001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018 package org.apache.commons.math3.optimization; 019 020 import org.apache.commons.math3.util.FastMath; 021 import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022 023 /** 024 * Simple implementation of the {@link ConvergenceChecker} interface using 025 * only objective function values. 026 * 027 * Convergence is considered to have been reached if either the relative 028 * difference between the objective function values is smaller than a 029 * threshold or if either the absolute difference between the objective 030 * function values is smaller than another threshold. 031 * <br/> 032 * The {@link #converged(int,PointValuePair,PointValuePair) converged} 033 * method will also return {@code true} if the number of iterations has been set 034 * (see {@link #SimpleValueChecker(double,double,int) this constructor}). 035 * 036 * @version $Id: SimpleValueChecker.java 1422230 2012-12-15 12:11:13Z erans $ 037 * @deprecated As of 3.1 (to be removed in 4.0). 038 * @since 3.0 039 */ 040 @Deprecated 041 public class SimpleValueChecker 042 extends AbstractConvergenceChecker<PointValuePair> { 043 /** 044 * If {@link #maxIterationCount} is set to this value, the number of 045 * iterations will never cause 046 * {@link #converged(int,PointValuePair,PointValuePair)} 047 * to return {@code true}. 048 */ 049 private static final int ITERATION_CHECK_DISABLED = -1; 050 /** 051 * Number of iterations after which the 052 * {@link #converged(int,PointValuePair,PointValuePair)} method 053 * will return true (unless the check is disabled). 054 */ 055 private final int maxIterationCount; 056 057 /** 058 * Build an instance with default thresholds. 059 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} 060 */ 061 @Deprecated 062 public SimpleValueChecker() { 063 maxIterationCount = ITERATION_CHECK_DISABLED; 064 } 065 066 /** Build an instance with specified thresholds. 067 * 068 * In order to perform only relative checks, the absolute tolerance 069 * must be set to a negative value. In order to perform only absolute 070 * checks, the relative tolerance must be set to a negative value. 071 * 072 * @param relativeThreshold relative tolerance threshold 073 * @param absoluteThreshold absolute tolerance threshold 074 */ 075 public SimpleValueChecker(final double relativeThreshold, 076 final double absoluteThreshold) { 077 super(relativeThreshold, absoluteThreshold); 078 maxIterationCount = ITERATION_CHECK_DISABLED; 079 } 080 081 /** 082 * Builds an instance with specified thresholds. 083 * 084 * In order to perform only relative checks, the absolute tolerance 085 * must be set to a negative value. In order to perform only absolute 086 * checks, the relative tolerance must be set to a negative value. 087 * 088 * @param relativeThreshold relative tolerance threshold 089 * @param absoluteThreshold absolute tolerance threshold 090 * @param maxIter Maximum iteration count. 091 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 092 * 093 * @since 3.1 094 */ 095 public SimpleValueChecker(final double relativeThreshold, 096 final double absoluteThreshold, 097 final int maxIter) { 098 super(relativeThreshold, absoluteThreshold); 099 100 if (maxIter <= 0) { 101 throw new NotStrictlyPositiveException(maxIter); 102 } 103 maxIterationCount = maxIter; 104 } 105 106 /** 107 * Check if the optimization algorithm has converged considering the 108 * last two points. 109 * This method may be called several time from the same algorithm 110 * iteration with different points. This can be detected by checking the 111 * iteration number at each call if needed. Each time this method is 112 * called, the previous and current point correspond to points with the 113 * same role at each iteration, so they can be compared. As an example, 114 * simplex-based algorithms call this method for all points of the simplex, 115 * not only for the best or worst ones. 116 * 117 * @param iteration Index of current iteration 118 * @param previous Best point in the previous iteration. 119 * @param current Best point in the current iteration. 120 * @return {@code true} if the algorithm has converged. 121 */ 122 @Override 123 public boolean converged(final int iteration, 124 final PointValuePair previous, 125 final PointValuePair current) { 126 if (maxIterationCount != ITERATION_CHECK_DISABLED) { 127 if (iteration >= maxIterationCount) { 128 return true; 129 } 130 } 131 132 final double p = previous.getValue(); 133 final double c = current.getValue(); 134 final double difference = FastMath.abs(p - c); 135 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); 136 return difference <= size * getRelativeThreshold() || 137 difference <= getAbsoluteThreshold(); 138 } 139 }