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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 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   * @deprecated As of 3.1 (to be removed in 4.0).
37   * @since 3.0
38   */
39  @Deprecated
40  public class SimpleVectorValueChecker
41      extends AbstractConvergenceChecker<PointVectorValuePair> {
42      /**
43       * If {@link #maxIterationCount} is set to this value, the number of
44       * iterations will never cause
45       * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
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,PointVectorValuePair,PointVectorValuePair)} 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 SimpleVectorValueChecker() {
62          maxIterationCount = ITERATION_CHECK_DISABLED;
63      }
64  
65      /**
66       * Build an instance with specified thresholds.
67       *
68       * In order to perform only relative checks, the absolute tolerance
69       * must be set to a negative value. In order to perform only absolute
70       * checks, the relative tolerance must be set to a negative value.
71       *
72       * @param relativeThreshold relative tolerance threshold
73       * @param absoluteThreshold absolute tolerance threshold
74       */
75      public SimpleVectorValueChecker(final double relativeThreshold,
76                                      final double absoluteThreshold) {
77          super(relativeThreshold, absoluteThreshold);
78          maxIterationCount = ITERATION_CHECK_DISABLED;
79      }
80  
81      /**
82       * Builds an instance with specified tolerance thresholds and
83       * iteration count.
84       *
85       * In order to perform only relative checks, the absolute tolerance
86       * must be set to a negative value. In order to perform only absolute
87       * checks, the relative tolerance must be set to a negative value.
88       *
89       * @param relativeThreshold Relative tolerance threshold.
90       * @param absoluteThreshold Absolute tolerance threshold.
91       * @param maxIter Maximum iteration count.
92       * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
93       *
94       * @since 3.1
95       */
96      public SimpleVectorValueChecker(final double relativeThreshold,
97                                      final double absoluteThreshold,
98                                      final int maxIter) {
99          super(relativeThreshold, absoluteThreshold);
100 
101         if (maxIter <= 0) {
102             throw new NotStrictlyPositiveException(maxIter);
103         }
104         maxIterationCount = maxIter;
105     }
106 
107     /**
108      * Check if the optimization algorithm has converged considering the
109      * last two points.
110      * This method may be called several times from the same algorithm
111      * iteration with different points. This can be detected by checking the
112      * iteration number at each call if needed. Each time this method is
113      * called, the previous and current point correspond to points with the
114      * same role at each iteration, so they can be compared. As an example,
115      * simplex-based algorithms call this method for all points of the simplex,
116      * not only for the best or worst ones.
117      *
118      * @param iteration Index of current iteration
119      * @param previous Best point in the previous iteration.
120      * @param current Best point in the current iteration.
121      * @return {@code true} if the arguments satify the convergence criterion.
122      */
123     @Override
124     public boolean converged(final int iteration,
125                              final PointVectorValuePair previous,
126                              final PointVectorValuePair current) {
127         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
128             return true;
129         }
130 
131         final double[] p = previous.getValueRef();
132         final double[] c = current.getValueRef();
133         for (int i = 0; i < p.length; ++i) {
134             final double pi         = p[i];
135             final double ci         = c[i];
136             final double difference = FastMath.abs(pi - ci);
137             final double size       = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
138             if (difference > size * getRelativeThreshold() &&
139                 difference > getAbsoluteThreshold()) {
140                 return false;
141             }
142         }
143         return true;
144     }
145 }