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 package org.apache.commons.math4.legacy.optim;
18
19 import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException;
20 import org.apache.commons.math4.core.jdkmath.JdkMath;
21 import org.apache.commons.math4.legacy.core.Pair;
22
23 /**
24 * Simple implementation of the {@link ConvergenceChecker} interface using
25 * only point coordinates.
26 *
27 * Convergence is considered to have been reached if either the relative
28 * difference between each point coordinate are smaller than a threshold
29 * or if either the absolute difference between the point coordinates are
30 * smaller than another threshold.
31 * <br>
32 * The {@link #converged(int,Pair,Pair) converged} method will also return
33 * {@code true} if the number of iterations has been set (see
34 * {@link #SimplePointChecker(double,double,int) this constructor}).
35 *
36 * @param <PAIR> Type of the (point, value) pair.
37 * The type of the "value" part of the pair (not used by this class).
38 *
39 * @since 3.0
40 */
41 public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>>
42 extends AbstractConvergenceChecker<PAIR> {
43 /**
44 * If {@link #maxIterationCount} is set to this value, the number of
45 * iterations will never cause {@link #converged(int, Pair, Pair)}
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, Pair, Pair)} method
52 * will return true (unless the check is disabled).
53 */
54 private final int maxIterationCount;
55
56 /**
57 * Build an instance with specified thresholds.
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 SimplePointChecker(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 thresholds.
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 SimplePointChecker(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 times 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 arguments satisfy the convergence criterion.
110 */
111 @Override
112 public boolean converged(final int iteration,
113 final PAIR previous,
114 final PAIR current) {
115 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
116 return true;
117 }
118
119 final double[] p = previous.getKey();
120 final double[] c = current.getKey();
121 for (int i = 0; i < p.length; ++i) {
122 final double pi = p[i];
123 final double ci = c[i];
124 final double difference = JdkMath.abs(pi - ci);
125 final double size = JdkMath.max(JdkMath.abs(pi), JdkMath.abs(ci));
126 if (difference > size * getRelativeThreshold() &&
127 difference > getAbsoluteThreshold()) {
128 return false;
129 }
130 }
131 return true;
132 }
133 }