libinsighttoolkit4-dev 4.12.2-dfsg1-1ubuntu1 / usr / include / ITK-4.12 / itkPowellOptimizerv4.hxx

/*=========================================================================
 *
 *  Copyright Insight Software Consortium
 *
 *  Licensed under the Apache License, Version 2.0 (the "License");
 *  you may not use this file except in compliance with the License.
 *  You may obtain a copy of the License at
 *
 *         http://www.apache.org/licenses/LICENSE-2.0.txt
 *
 *  Unless required by applicable law or agreed to in writing, software
 *  distributed under the License is distributed on an "AS IS" BASIS,
 *  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 *  See the License for the specific language governing permissions and
 *  limitations under the License.
 *
 *=========================================================================*/
#ifndef itkPowellOptimizerv4_hxx
#define itkPowellOptimizerv4_hxx

#include "itkPowellOptimizerv4.h"

namespace itk
{
template<typename TInternalComputationValueType>
PowellOptimizerv4<TInternalComputationValueType>
::PowellOptimizerv4():
  m_SpaceDimension(0),
  m_CurrentLineIteration(0),
  m_MaximumIteration(100),
  m_MaximumLineIteration(100),
  m_CatchGetValueException(false),
  m_MetricWorstPossibleValue(0),
  m_StepLength(0),
  m_StepTolerance(0),
  m_ValueTolerance(0),
  m_CurrentCost(0),
  m_Stop(false)
{
  m_StopConditionDescription << this->GetNameOfClass() << ": ";
}

template<typename TInternalComputationValueType>
PowellOptimizerv4<TInternalComputationValueType>
::~PowellOptimizerv4()
{}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::SetLine(const ParametersType & origin,
          const vnl_vector< double > & direction)
{
  const ScalesType & scales = this->GetScales();
  for ( unsigned int i = 0; i < m_SpaceDimension; ++i )
    {
    m_LineOrigin[i] = origin[i];
    if( this->GetScalesAreIdentity() )
      {
      m_LineDirection[i] = direction[i];
      }
    else
      {
      m_LineDirection[i] = direction[i] / scales[i];
      }
    }
}

template<typename TInternalComputationValueType>
double
PowellOptimizerv4<TInternalComputationValueType>
::GetLineValue(double x) const
{
  ParametersType tempCoord(m_SpaceDimension);

  return this->GetLineValue(x, tempCoord);
}

template<typename TInternalComputationValueType>
double
PowellOptimizerv4<TInternalComputationValueType>
::GetLineValue(double x, ParametersType & tempCoord) const
{
  for ( unsigned int i = 0; i < m_SpaceDimension; i++ )
    {
    tempCoord[i] = this->m_LineOrigin[i] + x * this->m_LineDirection[i];
    }
  this->m_Metric->SetParameters(tempCoord);
  itkDebugMacro(<< "x = " << x);
  double val;
  try
    {
    val = ( this->m_Metric->GetValue() );
    }
  catch ( ... )
    {
    if ( m_CatchGetValueException )
      {
      val = m_MetricWorstPossibleValue;
      }
    else
      {
      throw;
      }
    }
  itkDebugMacro(<< "val = " << val);
  return val;
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::SetCurrentLinePoint(double x, double fx)
{
  for ( unsigned int i = 0; i < m_SpaceDimension; i++ )
    {
    this->m_CurrentPosition[i] = this->m_LineOrigin[i] + x * this->m_LineDirection[i];
    }
  this->m_Metric->SetParameters(m_CurrentPosition);
  this->SetCurrentCost(fx);
  this->Modified();
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::Swap(double *a, double  *b) const
{
  double tf;

  tf = *a;
  *a = *b;
  *b = tf;
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::Shift(double *a, double *b, double *c, double d) const
{
  *a = *b;
  *b = *c;
  *c = d;
}

