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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.optimization;
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   * @deprecated As of 3.1 (to be removed in 4.0).
37   * @since 3.0
38   */
39  @Deprecated
40  public class SimpleValueChecker
41      extends AbstractConvergenceChecker<PointValuePair> {
42      /**
43       * If {@link #maxIterationCount} is set to this value, the number of
44       * iterations will never cause
45       * {@link #converged(int,PointValuePair,PointValuePair)}
46       * to return {@code true}.
47       */
48      private static final int ITERATION_CHECK_DISABLED = -1;
49      /**
50       * Number of iterations after which the
51       * {@link #converged(int,PointValuePair,PointValuePair)} method
52       * will return true (unless the check is disabled).
53       */
54      private final int maxIterationCount;
55  
56      /**
57       * Build an instance with default thresholds.
58       * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
59       */
60      @Deprecated
61      public SimpleValueChecker() {
62          maxIterationCount = ITERATION_CHECK_DISABLED;
63      }
64  
65      /** Build an instance with specified thresholds.
66       *
67       * In order to perform only relative checks, the absolute tolerance
68       * must be set to a negative value. In order to perform only absolute
69       * checks, the relative tolerance must be set to a negative value.
70       *
71       * @param relativeThreshold relative tolerance threshold
72       * @param absoluteThreshold absolute tolerance threshold
73       */
74      public SimpleValueChecker(final double relativeThreshold,
75                                final double absoluteThreshold) {
76          super(relativeThreshold, absoluteThreshold);
77          maxIterationCount = ITERATION_CHECK_DISABLED;
78      }
79  
80      /**
81       * Builds an instance with specified thresholds.
82       *
83       * In order to perform only relative checks, the absolute tolerance
84       * must be set to a negative value. In order to perform only absolute
85       * checks, the relative tolerance must be set to a negative value.
86       *
87       * @param relativeThreshold relative tolerance threshold
88       * @param absoluteThreshold absolute tolerance threshold
89       * @param maxIter Maximum iteration count.
90       * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
91       *
92       * @since 3.1
93       */
94      public SimpleValueChecker(final double relativeThreshold,
95                                final double absoluteThreshold,
96                                final int maxIter) {
97          super(relativeThreshold, absoluteThreshold);
98  
99          if (maxIter <= 0) {
100             throw new NotStrictlyPositiveException(maxIter);
101         }
102         maxIterationCount = maxIter;
103     }
104 
105     /**
106      * Check if the optimization algorithm has converged considering the
107      * last two points.
108      * This method may be called several time from the same algorithm
109      * iteration with different points. This can be detected by checking the
110      * iteration number at each call if needed. Each time this method is
111      * called, the previous and current point correspond to points with the
112      * same role at each iteration, so they can be compared. As an example,
113      * simplex-based algorithms call this method for all points of the simplex,
114      * not only for the best or worst ones.
115      *
116      * @param iteration Index of current iteration
117      * @param previous Best point in the previous iteration.
118      * @param current Best point in the current iteration.
119      * @return {@code true} if the algorithm has converged.
120      */
121     @Override
122     public boolean converged(final int iteration,
123                              final PointValuePair previous,
124                              final PointValuePair current) {
125         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
126             return true;
127         }
128 
129         final double p = previous.getValue();
130         final double c = current.getValue();
131         final double difference = FastMath.abs(p - c);
132         final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
133         return difference <= size * getRelativeThreshold() ||
134             difference <= getAbsoluteThreshold();
135     }
136 }