View Javadoc

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 for all vectors elements.
31   * <br/>
32   * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged}
33   * method will also return {@code true} if the number of iterations has been set
34   * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}).
35   *
36   * @version $Id: SimpleVectorValueChecker.java 1462503 2013-03-29 15:48:27Z luc $
37   * @since 3.0
38   */
39  public class SimpleVectorValueChecker
40      extends AbstractConvergenceChecker<PointVectorValuePair> {
41      /**
42       * If {@link #maxIterationCount} is set to this value, the number of
43       * iterations will never cause
44       * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
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,PointVectorValuePair,PointVectorValuePair)} method
51       * will return true (unless the check is disabled).
52       */
53      private final int maxIterationCount;
54  
55      /**
56       * Build an instance with specified thresholds.
57       *
58       * In order to perform only relative checks, the absolute tolerance
59       * must be set to a negative value. In order to perform only absolute
60       * checks, the relative tolerance must be set to a negative value.
61       *
62       * @param relativeThreshold relative tolerance threshold
63       * @param absoluteThreshold absolute tolerance threshold
64       */
65      public SimpleVectorValueChecker(final double relativeThreshold,
66                                      final double absoluteThreshold) {
67          super(relativeThreshold, absoluteThreshold);
68          maxIterationCount = ITERATION_CHECK_DISABLED;
69      }
70  
71      /**
72       * Builds an instance with specified tolerance thresholds and
73       * iteration count.
74       *
75       * In order to perform only relative checks, the absolute tolerance
76       * must be set to a negative value. In order to perform only absolute
77       * checks, the relative tolerance must be set to a negative value.
78       *
79       * @param relativeThreshold Relative tolerance threshold.
80       * @param absoluteThreshold Absolute tolerance threshold.
81       * @param maxIter Maximum iteration count.
82       * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
83       *
84       * @since 3.1
85       */
86      public SimpleVectorValueChecker(final double relativeThreshold,
87                                      final double absoluteThreshold,
88                                      final int maxIter) {
89          super(relativeThreshold, absoluteThreshold);
90  
91          if (maxIter <= 0) {
92              throw new NotStrictlyPositiveException(maxIter);
93          }
94          maxIterationCount = maxIter;
95      }
96  
97      /**
98       * Check if the optimization algorithm has converged considering the
99       * last two points.
100      * This method may be called several times from the same algorithm
101      * iteration with different points. This can be detected by checking the
102      * iteration number at each call if needed. Each time this method is
103      * called, the previous and current point correspond to points with the
104      * same role at each iteration, so they can be compared. As an example,
105      * simplex-based algorithms call this method for all points of the simplex,
106      * not only for the best or worst ones.
107      *
108      * @param iteration Index of current iteration
109      * @param previous Best point in the previous iteration.
110      * @param current Best point in the current iteration.
111      * @return {@code true} if the arguments satify the convergence criterion.
112      */
113     @Override
114     public boolean converged(final int iteration,
115                              final PointVectorValuePair previous,
116                              final PointVectorValuePair current) {
117         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
118             return true;
119         }
120 
121         final double[] p = previous.getValueRef();
122         final double[] c = current.getValueRef();
123         for (int i = 0; i < p.length; ++i) {
124             final double pi         = p[i];
125             final double ci         = c[i];
126             final double difference = FastMath.abs(pi - ci);
127             final double size       = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
128             if (difference > size * getRelativeThreshold() &&
129                 difference > getAbsoluteThreshold()) {
130                 return false;
131             }
132         }
133         return true;
134     }
135 }