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.math4.legacy.optim;
19
20 import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException;
21 import org.apache.commons.math4.core.jdkmath.JdkMath;
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 * @since 3.0
37 */
38 public class SimpleValueChecker
39 extends AbstractConvergenceChecker<PointValuePair> {
40 /**
41 * If {@link #maxIterationCount} is set to this value, the number of
42 * iterations will never cause
43 * {@link #converged(int,PointValuePair,PointValuePair)}
44 * to return {@code true}.
45 */
46 private static final int ITERATION_CHECK_DISABLED = -1;
47 /**
48 * Number of iterations after which the
49 * {@link #converged(int,PointValuePair,PointValuePair)} method
50 * will return true (unless the check is disabled).
51 */
52 private final int maxIterationCount;
53
54 /** Build an instance with specified thresholds.
55 *
56 * In order to perform only relative checks, the absolute tolerance
57 * must be set to a negative value. In order to perform only absolute
58 * checks, the relative tolerance must be set to a negative value.
59 *
60 * @param relativeThreshold relative tolerance threshold
61 * @param absoluteThreshold absolute tolerance threshold
62 */
63 public SimpleValueChecker(final double relativeThreshold,
64 final double absoluteThreshold) {
65 super(relativeThreshold, absoluteThreshold);
66 maxIterationCount = ITERATION_CHECK_DISABLED;
67 }
68
69 /**
70 * Builds an instance with specified thresholds.
71 *
72 * In order to perform only relative checks, the absolute tolerance
73 * must be set to a negative value. In order to perform only absolute
74 * checks, the relative tolerance must be set to a negative value.
75 *
76 * @param relativeThreshold relative tolerance threshold
77 * @param absoluteThreshold absolute tolerance threshold
78 * @param maxIter Maximum iteration count.
79 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
80 *
81 * @since 3.1
82 */
83 public SimpleValueChecker(final double relativeThreshold,
84 final double absoluteThreshold,
85 final int maxIter) {
86 super(relativeThreshold, absoluteThreshold);
87
88 if (maxIter <= 0) {
89 throw new NotStrictlyPositiveException(maxIter);
90 }
91 maxIterationCount = maxIter;
92 }
93
94 /**
95 * Check if the optimization algorithm has converged considering the
96 * last two points.
97 * This method may be called several time from the same algorithm
98 * iteration with different points. This can be detected by checking the
99 * iteration number at each call if needed. Each time this method is
100 * called, the previous and current point correspond to points with the
101 * same role at each iteration, so they can be compared. As an example,
102 * simplex-based algorithms call this method for all points of the simplex,
103 * not only for the best or worst ones.
104 *
105 * @param iteration Index of current iteration
106 * @param previous Best point in the previous iteration.
107 * @param current Best point in the current iteration.
108 * @return {@code true} if the algorithm has converged.
109 */
110 @Override
111 public boolean converged(final int iteration,
112 final PointValuePair previous,
113 final PointValuePair current) {
114 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
115 return true;
116 }
117
118 final double p = previous.getValue();
119 final double c = current.getValue();
120 final double difference = JdkMath.abs(p - c);
121 final double size = JdkMath.max(JdkMath.abs(p), JdkMath.abs(c));
122 return difference <= size * getRelativeThreshold() ||
123 difference <= getAbsoluteThreshold();
124 }
125 }