openCV library for Renesas RZ/A
Dependents: RZ_A2M_Mbed_samples
Diff: include/opencv2/core/optim.hpp
- Revision:
- 0:0e0631af0305
--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/include/opencv2/core/optim.hpp Fri Jan 29 04:53:38 2021 +0000 @@ -0,0 +1,302 @@ +/*M/////////////////////////////////////////////////////////////////////////////////////// +// +// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING. +// +// By downloading, copying, installing or using the software you agree to this license. +// If you do not agree to this license, do not download, install, +// copy or use the software. +// +// +// License Agreement +// For Open Source Computer Vision Library +// +// Copyright (C) 2013, OpenCV Foundation, all rights reserved. +// Third party copyrights are property of their respective owners. +// +// Redistribution and use in source and binary forms, with or without modification, +// are permitted provided that the following conditions are met: +// +// * Redistribution's of source code must retain the above copyright notice, +// this list of conditions and the following disclaimer. +// +// * Redistribution's in binary form must reproduce the above copyright notice, +// this list of conditions and the following disclaimer in the documentation +// and/or other materials provided with the distribution. +// +// * The name of the copyright holders may not be used to endorse or promote products +// derived from this software without specific prior written permission. +// +// This software is provided by the copyright holders and contributors "as is" and +// any express or implied warranties, including, but not limited to, the implied +// warranties of merchantability and fitness for a particular purpose are disclaimed. +// In no event shall the OpenCV Foundation or contributors be liable for any direct, +// indirect, incidental, special, exemplary, or consequential damages +// (including, but not limited to, procurement of substitute goods or services; +// loss of use, data, or profits; or business interruption) however caused +// and on any theory of liability, whether in contract, strict liability, +// or tort (including negligence or otherwise) arising in any way out of +// the use of this software, even if advised of the possibility of such damage. +// +//M*/ + +#ifndef OPENCV_OPTIM_HPP +#define OPENCV_OPTIM_HPP + +#include "opencv2/core.hpp" + +namespace cv +{ + +/** @addtogroup core_optim +The algorithms in this section minimize or maximize function value within specified constraints or +without any constraints. +@{ +*/ + +/** @brief Basic interface for all solvers + */ +class CV_EXPORTS MinProblemSolver : public Algorithm +{ +public: + /** @brief Represents function being optimized + */ + class CV_EXPORTS Function + { + public: + virtual ~Function() {} + virtual int getDims() const = 0; + virtual double getGradientEps() const; + virtual double calc(const double* x) const = 0; + virtual void getGradient(const double* x,double* grad); + }; + + /** @brief Getter for the optimized function. + + The optimized function is represented by Function interface, which requires derivatives to + implement the sole method calc(double*) to evaluate the function. + + @return Smart-pointer to an object that implements Function interface - it represents the + function that is being optimized. It can be empty, if no function was given so far. + */ + virtual Ptr<Function> getFunction() const = 0; + + /** @brief Setter for the optimized function. + + *It should be called at least once before the call to* minimize(), as default value is not usable. + + @param f The new function to optimize. + */ + virtual void setFunction(const Ptr<Function>& f) = 0; + + /** @brief Getter for the previously set terminal criteria for this algorithm. + + @return Deep copy of the terminal criteria used at the moment. + */ + virtual TermCriteria getTermCriteria() const = 0; + + /** @brief Set terminal criteria for solver. + + This method *is not necessary* to be called before the first call to minimize(), as the default + value is sensible. + + Algorithm stops when the number of function evaluations done exceeds termcrit.maxCount, when + the function values at the vertices of simplex are within termcrit.epsilon range or simplex + becomes so small that it can enclosed in a box with termcrit.epsilon sides, whatever comes + first. + @param termcrit Terminal criteria to be used, represented as cv::TermCriteria structure. + */ + virtual void setTermCriteria(const TermCriteria& termcrit) = 0; + + /** @brief actually runs the algorithm and performs the minimization. + + The sole input parameter determines the centroid of the starting simplex (roughly, it tells + where to start), all the others (terminal criteria, initial step, function to be minimized) are + supposed to be set via the setters before the call to this method or the default values (not + always sensible) will be used. + + @param x The initial point, that will become a centroid of an initial simplex. After the algorithm + will terminate, it will be setted to the point where the algorithm stops, the point of possible + minimum. + @return The value of a function at the point found. + */ + virtual double minimize(InputOutputArray x) = 0; +}; + +/** @brief This