anima::BoundedLevenbergMarquardtOptimizer Class Reference

Levenberg-Marquardt optimizer with lower and upper bounds on parameters Implementation of the original algorithmm, very well described in K. Madsen, H.B. Nielsen and O. Tingleff. Methods for non-linear least squares problems. 2004 http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf Bounded version by projection as suggested by Kanzow et al. but with a lot of modifications, including calculation of optimal lambda C. Kanzow, N. Yamashita and M. Fukushima. Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Journal of computational and applied mathematics. 172:375-397, 2004. More...

#include <animaBoundedLevenbergMarquardtOptimizer.h>

Inheritance diagram for anima::BoundedLevenbergMarquardtOptimizer:

Collaboration diagram for anima::BoundedLevenbergMarquardtOptimizer:

Public Types
typedef itk::SmartPointer< const Self >	ConstPointer
typedef Superclass::CostFunctionType	CostFunctionType
typedef Superclass::MeasureType	MeasureType
typedef itk::SmartPointer< Self >	Pointer
typedef BoundedLevenbergMarquardtOptimizer	Self
typedef itk::MultipleValuedNonLinearOptimizer	Superclass

Public Member Functions
virtual ::itk::LightObject::Pointer	CreateAnother (void) const
virtual double	GetCurrentValue ()
virtual const char *	GetNameOfClass () const
virtual void	SetCostTolerance (double _arg)
virtual void	SetLowerBounds (ParametersType _arg)
virtual void	SetNumberOfIterations (unsigned int _arg)
virtual void	SetUpperBounds (ParametersType _arg)
virtual void	SetValueTolerance (double _arg)
void	StartOptimization () ITK_OVERRIDE

Static Public Member Functions
static Pointer	New ()

Protected Member Functions
	BoundedLevenbergMarquardtOptimizer ()
bool	CheckConditions (unsigned int numIterations, ParametersType &newParams, ParametersType &oldParams, ParametersType &dValues, double newCostValue)
bool	CheckSolutionIsInBounds (ParametersType &solutionVector, ParametersType &lowerBounds, ParametersType &upperBounds, unsigned int rank)
double	EvaluateCostFunctionAtParameters (ParametersType &parameters, MeasureType &residualValues)
void	UpdateLambdaParameter (DerivativeType &derivative, ParametersType &dValues, std::vector< unsigned int > &pivotVector, ParametersType &qtResiduals, unsigned int rank)
virtual	~BoundedLevenbergMarquardtOptimizer () ITK_OVERRIDE

Detailed Description

Levenberg-Marquardt optimizer with lower and upper bounds on parameters Implementation of the original algorithmm, very well described in K. Madsen, H.B. Nielsen and O. Tingleff. Methods for non-linear least squares problems. 2004 http://www2.imm.dtu.dk/pubdb/views/edoc_download.php/3215/pdf/imm3215.pdf Bounded version by projection as suggested by Kanzow et al. but with a lot of modifications, including calculation of optimal lambda C. Kanzow, N. Yamashita and M. Fukushima. Levenberg-Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints. Journal of computational and applied mathematics. 172:375-397, 2004.

Definition at line 21 of file animaBoundedLevenbergMarquardtOptimizer.h.

Member Typedef Documentation

ConstPointer

typedef itk::SmartPointer<const Self> anima::BoundedLevenbergMarquardtOptimizer::ConstPointer

Definition at line 29 of file animaBoundedLevenbergMarquardtOptimizer.h.

CostFunctionType

typedef Superclass::CostFunctionType anima::BoundedLevenbergMarquardtOptimizer::CostFunctionType

Definition at line 34 of file animaBoundedLevenbergMarquardtOptimizer.h.

MeasureType

typedef Superclass::MeasureType anima::BoundedLevenbergMarquardtOptimizer::MeasureType

Definition at line 35 of file animaBoundedLevenbergMarquardtOptimizer.h.

Pointer

typedef itk::SmartPointer<Self> anima::BoundedLevenbergMarquardtOptimizer::Pointer

Definition at line 28 of file animaBoundedLevenbergMarquardtOptimizer.h.

Self

typedef BoundedLevenbergMarquardtOptimizer anima::BoundedLevenbergMarquardtOptimizer::Self

Standard class typedefs.

Definition at line 26 of file animaBoundedLevenbergMarquardtOptimizer.h.

Superclass

typedef itk::MultipleValuedNonLinearOptimizer anima::BoundedLevenbergMarquardtOptimizer::Superclass

Definition at line 27 of file animaBoundedLevenbergMarquardtOptimizer.h.

