第6讲 非线性优化

第6讲 非线性优化

6.3 实践Ceres

环境配置

https://blog.csdn.net/qq_39236499/article/details/122547508

代码详解

cmake_minimum_required( VERSION 2.8 )
project( ceres_curve_fitting )

set( CMAKE_BUILD_TYPE "Release" )
set( CMAKE_CXX_FLAGS "-std=c++11 -O3" )

# 添加cmake模块以使用ceres库
list( APPEND CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake_modules )

# 寻找Ceres库并添加它的头文件
find_package( Ceres REQUIRED )
include_directories( ${CERES_INCLUDE_DIRS} )

# OpenCV
find_package( OpenCV REQUIRED )
include_directories( ${OpenCV_DIRS} )

add_executable( curve_fitting main.cpp )

# 与Ceres和OpenCV链接
target_link_libraries( curve_fitting ${CERES_LIBRARIES} ${OpenCV_LIBS} )

#include <iostream>
#include <opencv2/core/core.hpp>
#include <ceres/ceres.h>
#include <chrono>

using namespace std;

// 代价函数的计算模型
struct CURVE_FITTING_COST
{
    CURVE_FITTING_COST (double x, double y) : _x(x), _y(y) {}

    // 残差的计算
    template <typename T>
    bool operator() (
        const T* const abc,     // 模型参数，有3维
        T* residual ) const     // 残差
    {
        residual[0]=T(_y)-ceres::exp(abc[0]*T(_x)*T(_x)+abc[1]*T (_x)+abc[2]); 
        // y-exp(ax^2+bx+c)
        return true;
    }

    const double _x, _y;    // x,y数据
};



int main ( int argc, char** argv )
{
    double a=1.0, b=2.0, c=1.0;         // 真实参数值
    int N=100;                          // 数据点 100个样本
    double w_sigma=1.0;                 // 噪声Sigma值
    cv::RNG rng;                        // OpenCV随机数产生器
    double abc[3] = {0,0,0};            // abc参数的估计值

    vector<double> x_data, y_data;      // 数据
		
    //生成数据
    cout << "生成数据: " << endl;
    for (int i=0; i<N; i++){
        double x = i/100.0;
        x_data.push_back(x);
        y_data.push_back(exp(a*x*x+b*x+c) + rng.gaussian(w_sigma));
        cout << x_data[i] << " " << y_data[i] << endl;
    }
    cout << endl;


    // 构建最小二乘问题
    ceres::Problem problem;
    for (int i=0; i<N; i++){
        problem.AddResidualBlock (     // 向问题中添加误差项
        // 使用自动求导，模板参数：误差类型，输出维度，输入维度，维数要与前面struct中一致
            new ceres::AutoDiffCostFunction<CURVE_FITTING_COST, 1, 3> ( 
                new CURVE_FITTING_COST ( x_data[i], y_data[i] )
            ),
            nullptr,            // 核函数，这里不使用，为空
            abc                 // 待估计参数
        );
    }


    // 配置求解器
    ceres::Solver::Options options;                // 这里有很多配置项可以填
    options.linear_solver_type = ceres::DENSE_QR;  // 增量方程如何求解
    options.minimizer_progress_to_stdout = true;   // 输出到cout

    ceres::Solver::Summary summary;                // 优化信息

    chrono::steady_clock::time_point t1 = chrono::steady_clock::now();
    ceres::Solve ( options, &problem, &summary );  // 开始优化
    chrono::steady_clock::time_point t2 = chrono::steady_clock::now();

    chrono::duration<double> time_used = chrono::duration_cast<chrono::duration<double>>( t2-t1 );
    cout << endl;
    cout << "solve time cost = " << time_used.count() << " seconds. " << endl;

    // 输出结果
    cout << summary.BriefReport() << endl;
    cout << "estimated a,b,c = ";
    for (auto i : abc){
   	cout << i << " ";
    }
    cout << endl;

    return 0;
}

6.4 实践：g2o

环境配置

https://blog.csdn.net/qq_39236499/article/details/122790033

代码详解

CMakeLists.txt

cmake_minimum_required( VERSION 2.8 )
project( g2o_curve_fitting )

set( CMAKE_BUILD_TYPE "Release" )
set( CMAKE_CXX_FLAGS "-std=c++11 -O3" )

# 添加cmake模块以使用ceres库
list( APPEND CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR}/cmake_modules )

# 寻找G2O
find_package( G2O REQUIRED )
include_directories( 
    ${G2O_INCLUDE_DIRS}
    "/usr/include/eigen3"
)

# OpenCV
find_package( OpenCV REQUIRED )
include_directories( ${OpenCV_DIRS} )

add_executable( curve_fitting main.cpp )
# 与G2O和OpenCV链接
target_link_libraries( curve_fitting 
    ${OpenCV_LIBS}
    g2o_core g2o_stuff
)

g2o_curve_fitting.cpp

#include <iostream>
#include <g2o/core/base_vertex.h>
#include <g2o/core/base_unary_edge.h>
#include <g2o/core/block_solver.h>
#include <g2o/core/optimization_algorithm_levenberg.h>
#include <g2o/core/optimization_algorithm_gauss_newton.h>
#include <g2o/core/optimization_algorithm_dogleg.h>
#include <g2o/solvers/dense/linear_solver_dense.h>
#include <Eigen/Core>
#include <opencv2/core/core.hpp>
#include <cmath>
#include <chrono>
using namespace std; 


