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.optimization;
19
20 import org.apache.commons.math3.util.FastMath;
21 import org.apache.commons.math3.util.Pair;
22 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
23
24 /**
25 * Simple implementation of the {@link ConvergenceChecker} interface using
26 * only point coordinates.
27 *
28 * Convergence is considered to have been reached if either the relative
29 * difference between each point coordinate are smaller than a threshold
30 * or if either the absolute difference between the point coordinates are
31 * smaller than another threshold.
32 * <br/>
33 * The {@link #converged(int,Pair,Pair) converged} method will also return
34 * {@code true} if the number of iterations has been set (see
35 * {@link #SimplePointChecker(double,double,int) this constructor}).
36 *
37 * @param <PAIR> Type of the (point, value) pair.
38 * The type of the "value" part of the pair (not used by this class).
39 *
40 * @version $Id: SimplePointChecker.java 1462503 2013-03-29 15:48:27Z luc $
41 * @deprecated As of 3.1 (to be removed in 4.0).
42 * @since 3.0
43 */
44 @Deprecated
45 public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>>
46 extends AbstractConvergenceChecker<PAIR> {
47 /**
48 * If {@link #maxIterationCount} is set to this value, the number of
49 * iterations will never cause {@link #converged(int, Pair, Pair)}
50 * to return {@code true}.
51 */
52 private static final int ITERATION_CHECK_DISABLED = -1;
53 /**
54 * Number of iterations after which the
55 * {@link #converged(int, Pair, Pair)} method
56 * will return true (unless the check is disabled).
57 */
58 private final int maxIterationCount;
59
60 /**
61 * Build an instance with default threshold.
62 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
63 */
64 @Deprecated
65 public SimplePointChecker() {
66 maxIterationCount = ITERATION_CHECK_DISABLED;
67 }
68
69 /**
70 * Build an instance with specified thresholds.
71 * In order to perform only relative checks, the absolute tolerance
72 * must be set to a negative value. In order to perform only absolute
73 * checks, the relative tolerance must be set to a negative value.
74 *
75 * @param relativeThreshold relative tolerance threshold
76 * @param absoluteThreshold absolute tolerance threshold
77 */
78 public SimplePointChecker(final double relativeThreshold,
79 final double absoluteThreshold) {
80 super(relativeThreshold, absoluteThreshold);
81 maxIterationCount = ITERATION_CHECK_DISABLED;
82 }
83
84 /**
85 * Builds an instance with specified thresholds.
86 * In order to perform only relative checks, the absolute tolerance
87 * must be set to a negative value. In order to perform only absolute
88 * checks, the relative tolerance must be set to a negative value.
89 *
90 * @param relativeThreshold Relative tolerance threshold.
91 * @param absoluteThreshold Absolute tolerance threshold.
92 * @param maxIter Maximum iteration count.
93 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
94 *
95 * @since 3.1
96 */
97 public SimplePointChecker(final double relativeThreshold,
98 final double absoluteThreshold,
99 final int maxIter) {
100 super(relativeThreshold, absoluteThreshold);
101
102 if (maxIter <= 0) {
103 throw new NotStrictlyPositiveException(maxIter);
104 }
105 maxIterationCount = maxIter;
106 }
107
108 /**
109 * Check if the optimization algorithm has converged considering the
110 * last two points.
111 * This method may be called several times from the same algorithm
112 * iteration with different points. This can be detected by checking the
113 * iteration number at each call if needed. Each time this method is
114 * called, the previous and current point correspond to points with the
115 * same role at each iteration, so they can be compared. As an example,
116 * simplex-based algorithms call this method for all points of the simplex,
117 * not only for the best or worst ones.
118 *
119 * @param iteration Index of current iteration
120 * @param previous Best point in the previous iteration.
121 * @param current Best point in the current iteration.
122 * @return {@code true} if the arguments satify the convergence criterion.
123 */
124 @Override
125 public boolean converged(final int iteration,
126 final PAIR previous,
127 final PAIR current) {
128 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
129 return true;
130 }
131
132 final double[] p = previous.getKey();
133 final double[] c = current.getKey();
134 for (int i = 0; i < p.length; ++i) {
135 final double pi = p[i];
136 final double ci = c[i];
137 final double difference = FastMath.abs(pi - ci);
138 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
139 if (difference > size * getRelativeThreshold() &&
140 difference > getAbsoluteThreshold()) {
141 return false;
142 }
143 }
144 return true;
145 }
146 }