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 */ 017package org.apache.commons.math4.legacy.optim; 018 019import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException; 020import org.apache.commons.math4.core.jdkmath.JdkMath; 021import org.apache.commons.math4.legacy.core.Pair; 022 023/** 024 * Simple implementation of the {@link ConvergenceChecker} interface using 025 * only point coordinates. 026 * 027 * Convergence is considered to have been reached if either the relative 028 * difference between each point coordinate are smaller than a threshold 029 * or if either the absolute difference between the point coordinates are 030 * smaller than another threshold. 031 * <br> 032 * The {@link #converged(int,Pair,Pair) converged} method will also return 033 * {@code true} if the number of iterations has been set (see 034 * {@link #SimplePointChecker(double,double,int) this constructor}). 035 * 036 * @param <PAIR> Type of the (point, value) pair. 037 * The type of the "value" part of the pair (not used by this class). 038 * 039 * @since 3.0 040 */ 041public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>> 042 extends AbstractConvergenceChecker<PAIR> { 043 /** 044 * If {@link #maxIterationCount} is set to this value, the number of 045 * iterations will never cause {@link #converged(int, Pair, Pair)} 046 * to return {@code true}. 047 */ 048 private static final int ITERATION_CHECK_DISABLED = -1; 049 /** 050 * Number of iterations after which the 051 * {@link #converged(int, Pair, Pair)} method 052 * will return true (unless the check is disabled). 053 */ 054 private final int maxIterationCount; 055 056 /** 057 * Build an instance with specified thresholds. 058 * In order to perform only relative checks, the absolute tolerance 059 * must be set to a negative value. In order to perform only absolute 060 * checks, the relative tolerance must be set to a negative value. 061 * 062 * @param relativeThreshold relative tolerance threshold 063 * @param absoluteThreshold absolute tolerance threshold 064 */ 065 public SimplePointChecker(final double relativeThreshold, 066 final double absoluteThreshold) { 067 super(relativeThreshold, absoluteThreshold); 068 maxIterationCount = ITERATION_CHECK_DISABLED; 069 } 070 071 /** 072 * Builds an instance with specified thresholds. 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 SimplePointChecker(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 times 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 arguments satisfy the convergence criterion. 110 */ 111 @Override 112 public boolean converged(final int iteration, 113 final PAIR previous, 114 final PAIR current) { 115 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 116 return true; 117 } 118 119 final double[] p = previous.getKey(); 120 final double[] c = current.getKey(); 121 for (int i = 0; i < p.length; ++i) { 122 final double pi = p[i]; 123 final double ci = c[i]; 124 final double difference = JdkMath.abs(pi - ci); 125 final double size = JdkMath.max(JdkMath.abs(pi), JdkMath.abs(ci)); 126 if (difference > size * getRelativeThreshold() && 127 difference > getAbsoluteThreshold()) { 128 return false; 129 } 130 } 131 return true; 132 } 133}