非線性優化 高翔

2021-10-08 07:04:03 字數 4404 閱讀 8162

高斯牛頓法

#include


#include


#include


#include


#include


using


namespace std;


intmain()


// 開始gauss-newton 迭代


int iterations =


100;


// 迭代次數


double cost =


0, lastcost =0;


// 本次迭代的cost和上一次迭代的cost


chrono::steady_clock::time_point t1 = chrono::steady_clock::


now();


for(


int iter =


0; iter < iterations; iter++


) j in gauss-newton


eigen::matrix3d h = eigen::matrix3d::


zero()


;// bias


eigen::vector3d b = eigen::vector3d::


zero()


;        cost =0;


for(


int i =


0; i < n; i++


)// 求解線性方程　ｈx = b


eigen::vector3d dx = h.


ldlt()


.solve


(b);if(


isnan


(dx[0]


))if(iter >


0&& cost >= lastcost)


ae +


= dx[0]


;        be +


= dx[1]


;        ce +


= dx[2]


;        lastcost = cost;


cout <<


"total cost: "


<< cost <<


", \t\tupdata: "


<< dx.


transpose()


<<


"\t\testimated params: "


<< ae <<


","<< be <<


","<< ce << endl;


}    chrono::steady_clock::time_point t2 = chrono::steady_clock::


now();


chrono::duration<


double


> time_used = chrono::duration_cast<:duration>


double


>>


( t2 - t1)


;    cout <<


"solve time cost = "


<< time_used.


count()


<<


" seconds. "


<< endl;


cout <<


"estimated abc = "


<< ae <<


" , "


<< be <<


", "


<< ce << endl;


return0;


}
cmake_minimum_required


(version 3.16


)project


(gaussnewton)


set(cmake_cxx_standard 11


)find_package


(opencv required)


include_directories($)


include_directories


("/usr/include/eigen3"


)add_executable


(gaussnewton main.cpp)


target_link_libraries


(gaussnewton $


)
使用ceres進行優化

這個**沒有看明白，日後再來！！！參考部落格

#include


#include


#include


#include


using


namespace std;


// 代價函式的計算模型


struct curve_fitting_cost 


//殘差的計算


template


<


typename t>


bool


operator()


(const t *


const abc,


// 模型引數，有３維


t *residual)


const


const


double _x, _y;


// x,y資料};


intmain()


double abc[3]


=;// 構建最小二乘問題


ceres::problem problem;


for(


int i =


0; i < n; i++


)// 配置求解器


ceres::solver::options options;


// 這裡有很多配置項可以填


options.linear_solver_type = ceres::dense_normal_cholesky;


//增量方程如何求解


options.minimizer_progress_to_stdout =


true


;//輸出到cout


ceres::solver::summary summary;


// 優化資訊


chrono::steady_clock::time_point t1 = chrono::steady_clock::


now();


ceres::


solve


(options,


&problem,


&summary)


;// 開始優化


chrono::steady_clock::time_point t2 = chrono::steady_clock::


now();


chrono::duration<


double


> time_used = chrono::duration_cast<:duration>


double


>>


(t2 - t1)


;    cout <<


"solve time cost = "


<< time_used.


count()


<<


" seconds. "


<< endl;


//　輸出結果


cout << summary.


briefreport()


<< endl;


cout <<


"estimated a, b, c = "


;for


(auto a:abc) cout << a <<


" ";


cout << endl;


return0;


}
cmake_minimum_required


(version 3.16


)project


(cerescurvefitting)


set(cmake_cxx_standard 11


)find_package


(opencv required)


include_directories($)


find_package


(ceres required)


include_directories($)


include_directories


("/usr/include/eigen3"


)add_executable


(cerescurvefitting main.cpp)


target_link_libraries


(cerescurvefitting $ $


)
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