class is used to perform the non-linear non-constrained minimization of a function, + +defined on an `n`-dimensional Euclidean space, using the **Nelder-Mead method**, also known as +**downhill simplex method**. The basic idea about the method can be obtained from +<http://en.wikipedia.org/wiki/Nelder-Mead_method>. + +It should be noted, that this method, although deterministic, is rather a heuristic and therefore +may converge to a local minima, not necessary a global one. It is iterative optimization technique, +which at each step uses an information about the values of a function evaluated only at `n+1` +points, arranged as a *simplex* in `n`-dimensional space (hence the second name of the method). At +each step new point is chosen to evaluate function at, obtained value is compared with previous +ones and based on this information simplex changes it's shape , slowly moving to the local minimum. +Thus this method is using *only* function values to make decision, on contrary to, say, Nonlinear +Conjugate Gradient method (which is also implemented in optim). + +Algorithm stops when the number of function evaluations done exceeds termcrit.maxCount, when the +function values at the vertices of simplex are within termcrit.epsilon range or simplex becomes so +small that it can enclosed in a box with termcrit.epsilon sides, whatever comes first, for some +defined by user positive integer termcrit.maxCount and positive non-integer termcrit.epsilon. + +@note DownhillSolver is a derivative of the abstract interface +cv::MinProblemSolver, which in turn is derived from the Algorithm interface and is used to +encapsulate the functionality, common to all non-linear optimization algorithms in the optim +module. + +@note term criteria should meet following condition: +@code + termcrit.type == (TermCriteria::MAX_ITER + TermCriteria::EPS) && termcrit.epsilon > 0 && termcrit.maxCount > 0 +@endcode + */ +class CV_EXPORTS DownhillSolver : public MinProblemSolver +{ +public: + /** @brief Returns the initial step that will be used in downhill simplex algorithm. + + @param step Initial step that will be used in algorithm. Note, that although corresponding setter + accepts column-vectors as well as row-vectors, this method will return a row-vector. + @see DownhillSolver::setInitStep + */ + virtual void getInitStep(OutputArray step) const=0; + + /** @brief Sets the initial step that will be used in downhill simplex algorithm. + + Step, together with initial point (givin in DownhillSolver::minimize) are two `n`-dimensional + vectors that are used to determine the shape of initial simplex. Roughly said, initial point + determines the position of a simplex (it will become simplex's centroid), while step determines the + spread (size in each dimension) of a simplex. To be more precise, if \f$s,x_0\in\mathbb{R}^n\f$ are + the initial step and initial point respectively, the vertices of a simplex will be: + \f$v_0:=x_0-\frac{1}{2} s\f$ and \f$v_i:=x_0+s_i\f$ for \f$i=1,2,\dots,n\f$ where \f$s_i\f$ denotes + projections of the initial step of *n*-th coordinate (the result of projection is treated to be + vector given by \f$s_i:=e_i\cdot\left<e_i\cdot s\right>\f$, where \f$e_i\f$ form canonical basis) + + @param step Initial step that will be used in algorithm. Roughly said, it determines the spread + (size in each dimension) of an initial simplex. + */ + virtual void setInitStep(InputArray step)=0; + + /** @brief This function returns the reference to the ready-to-use DownhillSolver object. + + All the parameters are optional, so this procedure can be called even without parameters at + all. In this case, the default values will be used. As default value for terminal criteria are + the only sensible ones, MinProblemSolver::setFunction() and DownhillSolver::setInitStep() + should be called upon the obtained object, if the respective parameters were not given to + create(). Otherwise, the two ways (give parameters to createDownhillSolver() or miss them out + and call the MinProblemSolver::setFunction() and DownhillSolver::setInitStep()) are absolutely + equivalent (and will drop the same errors in the same way, should invalid input be detected). + @param f Pointer to the function that will be minimized, similarly to the one you submit via + MinProblemSolver::setFunction. + @param initStep Initial step, that will be used to construct the initial simplex, similarly to the one + you submit via MinProblemSolver::setInitStep. + @param termcrit Terminal criteria to the algorithm, similarly to the one you submit via + MinProblemSolver::setTermCriteria. + */ + static Ptr<DownhillSolver> create(const Ptr<MinProblemSolver::Function>& f=Ptr<MinProblemSolver::Function>(), + InputArray initStep=Mat_<double>(1,1,0.0), + TermCriteria termcrit=TermCriteria(TermCriteria::MAX_ITER+TermCriteria::EPS,5000,0.000001)); +}; + +/** @brief This class is used to perform the non-linear non-constrained minimization of a function +with known gradient, + +defined on an *n*-dimensional Euclidean space, using the **Nonlinear Conjugate Gradient method**. +The implementation was done based on the beautifully clear explanatory article [An Introduction to +the Conjugate Gradient Method Without the Agonizing +Pain](http://www.cs.cmu.edu/~quake-papers/painless-conjugate-gradient.pdf) by