org.apache.commons.math3.optim.univariate
Class SimpleUnivariateValueChecker

java.lang.Object
  extended by org.apache.commons.math3.optim.AbstractConvergenceChecker<UnivariatePointValuePair>
      extended by org.apache.commons.math3.optim.univariate.SimpleUnivariateValueChecker
All Implemented Interfaces:
ConvergenceChecker<UnivariatePointValuePair>

public class SimpleUnivariateValueChecker
extends AbstractConvergenceChecker<UnivariatePointValuePair>

Simple implementation of the ConvergenceChecker interface that uses only objective function values. Convergence is considered to have been reached if either the relative difference between the objective function values is smaller than a threshold or if either the absolute difference between the objective function values is smaller than another threshold.
The converged method will also return true if the number of iterations has been set (see this constructor).

Since:
3.1
Version:
$Id: SimpleUnivariateValueChecker.java 1413171 2012-11-24 11:11:10Z erans $

Constructor Summary
SimpleUnivariateValueChecker(double relativeThreshold, double absoluteThreshold)
          Build an instance with specified thresholds.
SimpleUnivariateValueChecker(double relativeThreshold, double absoluteThreshold, int maxIter)
          Builds an instance with specified thresholds.
 
Method Summary
 boolean converged(int iteration, UnivariatePointValuePair previous, UnivariatePointValuePair current)
          Check if the optimization algorithm has converged considering the last two points.
 
Methods inherited from class org.apache.commons.math3.optim.AbstractConvergenceChecker
getAbsoluteThreshold, getRelativeThreshold
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

SimpleUnivariateValueChecker

public SimpleUnivariateValueChecker(double relativeThreshold,
                                    double absoluteThreshold)
Build an instance with specified thresholds. In order to perform only relative checks, the absolute tolerance must be set to a negative value. In order to perform only absolute checks, the relative tolerance must be set to a negative value.

Parameters:
relativeThreshold - relative tolerance threshold
absoluteThreshold - absolute tolerance threshold

SimpleUnivariateValueChecker

public SimpleUnivariateValueChecker(double relativeThreshold,
                                    double absoluteThreshold,
                                    int maxIter)
Builds an instance with specified thresholds. In order to perform only relative checks, the absolute tolerance must be set to a negative value. In order to perform only absolute checks, the relative tolerance must be set to a negative value.

Parameters:
relativeThreshold - relative tolerance threshold
absoluteThreshold - absolute tolerance threshold
maxIter - Maximum iteration count.
Throws:
NotStrictlyPositiveException - if maxIter <= 0.
Since:
3.1
Method Detail

converged

public boolean converged(int iteration,
                         UnivariatePointValuePair previous,
                         UnivariatePointValuePair current)
Check if the optimization algorithm has converged considering the last two points. This method may be called several time from the same algorithm iteration with different points. This can be detected by checking the iteration number at each call if needed. Each time this method is called, the previous and current point correspond to points with the same role at each iteration, so they can be compared. As an example, simplex-based algorithms call this method for all points of the simplex, not only for the best or worst ones.

Specified by:
converged in interface ConvergenceChecker<UnivariatePointValuePair>
Specified by:
converged in class AbstractConvergenceChecker<UnivariatePointValuePair>
Parameters:
iteration - Index of current iteration
previous - Best point in the previous iteration.
current - Best point in the current iteration.
Returns:
true if the algorithm has converged.


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