// 曲线模型的顶点，模板参数：优化变量维度和数据类型
class CurveFittingVertex: public g2o::BaseVertex<3, Eigen::Vector3d>
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW
    virtual void setToOriginImpl() { // 顶点重置
        _estimate << 0,0,0;
    }
    
    virtual void oplusImpl( const double* update ) { // 顶点更新
        _estimate += Eigen::Vector3d(update);
    }
    // 存盘和读盘：留空
    virtual bool read( istream& in ) {}
    virtual bool write( ostream& out ) const {}
};


// 误差模型 模板参数：观测值维度，类型，连接顶点类型
class CurveFittingEdge: public g2o::BaseUnaryEdge<1, double, CurveFittingVertex>
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW
    CurveFittingEdge( double x ): BaseUnaryEdge(), _x(x) {}
    // 计算曲线模型误差
    void computeError() {
        const CurveFittingVertex* v = static_cast<const CurveFittingVertex*> (_vertices[0]);
        const Eigen::Vector3d abc = v->estimate();
        _error(0,0) = _measurement - std::exp(abc(0,0)*_x*_x + abc(1,0)*_x + abc(2,0));
    }
    virtual bool read( istream& in ) {}
    virtual bool write( ostream& out ) const {}
public:
    double _x;  // x 值， y 值为 _measurement
};



int main( int argc, char** argv )
{
    double a=1.0, b=2.0, c=1.0;         // 真实参数值
    int N=100;                          // 数据点
    double w_sigma=1.0;                 // 噪声Sigma值
    cv::RNG rng;                        // OpenCV随机数产生器
    double abc[3] = {0,0,0};            // abc参数的估计值

    vector<double> x_data, y_data;      // 数据
    
    cout << "generating data: " << endl;
    for ( int i=0; i<N; i++ ){
        double x = i/100.0;
        x_data.push_back(x);
        y_data.push_back(exp(a*x*x+b*x+c) + rng.gaussian(w_sigma));
        cout << x_data[i] << " " << y_data[i] << endl;
    }
    cout << endl;
    
    // 构建图优化，先设定g2o
    typedef g2o::BlockSolver< g2o::BlockSolverTraits<3,1> > Block;  // 每个误差项优化变量维度为3，误差值维度为1
    Block::LinearSolverType* linearSolver = new g2o::LinearSolverDense<Block::PoseMatrixType>(); // 线性方程求解器
    Block* solver_ptr = new Block( linearSolver );      // 矩阵块求解器
    // 梯度下降方法，从GN, LM, DogLeg 中选
    g2o::OptimizationAlgorithmLevenberg* solver = new g2o::OptimizationAlgorithmLevenberg( solver_ptr );
    // g2o::OptimizationAlgorithmGaussNewton* solver = new g2o::OptimizationAlgorithmGaussNewton( solver_ptr );
    // g2o::OptimizationAlgorithmDogleg* solver = new g2o::OptimizationAlgorithmDogleg( solver_ptr );
    g2o::SparseOptimizer optimizer;     // 图模型
    optimizer.setAlgorithm( solver );   // 设置求解器
    optimizer.setVerbose( true );       // 打开调试输出
    
    // 往图中增加顶点
    CurveFittingVertex* v = new CurveFittingVertex();
    v->setEstimate( Eigen::Vector3d(0,0,0) );
    v->setId(0);
    optimizer.addVertex( v );
    
    // 往图中增加边
    for (int i=0; i<N; i++){
        CurveFittingEdge* edge = new CurveFittingEdge( x_data[i] );
        edge->setId(i);
        edge->setVertex( 0, v );                // 设置连接的顶点
        edge->setMeasurement( y_data[i] );      // 观测数值
        edge->setInformation( Eigen::Matrix<double,1,1>::Identity()*1/(w_sigma*w_sigma) ); // 信息矩阵：协方差矩阵之逆
        optimizer.addEdge( edge );
    }
    
    // 执行优化
    cout << endl;
    cout << "开始优化：" << endl;
    chrono::steady_clock::time_point t1 = chrono::steady_clock::now();
    optimizer.initializeOptimization();
    optimizer.optimize(100);
    chrono::steady_clock::time_point t2 = chrono::steady_clock::now();
    chrono::duration<double> time_used = chrono::duration_cast<chrono::duration<double>>(t2 - t1);
    cout << "solve time cost = " << time_used.count() << " seconds. " << endl;
    
    // 输出优化值
    Eigen::Vector3d abc_estimate = v->estimate();
    cout << "estimated model: " << abc_estimate.transpose() << endl;
    
    return 0;
}

该小节遇到的问题

运行./curve_fitting报错如下：

./curve_fitting: error while loading shared libraries: libg2o_core.so: cannot open shared object file: No such file or directory

解决方法参考：https://blog.csdn.net/stm32F103vc/article/details/98874108

流程如下：

1. 终端输入：

sudo gedit /etc/ld.so.conf

2. 添加如下代码：

/usr/local/lib

3. 运行：

sudo ldconfig

4. 再次终端输入运行

./curve_fitting

5. 成功