Jonathan Richard +Shewchuk. The method can be seen as an adaptation of a standard Conjugate Gradient method (see, for +example <http://en.wikipedia.org/wiki/Conjugate_gradient_method>) for numerically solving the +systems of linear equations. + +It should be noted, that this method, although deterministic, is rather a heuristic method and +therefore may converge to a local minima, not necessary a global one. What is even more disastrous, +most of its behaviour is ruled by gradient, therefore it essentially cannot distinguish between +local minima and maxima. Therefore, if it starts sufficiently near to the local maximum, it may +converge to it. Another obvious restriction is that it should be possible to compute the gradient of +a function at any point, thus it is preferable to have analytic expression for gradient and +computational burden should be born by the user. + +The latter responsibility is accompilished via the getGradient method of a +MinProblemSolver::Function interface (which represents function being optimized). This method takes +point a point in *n*-dimensional space (first argument represents the array of coordinates of that +point) and comput its gradient (it should be stored in the second argument as an array). + +@note class ConjGradSolver thus does not add any new methods to the basic MinProblemSolver interface. + +@note term criteria should meet following condition: +@code + termcrit.type == (TermCriteria::MAX_ITER + TermCriteria::EPS) && termcrit.epsilon > 0 && termcrit.maxCount > 0 + // or + termcrit.type == TermCriteria::MAX_ITER) && termcrit.maxCount > 0 +@endcode + */ +class CV_EXPORTS ConjGradSolver : public MinProblemSolver +{ +public: + /** @brief This function returns the reference to the ready-to-use ConjGradSolver object. + + All the parameters are optional, so this procedure can be called even without parameters at + all. In this case, the default values will be used. As default value for terminal criteria are + the only sensible ones, MinProblemSolver::setFunction() should be called upon the obtained + object, if the function was not given to create(). Otherwise, the two ways (submit it to + create() or miss it out and call the MinProblemSolver::setFunction()) are absolutely equivalent + (and will drop the same errors in the same way, should invalid input be detected). + @param f Pointer to the function that will be minimized, similarly to the one you submit via + MinProblemSolver::setFunction. + @param termcrit Terminal criteria to the algorithm, similarly to the one you submit via + MinProblemSolver::setTermCriteria. + */ + static Ptr<ConjGradSolver> create(const Ptr<MinProblemSolver::Function>& f=Ptr<ConjGradSolver::Function>(), + TermCriteria termcrit=TermCriteria(TermCriteria::MAX_ITER+TermCriteria::EPS,5000,0.000001)); +}; + +//! return codes for cv::solveLP() function +enum SolveLPResult +{ + SOLVELP_UNBOUNDED = -2, //!< problem is unbounded (target function can achieve arbitrary high values) + SOLVELP_UNFEASIBLE = -1, //!< problem is unfeasible (there are no points that satisfy all the constraints imposed) + SOLVELP_SINGLE = 0, //!< there is only one maximum for target function + SOLVELP_MULTI = 1 //!< there are multiple maxima for target function - the arbitrary one is returned +}; + +/** @brief Solve given (non-integer) linear programming problem using the Simplex Algorithm (Simplex Method). + +What we mean here by "linear programming problem" (or LP problem, for short) can be formulated as: + +\f[\mbox{Maximize } c\cdot x\\ + \mbox{Subject to:}\\ + Ax\leq b\\ + x\geq 0\f] + +Where \f$c\f$ is fixed `1`-by-`n` row-vector, \f$A\f$ is fixed `m`-by-`n` matrix, \f$b\f$ is fixed `m`-by-`1` +column vector and \f$x\f$ is an arbitrary `n`-by-`1` column vector, which satisfies the constraints. + +Simplex algorithm is one of many algorithms that are designed to handle this sort of problems +efficiently. Although it is not optimal in theoretical sense (there exist algorithms that can solve +any problem written as above in polynomial time, while simplex method degenerates to exponential +time for some special cases), it is well-studied, easy to implement and is shown to work well for +real-life purposes. + +The particular implementation is taken almost verbatim from **Introduction to Algorithms, third +edition** by T. H. Cormen, C. E. Leiserson, R. L. Rivest and Clifford Stein. In particular, the +Bland's rule <http://en.wikipedia.org/wiki/Bland%27s_rule> is used to prevent cycling. + +@param Func This row-vector corresponds to \f$c\f$ in the LP problem formulation (see above). It should +contain 32- or 64-bit floating point numbers. As a convenience, column-vector may be also submitted, +in the latter case it is understood to correspond to \f$c^T\f$. +@param Constr `m`-by-`n+1` matrix, whose rightmost column corresponds to \f$b\f$ in formulation above +and the remaining to \f$A\f$. It should containt 32- or 64-bit floating point numbers. +@param z The solution will be returned here as a column-vector - it corresponds to \f$c\f$ in the +formulation above. It will contain 64-bit floating point numbers. +@return One of cv::SolveLPResult + */ +CV_EXPORTS_W int solveLP(const Mat& Func, const Mat& Constr, Mat& z); + +//! @} + +}// cv + +#endif