Added an optional hard limit on the number of iterations in the

structural SVM solver.

dlib/svm/structural_svm_distributed.h

@@ -345,6 +345,7 @@ namespace dlib
         svm_struct_controller_node (
         ) :
             eps(0.001),
+            max_iterations(10000),
             cache_based_eps(std::numeric_limits<double>::infinity()),
             verbose(false),
             C(1)
@@ -389,6 +390,16 @@ namespace dlib
         double get_epsilon (
         ) const { return eps; }
 
+        unsigned long get_max_iterations (
+        ) const { return max_iterations; }
+
+        void set_max_iterations (
+            unsigned long max_iter
+        ) 
+        {
+            max_iterations = max_iter;
+        }
+
         void be_verbose (
         ) 
         {
@@ -515,6 +526,7 @@ namespace dlib
             problem_type<matrix_type> problem(nodes);
             problem.set_cache_based_epsilon(cache_based_eps);
             problem.set_epsilon(eps);
+            problem.set_max_iterations(max_iterations);
             if (verbose)
                 problem.be_verbose();
             problem.set_c(C);
@@ -674,6 +686,7 @@ namespace dlib
 
         std::vector<network_address> nodes;
         double eps;
+        unsigned long max_iterations;
         double cache_based_eps;
         bool verbose;
         double C;

dlib/svm/structural_svm_distributed_abstract.h

@@ -64,6 +64,7 @@ namespace dlib
             INITIAL VALUE
                 - get_num_processing_nodes() == 0
                 - get_epsilon() == 0.001
+                - get_max_iterations() == 10000
                 - get_c() == 1
                 - This object will not be verbose
 
@@ -182,6 +183,22 @@ namespace dlib
                 - #get_cache_based_epsilon() == eps
         !*/
 
+        void set_max_iterations (
+            unsigned long max_iter
+        );
+        /*!
+            ensures
+                - #get_max_iterations() == max_iter
+        !*/
+
+        unsigned long get_max_iterations (
+        ); 
+        /*!
+            ensures
+                - returns the maximum number of iterations the SVM optimizer is allowed to
+                  run before it is required to stop and return a result.
+        !*/
+
         void add_nuclear_norm_regularizer (
             long first_dimension,
             long rows,

dlib/svm/structural_svm_problem.h

@@ -239,6 +239,7 @@ namespace dlib
             CONVENTION
                 - C == get_c()
                 - eps == get_epsilon()
+                - max_iterations == get_max_iterations()
                 - if (skip_cache) then
                     - we won't use the oracle cache when we need to evaluate the separation
                       oracle. Instead, we will directly call the user supplied separation_oracle().
@@ -259,6 +260,7 @@ namespace dlib
         ) :
             saved_current_risk_gap(0),
             eps(0.001),
+            max_iterations(10000),
             verbose(false),
             skip_cache(true),
             count_below_eps(0),
@@ -308,6 +310,16 @@ namespace dlib
         const scalar_type get_epsilon (
         ) const { return eps; }
 
+        unsigned long get_max_iterations (
+        ) const { return max_iterations; }
+
+        void set_max_iterations (
+            unsigned long max_iter
+        ) 
+        {
+            max_iterations = max_iter;
+        }
+
         void set_max_cache_size (
             unsigned long max_size
         )
@@ -445,6 +457,9 @@ namespace dlib
                 cout << endl;
             }
 
+            if (num_iterations >= max_iterations)
+                return true;
+
             saved_current_risk_gap = current_risk_gap;
 
             if (converged)
@@ -611,6 +626,7 @@ namespace dlib
         mutable scalar_type saved_current_risk_gap;
         mutable matrix_type psi_true;
         scalar_type eps;
+        unsigned long max_iterations;
         mutable bool verbose;
 
 

dlib/svm/structural_svm_problem_abstract.h

@@ -29,6 +29,7 @@ namespace dlib
 
             INITIAL VALUE
                 - get_epsilon() == 0.001
+                - get_max_iterations() == 10000
                 - get_max_cache_size() == 5
                 - get_c() == 1
                 - get_cache_based_epsilon() == std::numeric_limits<scalar_type>::infinity()
@@ -161,6 +162,22 @@ namespace dlib
                 - #get_cache_based_epsilon() == eps
         !*/
 
+        void set_max_iterations (
+            unsigned long max_iter
+        );
+        /*!
+            ensures
+                - #get_max_iterations() == max_iter
+        !*/
+
+        unsigned long get_max_iterations (
+        ); 
+        /*!
+            ensures
+                - returns the maximum number of iterations the SVM optimizer is allowed to
+                  run before it is required to stop and return a result.
+        !*/
+
         void set_max_cache_size (
             unsigned long max_size
         );