scaling of the derivatives. Reimplemented from itk::Optimizer. Definition at line 139 of file itkLBFGSBOptimizer.h. References itkExceptionMacro.

Set the upper bound value for each variable* virtual void itk::LBFGSBOptimizer::SetUpperBound (  const BoundValueType &  value  )  [virtual]

void itk::LBFGSBOptimizer::StartOptimization (  void   )  [virtual]

Start optimization with an initial value. Reimplemented from itk::Optimizer.

virtual void itk::Object::UnRegister (   )  const [virtual, inherited]

Decrease the reference count (release by another object). Reimplemented from itk::LightObject.

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Member Data Documentation

Allow people to add remove invoke observers (callbacks) to any ITK * object. This is an implementation of the subject/observer design * pattern. An observer is added by specifying an event to respond to * and an itk unsigned lon itk::Object::AddObserver)(const EventObject &event, Command *) const [inherited]

This is a global flag that controls whether any itk::Object::debug [inherited]

Definition at line 94 of file itkObject.h.

Set Get the CostFunctionConvergenceFactor Algorithm terminates* when the reduction in cost function is less than factor* epsmcj* where epsmch is the machine precision* Typical values for itk::LBFGSBOptimizer::factor

Definition at line 108 of file itkLBFGSBOptimizer.h.

CostFunctionPointer itk::SingleValuedNonLinearOptimizer::m_CostFunction [protected, inherited]

Definition at line 80 of file itkSingleValuedNonLinearOptimizer.h.

int itk::LightObject::m_ReferenceCount [mutable, protected, inherited]

Number of uses of this object by other objects. Definition at line 119 of file itkLightObject.h.

SimpleFastMutexLock itk::LightObject::m_ReferenceCountLock [mutable, protected, inherited]

Mutex lock to protect modification to the reference count Definition at line 122 of file itkLightObject.h.

bool itk::Optimizer::m_ScalesInitialized [protected, inherited]

Definition at line 90 of file itkOptimizer.h.

Methods invoked by virtual Print () to print information about the object * including superclasses. Typically not called by the user (use Print() * instead) but used in the hierarchical print process to combine the * output of several classes. */ virtual void PrintSelf(std voi itk::LightObject::PrintHeader)(std::ostream &os, Indent indent) const [protected, inherited]

Set the boundary condition for each where* itk::LBFGSBOptimizer::select[i] = 0 if x[i] is unbounded

Definition at line 96 of file itkLBFGSBOptimizer.h.

Set the boundary condition for each itk::LBFGSBOptimizer::variable

Definition at line 95 of file itkLBFGSBOptimizer.h.

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The documentation for this class was generated from the following file:

• itkLBFGSBOptimizer.h

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