//
// This code was implemented from the description of
// the Golden section search available in the Wikipedia
//
// http://en.wikipedia.org/wiki/Golden_section_search
//
//
// The inputs to this function are
//
// x1 and its function value f1
// x2
//
// (f2 is not yet evaluated, it will be computed inside)
// (x2 and its function value f3 are also computed inside)
//
// The outputs are the values of x2 and f2 at
// the end of the iterations.
//
template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::LineBracket(double *x1, double *x2, double *x3,
              double *f1, double *f2, double *f3)
{
  ParametersType tempCoord(m_SpaceDimension);

  this->LineBracket(x1, x2, x3, f1, f2, f3, tempCoord);
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::LineBracket(double *x1, double *x2, double *x3,
              double *f1, double *f2, double *f3,
              ParametersType & tempCoord)
{
  //
  // Compute the golden ratio as a constant to be
  // used when extrapolating the bracket
  //
  const double goldenRatio = ( 1.0 + std::sqrt(5.0) ) / 2.0;

  //
  // Get the value of the function for point x2
  //
  *f2 = this->GetLineValue(*x2, tempCoord);

  //
  // Compute extrapolated point using the golden ratio
  //
  if ( *f2 >= *f1 )
    {
    this->Swap(x1, x2);
    this->Swap(f1, f2);
    }

  // compute x3 on the side of x2
  *x3 = *x1 + goldenRatio * ( *x2 - *x1 );
  *f3 = this->GetLineValue(*x3, tempCoord);

  // If the new point is a minimum
  // then continue extrapolating in
  // that direction until we find a
  // value of f3 that makes f2 to be
  // a minimum.
  while ( *f3 < *f2 )
    {
    *x2 = *x3;
    *f2 = *f3;
    *x3 = *x1 + goldenRatio * ( *x2 - *x1 );
    *f3 = this->GetLineValue(*x3, tempCoord);
    }

  itkDebugMacro(<< "Initial: " << *x1 << ", " << *x2 << ", " << *x3);
  //
  // Report the central point as the minimum
  //
  this->SetCurrentLinePoint(*x2, *f2);
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::BracketedLineOptimize(double ax, double bx, double cx,
                        double fa, double functionValueOfb, double fc,
                        double *extX, double *extVal)
{
  ParametersType tempCoord(m_SpaceDimension);

  this->BracketedLineOptimize(ax, bx, cx, fa, functionValueOfb, fc, extX, extVal, tempCoord);
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::BracketedLineOptimize(double ax, double bx, double cx,
                        double itkNotUsed(fa), double functionValueOfb, double itkNotUsed(fc),
                        double *extX, double *extVal,
                        ParametersType & tempCoord)
{
  double x;
  double v = 0.0;
  double w;        /* Abscissae, descr. see above  */
  double a;
  double b;

  a = ( ax < cx ? ax : cx );
  b = ( ax > cx ? ax : cx );

  x = bx;
  w = bx;

  const double goldenSectionRatio = ( 3.0 - std::sqrt(5.0) ) / 2;  /* Gold
                                                                    section
                                                                    ratio    */
  const double POWELL_TINY = 1.0e-20;

  double functionValueOfX;        /* f(x)        */
  double functionValueOfV;        /* f(v)        */
  double functionValueOfW;        /* f(w)        */

  functionValueOfV   =    functionValueOfb;
  functionValueOfX   =    functionValueOfV;
  functionValueOfW   =    functionValueOfV;

  for ( m_CurrentLineIteration = 0;
        m_CurrentLineIteration < m_MaximumLineIteration;
        m_CurrentLineIteration++ )
    {
    double middle_range = ( a + b ) / 2;

    double new_step;          /* Step at this iteration       */

    double tolerance1;
    double tolerance2;

    tolerance1 = m_StepTolerance * std::fabs(x) + POWELL_TINY;
    tolerance2 = 2.0 * tolerance1;

    if ( std::fabs(x - middle_range) <= ( tolerance2 - 0.5 * ( b - a ) )
         || 0.5 * ( b - a ) < m_StepTolerance )
      {
      *extX = x;
      *extVal = functionValueOfX;
      this->SetCurrentLinePoint(x, functionValueOfX);
      itkDebugMacro(<< "x = " << *extX);
      itkDebugMacro(<< "val = " << *extVal);
      itkDebugMacro(<< "return 1");
      return;        /* Acceptable approx. is found  */
      }

    /* Obtain the gold section step  */
    new_step = goldenSectionRatio * ( x < middle_range ? b - x : a - x );

