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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  
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 1591835 2014-05-02 09:04:01Z tn $
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 }