Constructor & Destructor Documentation

BoundedLevenbergMarquardtOptimizer()

anima::BoundedLevenbergMarquardtOptimizer::BoundedLevenbergMarquardtOptimizer ( )

inlineprotected

Definition at line 53 of file animaBoundedLevenbergMarquardtOptimizer.h.

References anima::BLMLambdaCostFunction::New().

~BoundedLevenbergMarquardtOptimizer()

virtual anima::BoundedLevenbergMarquardtOptimizer::~BoundedLevenbergMarquardtOptimizer ( )

inlineprotectedvirtual

Definition at line 65 of file animaBoundedLevenbergMarquardtOptimizer.h.

Member Function Documentation

CheckConditions()

bool anima::BoundedLevenbergMarquardtOptimizer::CheckConditions ( unsigned int  numIterations, ParametersType &  newParams, ParametersType &  oldParams, ParametersType &  dValues, double  newCostValue  )

protected

Definition at line 335 of file animaBoundedLevenbergMarquardtOptimizer.cxx.

Referenced by StartOptimization().

CheckSolutionIsInBounds()

bool anima::BoundedLevenbergMarquardtOptimizer::CheckSolutionIsInBounds ( ParametersType &  solutionVector, ParametersType &  lowerBounds, ParametersType &  upperBounds, unsigned int  rank  )

protected

Definition at line 246 of file animaBoundedLevenbergMarquardtOptimizer.cxx.

CreateAnother()

virtual::itk::LightObject::Pointer anima::BoundedLevenbergMarquardtOptimizer::CreateAnother

(

void

)

const

EvaluateCostFunctionAtParameters()

double anima::BoundedLevenbergMarquardtOptimizer::EvaluateCostFunctionAtParameters ( ParametersType &  parameters, MeasureType &  residualValues  )

protected

Definition at line 323 of file animaBoundedLevenbergMarquardtOptimizer.cxx.

Referenced by StartOptimization().

GetCurrentValue()

virtual double anima::BoundedLevenbergMarquardtOptimizer::GetCurrentValue ( )

virtual

GetNameOfClass()

virtual const char* anima::BoundedLevenbergMarquardtOptimizer::GetNameOfClass ( ) const

virtual

Run-time type information (and related methods).

New()

static Pointer anima::BoundedLevenbergMarquardtOptimizer::New ( )

static

Method for creation through the object factory.

SetCostTolerance()

virtual void anima::BoundedLevenbergMarquardtOptimizer::SetCostTolerance ( double  _arg )

virtual

SetLowerBounds()

virtual void anima::BoundedLevenbergMarquardtOptimizer::SetLowerBounds ( ParametersType  _arg )

virtual

SetNumberOfIterations()

virtual void anima::BoundedLevenbergMarquardtOptimizer::SetNumberOfIterations ( unsigned int  _arg )

virtual

SetUpperBounds()

virtual void anima::BoundedLevenbergMarquardtOptimizer::SetUpperBounds ( ParametersType  _arg )

virtual

SetValueTolerance()

virtual void anima::BoundedLevenbergMarquardtOptimizer::SetValueTolerance ( double  _arg )

virtual

StartOptimization()

void anima::BoundedLevenbergMarquardtOptimizer::StartOptimization

(

)

Start optimization

Definition at line 9 of file animaBoundedLevenbergMarquardtOptimizer.cxx.

References CheckConditions(), EvaluateCostFunctionAtParameters(), anima::GetQtBFromQRPivotDecomposition(), anima::QRPivotDecomposition(), and UpdateLambdaParameter().

UpdateLambdaParameter()

void anima::BoundedLevenbergMarquardtOptimizer::UpdateLambdaParameter ( DerivativeType &  derivative, ParametersType &  dValues, std::vector< unsigned int > &  pivotVector, ParametersType &  qtResiduals, unsigned int  rank  )

protected

Definition at line 261 of file animaBoundedLevenbergMarquardtOptimizer.cxx.

References anima::DekkerRootFindingAlgorithm::Optimize(), anima::BaseRootFindingAlgorithm::SetCostFunctionTolerance(), anima::BaseRootFindingAlgorithm::SetFunctionValueAtInitialLowerBound(), anima::BaseRootFindingAlgorithm::SetLowerBound(), anima::BaseRootFindingAlgorithm::SetMaximumNumberOfIterations(), anima::BaseRootFindingAlgorithm::SetRootFindingFunction(), anima::BaseRootFindingAlgorithm::SetRootRelativeTolerance(), and anima::BaseRootFindingAlgorithm::SetUpperBound().

Referenced by StartOptimization().

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

• animaBoundedLevenbergMarquardtOptimizer.h
• animaBoundedLevenbergMarquardtOptimizer.cxx