    /* Decide if the interpolation can be tried  */
    if ( std::fabs(x - w) >= tolerance1  )    /* If x and w are distinct      */
      {
      double t;
      t = ( x - w ) * ( functionValueOfX - functionValueOfV );

      double q;    /* ted as p/q; division operation*/
      q = ( x - v ) * ( functionValueOfX - functionValueOfW );

      double p;     /* Interpolation step is calcula-*/
      p = ( x - v ) * q - ( x - w ) * t;

      q = 2 * ( q - t );

      if ( q > (double)0 )    /* q was calculated with the op-*/
        {
        p = -p;      /* posite sign; make q positive  */
        }
      else        /* and assign possible minus to  */
        {
        q = -q;      /* p        */
        }

      /* Chec if x+p/q falls in [a,b] and  not too close to a and b
           and isn't too large */
      if ( std::fabs(p) < std::fabs(new_step * q)
           && p > q * ( a - x + 2 * tolerance1 )
           && p < q * ( b - x - 2 * tolerance1 ) )
        {
        new_step = p / q;      /* it is accepted         */
        }

      /* If p/q is too large then the  gold section procedure can
         reduce [a,b] range to more  extent      */
      }

    /* Adjust the step to be not less than tolerance*/
    if ( std::fabs(new_step) < tolerance1 )
      {
      if ( new_step > 0.0 )
        {
        new_step = tolerance1;
        }
      else
        {
        new_step = -tolerance1;
        }
      }

    /* Obtain the next approximation to min  */
    /* and reduce the enveloping range  */
    double t = x + new_step;  /* Tentative point for the min  */

    double functionValueOft;

    functionValueOft = this->GetLineValue(t, tempCoord);

    if ( functionValueOft <= functionValueOfX )
      {
      if ( t < x )      /* Reduce the range so that  */
        {
        b = x;        /* t would fall within it  */
        }
      else
        {
        a = x;
        }

      /* assing the best approximation to x */
      v = w;
      w = x;
      x = t;

      functionValueOfV = functionValueOfW;
      functionValueOfW = functionValueOfX;
      functionValueOfX = functionValueOft;
      }
    else                              /* x remains the better approx  */
      {
      if ( t < x )      /* Reduce the range enclosing x  */
        {
        a = t;
        }
      else
        {
        b = t;
        }

      if ( functionValueOft <= functionValueOfW || Math::ExactlyEquals(w, x) )
        {
        v = w;
        w = t;
        functionValueOfV = functionValueOfW;
        functionValueOfW = functionValueOft;
        }
      else if ( functionValueOft <= functionValueOfV || Math::ExactlyEquals(v, x) || Math::ExactlyEquals(v, w) )
        {
        v = t;
        functionValueOfV = functionValueOft;
        }
      }
    }

  *extX = x;
  *extVal = functionValueOfX;
  itkDebugMacro(<< "x = " << *extX);
  itkDebugMacro(<< "val = " << *extVal);
  itkDebugMacro(<< "return 2");

  this->SetCurrentLinePoint(x, functionValueOfX);
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::StartOptimization(bool /* doOnlyInitialization */)
{
  if ( this->m_Metric.IsNull() )
    {
    return;
    }

  Superclass::StartOptimization();

  m_StopConditionDescription.str("");
  m_StopConditionDescription << this->GetNameOfClass() << ": ";

  this->InvokeEvent( StartEvent() );
  m_Stop = false;

  this->SetSpaceDimension( this->m_Metric->GetNumberOfParameters() );

  vnl_matrix< double > xi(m_SpaceDimension, m_SpaceDimension);
  vnl_vector< double > xit(m_SpaceDimension);
  xi.set_identity();
  xit.fill(0);
  xit[0] = 1;

  ParametersType tempCoord(m_SpaceDimension);
  ParametersType p(m_SpaceDimension);
  ParametersType pt(m_SpaceDimension);
  ParametersType ptt(m_SpaceDimension);
  p = this->m_Metric->GetParameters();
  pt = p;

  unsigned int ibig;
  double       fp, del, fptt;
  double       ax, xx, bx;
  double       fa, fx, fb;

  xx = 0;
  this->SetLine(p, xit);
  fx = this->GetLineValue(0, tempCoord);

  for ( this->m_CurrentIteration = 0;
        this->m_CurrentIteration <= m_MaximumIteration;
        this->m_CurrentIteration++ )
    {
    fp = fx;
    ibig = 0;
    del = 0.0;

