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.optim; 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 1416643 2012-12-03 19:37:14Z tn $ 037 * @since 3.0 038 */ 039 public class SimpleValueChecker 040 extends AbstractConvergenceChecker<PointValuePair> { 041 /** 042 * If {@link #maxIterationCount} is set to this value, the number of 043 * iterations will never cause 044 * {@link #converged(int,PointValuePair,PointValuePair)} 045 * to return {@code true}. 046 */ 047 private static final int ITERATION_CHECK_DISABLED = -1; 048 /** 049 * Number of iterations after which the 050 * {@link #converged(int,PointValuePair,PointValuePair)} method 051 * will return true (unless the check is disabled). 052 */ 053 private final int maxIterationCount; 054 055 /** Build an instance with specified thresholds. 056 * 057 * In order to perform only relative checks, the absolute tolerance 058 * must be set to a negative value. In order to perform only absolute 059 * checks, the relative tolerance must be set to a negative value. 060 * 061 * @param relativeThreshold relative tolerance threshold 062 * @param absoluteThreshold absolute tolerance threshold 063 */ 064 public SimpleValueChecker(final double relativeThreshold, 065 final double absoluteThreshold) { 066 super(relativeThreshold, absoluteThreshold); 067 maxIterationCount = ITERATION_CHECK_DISABLED; 068 } 069 070 /** 071 * Builds an instance with specified thresholds. 072 * 073 * In order to perform only relative checks, the absolute tolerance 074 * must be set to a negative value. In order to perform only absolute 075 * checks, the relative tolerance must be set to a negative value. 076 * 077 * @param relativeThreshold relative tolerance threshold 078 * @param absoluteThreshold absolute tolerance threshold 079 * @param maxIter Maximum iteration count. 080 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 081 * 082 * @since 3.1 083 */ 084 public SimpleValueChecker(final double relativeThreshold, 085 final double absoluteThreshold, 086 final int maxIter) { 087 super(relativeThreshold, absoluteThreshold); 088 089 if (maxIter <= 0) { 090 throw new NotStrictlyPositiveException(maxIter); 091 } 092 maxIterationCount = maxIter; 093 } 094 095 /** 096 * Check if the optimization algorithm has converged considering the 097 * last two points. 098 * This method may be called several time from the same algorithm 099 * iteration with different points. This can be detected by checking the 100 * iteration number at each call if needed. Each time this method is 101 * called, the previous and current point correspond to points with the 102 * same role at each iteration, so they can be compared. As an example, 103 * simplex-based algorithms call this method for all points of the simplex, 104 * not only for the best or worst ones. 105 * 106 * @param iteration Index of current iteration 107 * @param previous Best point in the previous iteration. 108 * @param current Best point in the current iteration. 109 * @return {@code true} if the algorithm has converged. 110 */ 111 @Override 112 public boolean converged(final int iteration, 113 final PointValuePair previous, 114 final PointValuePair current) { 115 if (maxIterationCount != ITERATION_CHECK_DISABLED) { 116 if (iteration >= maxIterationCount) { 117 return true; 118 } 119 } 120 121 final double p = previous.getValue(); 122 final double c = current.getValue(); 123 final double difference = FastMath.abs(p - c); 124 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); 125 return difference <= size * getRelativeThreshold() || 126 difference <= getAbsoluteThreshold(); 127 } 128 }