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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.math3.optim;
18  
19  import org.apache.commons.math3.util.FastMath;
20  import org.apache.commons.math3.util.Pair;
21  import org.apache.commons.math3.exception.NotStrictlyPositiveException;
22  
23  /**
24   * Simple implementation of the {@link ConvergenceChecker} interface using
25   * only point coordinates.
26   *
27   * Convergence is considered to have been reached if either the relative
28   * difference between each point coordinate are smaller than a threshold
29   * or if either the absolute difference between the point coordinates are
30   * smaller than another threshold.
31   * <br/>
32   * The {@link #converged(int,Pair,Pair) converged} method will also return
33   * {@code true} if the number of iterations has been set (see
34   * {@link #SimplePointChecker(double,double,int) this constructor}).
35   *
36   * @param <PAIR> Type of the (point, value) pair.
37   * The type of the "value" part of the pair (not used by this class).
38   *
39   * @version $Id: SimplePointChecker.java 1462503 2013-03-29 15:48:27Z luc $
40   * @since 3.0
41   */
42  public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>>
43      extends AbstractConvergenceChecker<PAIR> {
44      /**
45       * If {@link #maxIterationCount} is set to this value, the number of
46       * iterations will never cause {@link #converged(int, Pair, Pair)}
47       * to return {@code true}.
48       */
49      private static final int ITERATION_CHECK_DISABLED = -1;
50      /**
51       * Number of iterations after which the
52       * {@link #converged(int, Pair, Pair)} method
53       * will return true (unless the check is disabled).
54       */
55      private final int maxIterationCount;
56  
57      /**
58       * Build an instance with specified thresholds.
59       * In order to perform only relative checks, the absolute tolerance
60       * must be set to a negative value. In order to perform only absolute
61       * checks, the relative tolerance must be set to a negative value.
62       *
63       * @param relativeThreshold relative tolerance threshold
64       * @param absoluteThreshold absolute tolerance threshold
65       */
66      public SimplePointChecker(final double relativeThreshold,
67                                final double absoluteThreshold) {
68          super(relativeThreshold, absoluteThreshold);
69          maxIterationCount = ITERATION_CHECK_DISABLED;
70      }
71  
72      /**
73       * Builds an instance with specified thresholds.
74       * In order to perform only relative checks, the absolute tolerance
75       * must be set to a negative value. In order to perform only absolute
76       * checks, the relative tolerance must be set to a negative value.
77       *
78       * @param relativeThreshold Relative tolerance threshold.
79       * @param absoluteThreshold Absolute tolerance threshold.
80       * @param maxIter Maximum iteration count.
81       * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
82       *
83       * @since 3.1
84       */
85      public SimplePointChecker(final double relativeThreshold,
86                                final double absoluteThreshold,
87                                final int maxIter) {
88          super(relativeThreshold, absoluteThreshold);
89  
90          if (maxIter <= 0) {
91              throw new NotStrictlyPositiveException(maxIter);
92          }
93          maxIterationCount = maxIter;
94      }
95  
96      /**
97       * Check if the optimization algorithm has converged considering the
98       * last two points.
99       * This method may be called several times from the same algorithm
100      * iteration with different points. This can be detected by checking the
101      * iteration number at each call if needed. Each time this method is
102      * called, the previous and current point correspond to points with the
103      * same role at each iteration, so they can be compared. As an example,
104      * simplex-based algorithms call this method for all points of the simplex,
105      * not only for the best or worst ones.
106      *
107      * @param iteration Index of current iteration
108      * @param previous Best point in the previous iteration.
109      * @param current Best point in the current iteration.
110      * @return {@code true} if the arguments satify the convergence criterion.
111      */
112     @Override
113     public boolean converged(final int iteration,
114                              final PAIR previous,
115                              final PAIR current) {
116         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
117             return true;
118         }
119 
120         final double[] p = previous.getKey();
121         final double[] c = current.getKey();
122         for (int i = 0; i < p.length; ++i) {
123             final double pi = p[i];
124             final double ci = c[i];
125             final double difference = FastMath.abs(pi - ci);
126             final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
127             if (difference > size * getRelativeThreshold() &&
128                 difference > getAbsoluteThreshold()) {
129                 return false;
130             }
131         }
132         return true;
133     }
134 }