    for ( unsigned int i = 0; i < m_SpaceDimension; i++ )
      {
      for ( unsigned int j = 0; j < m_SpaceDimension; ++j )
        {
        xit[j] = xi[j][i];
        }
      fptt = fx;

      this->SetLine(p, xit);

      ax = 0.0;
      fa = fx;
      xx = m_StepLength;
      this->LineBracket(&ax, &xx, &bx, &fa, &fx, &fb, tempCoord);
      this->BracketedLineOptimize(ax, xx, bx, fa, fx, fb, &xx, &fx, tempCoord);
      this->SetCurrentLinePoint(xx, fx);
      p = this->GetCurrentPosition();

      if ( std::fabs(fptt - fx) > del )
        {
        del = std::fabs(fptt - fx);
        ibig = i;
        }
      }

    if ( 2.0 * std::fabs(fp - fx)
         <= m_ValueTolerance * ( std::fabs(fp) + std::fabs(fx) ) )
      {
      m_StopConditionDescription << "Cost function values at the current parameter ("
                                 << fx
                                 << ") and at the local extrema ("
                                 << fp
                                 << ") are within Value Tolerance ("
                                 << m_ValueTolerance << ")";
      this->InvokeEvent( EndEvent() );
      return;
      }

    const ScalesType & scales = this->GetScales();
    for ( unsigned int j = 0; j < m_SpaceDimension; ++j )
      {
      ptt[j] = 2.0 * p[j] - pt[j];

      if( this->GetScalesAreIdentity() )
        {
        xit[j] = p[j] - pt[j];
        }
      else
        {
        xit[j] = ( p[j] - pt[j] ) * scales[j];
        }

      pt[j] = p[j];
      }

    this->SetLine(ptt, xit);
    fptt = this->GetLineValue(0, tempCoord);
    if ( fptt < fp )
      {
      double t = 2.0 * ( fp - 2.0 * fx + fptt )
                 * itk::Math::sqr(fp - fx - del)
                 - del *itk::Math::sqr(fp - fptt);
      if ( t < 0.0 )
        {
        this->SetLine(p, xit);

        ax = 0.0;
        fa = fx;
        xx = 1;
        this->LineBracket(&ax, &xx, &bx, &fa, &fx, &fb, tempCoord);
        this->BracketedLineOptimize(ax, xx, bx, fa, fx, fb, &xx, &fx, tempCoord);
        this->SetCurrentLinePoint(xx, fx);
        p = this->GetCurrentPosition();

        for ( unsigned int j = 0; j < m_SpaceDimension; j++ )
          {
          xi[j][ibig] = xx * xit[j];
          }
        }
      }

    this->InvokeEvent( IterationEvent() );
    }

  m_StopConditionDescription << "Maximum number of iterations exceeded. "
                             << "Number of iterations is "
                             << m_MaximumIteration;
  this->InvokeEvent( EndEvent() );
}

template<typename TInternalComputationValueType>
const std::string
PowellOptimizerv4<TInternalComputationValueType>
::GetStopConditionDescription() const
{
  return m_StopConditionDescription.str();
}

template<typename TInternalComputationValueType>
void
PowellOptimizerv4<TInternalComputationValueType>
::PrintSelf(std::ostream & os, Indent indent) const
{
  Superclass::PrintSelf(os, indent);

  os << indent << "Metric Worst Possible Value " << m_MetricWorstPossibleValue << std::endl;
  os << indent << "Catch GetValue Exception " << m_CatchGetValueException   << std::endl;
  os << indent << "Space Dimension   " << m_SpaceDimension   << std::endl;
  os << indent << "Maximum Iteration " << m_MaximumIteration << std::endl;
  os << indent << "StepLength        " << m_StepLength       << std::endl;
  os << indent << "StepTolerance     " << m_StepTolerance    << std::endl;
  os << indent << "ValueTolerance    " << m_ValueTolerance   << std::endl;
  os << indent << "LineOrigin        " << m_LineOrigin       << std::endl;
  os << indent << "LineDirection     " << m_LineDirection    << std::endl;
  os << indent << "Current Cost      " << m_CurrentCost      << std::endl;
  os << indent << "Maximum Line Iteration " << m_MaximumLineIteration << std::endl;
  os << indent << "Current Line Iteration " << m_CurrentLineIteration << std::endl;
  os << indent << "Stop              " << m_Stop             << std::endl;
}
} // end of namespace itk
#endif