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
18 package org.apache.commons.math3.optim;
19
20 import org.apache.commons.math3.util.FastMath;
21 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
22
23 /**
24 * Simple implementation of the {@link ConvergenceChecker} interface using
25 * only objective function values.
26 *
27 * Convergence is considered to have been reached if either the relative
28 * difference between the objective function values is smaller than a
29 * threshold or if either the absolute difference between the objective
30 * function values is smaller than another threshold.
31 * <br/>
32 * The {@link #converged(int,PointValuePair,PointValuePair) converged}
33 * method will also return {@code true} if the number of iterations has been set
34 * (see {@link #SimpleValueChecker(double,double,int) this constructor}).
35 *
36 * @version $Id: SimpleValueChecker.java 1462503 2013-03-29 15:48:27Z luc $
37 * @since 3.0
38 */
39 public class SimpleValueChecker
40 extends AbstractConvergenceChecker<PointValuePair> {
41 /**
42 * If {@link #maxIterationCount} is set to this value, the number of
43 * iterations will never cause
44 * {@link #converged(int,PointValuePair,PointValuePair)}
45 * to return {@code true}.
46 */
47 private static final int ITERATION_CHECK_DISABLED = -1;
48 /**
49 * Number of iterations after which the
50 * {@link #converged(int,PointValuePair,PointValuePair)} method
51 * will return true (unless the check is disabled).
52 */
53 private final int maxIterationCount;
54
55 /** Build an instance with specified thresholds.
56 *
57 * In order to perform only relative checks, the absolute tolerance
58 * must be set to a negative value. In order to perform only absolute
59 * checks, the relative tolerance must be set to a negative value.
60 *
61 * @param relativeThreshold relative tolerance threshold
62 * @param absoluteThreshold absolute tolerance threshold
63 */
64 public SimpleValueChecker(final double relativeThreshold,
65 final double absoluteThreshold) {
66 super(relativeThreshold, absoluteThreshold);
67 maxIterationCount = ITERATION_CHECK_DISABLED;
68 }
69
70 /**
71 * Builds an instance with specified thresholds.
72 *
73 * In order to perform only relative checks, the absolute tolerance
74 * must be set to a negative value. In order to perform only absolute
75 * checks, the relative tolerance must be set to a negative value.
76 *
77 * @param relativeThreshold relative tolerance threshold
78 * @param absoluteThreshold absolute tolerance threshold
79 * @param maxIter Maximum iteration count.
80 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
81 *
82 * @since 3.1
83 */
84 public SimpleValueChecker(final double relativeThreshold,
85 final double absoluteThreshold,
86 final int maxIter) {
87 super(relativeThreshold, absoluteThreshold);
88
89 if (maxIter <= 0) {
90 throw new NotStrictlyPositiveException(maxIter);
91 }
92 maxIterationCount = maxIter;
93 }
94
95 /**
96 * Check if the optimization algorithm has converged considering the
97 * last two points.
98 * This method may be called several time from the same algorithm
99 * 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 && iteration >= maxIterationCount) {
116 return true;
117 }
118
119 final double p = previous.getValue();
120 final double c = current.getValue();
121 final double difference = FastMath.abs(p - c);
122 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
123 return difference <= size * getRelativeThreshold() ||
124 difference <= getAbsoluteThreshold();
125 }
126 }