Package org.apache.commons.math4.legacy.optim

Class SimplePointChecker<PAIR extends Pair<double[],? extends Object>>

java.lang.Object

org.apache.commons.math4.legacy.optim.AbstractConvergenceChecker<PAIR>

org.apache.commons.math4.legacy.optim.SimplePointChecker<PAIR>

Type Parameters:

PAIR - Type of the (point, value) pair. The type of the "value" part of the pair (not used by this class).

All Implemented Interfaces:

ConvergenceChecker<PAIR>, OptimizationData

public class SimplePointChecker<PAIR extends Pair<double[],? extends Object>>
extends AbstractConvergenceChecker<PAIR>

Simple implementation of the ConvergenceChecker interface using only point coordinates. Convergence is considered to have been reached if either the relative difference between each point coordinate are smaller than a threshold or if either the absolute difference between the point coordinates are smaller than another threshold.
The converged method will also return true if the number of iterations has been set (see this constructor).

Since:

3.0

Constructor Summary

Constructors

Constructor	Description
SimplePointChecker(double relativeThreshold, double absoluteThreshold)	Build an instance with specified thresholds.
SimplePointChecker(double relativeThreshold, double absoluteThreshold, int maxIter)	Builds an instance with specified thresholds.

Method Summary

Modifier and Type	Method	Description
boolean	converged(int iteration, PAIR previous, PAIR current)	Check if the optimization algorithm has converged considering the last two points.

Methods inherited from class org.apache.commons.math4.legacy.optim.AbstractConvergenceChecker

getAbsoluteThreshold, getRelativeThreshold

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SimplePointChecker

public SimplePointChecker(double relativeThreshold,
                          double absoluteThreshold)

Build an instance with specified thresholds. In order to perform only relative checks, the absolute tolerance must be set to a negative value. In order to perform only absolute checks, the relative tolerance must be set to a negative value.

Parameters:

relativeThreshold - relative tolerance threshold

absoluteThreshold - absolute tolerance threshold

SimplePointChecker

public SimplePointChecker(double relativeThreshold,
                          double absoluteThreshold,
                          int maxIter)

Builds an instance with specified thresholds. In order to perform only relative checks, the absolute tolerance must be set to a negative value. In order to perform only absolute checks, the relative tolerance must be set to a negative value.

Parameters:

relativeThreshold - Relative tolerance threshold.

absoluteThreshold - Absolute tolerance threshold.

maxIter - Maximum iteration count.

Throws:

NotStrictlyPositiveException - if maxIter <= 0.

Since:

3.1

Method Detail

converged

public boolean converged(int iteration,
                         PAIR previous,
                         PAIR current)

Check if the optimization algorithm has converged considering the last two points. This method may be called several times from the same algorithm iteration with different points. This can be detected by checking the iteration number at each call if needed. Each time this method is called, the previous and current point correspond to points with the same role at each iteration, so they can be compared. As an example, simplex-based algorithms call this method for all points of the simplex, not only for the best or worst ones.

Specified by:

converged in interface ConvergenceChecker<PAIR extends Pair<double[],? extends Object>>

Specified by:

converged in class AbstractConvergenceChecker<PAIR extends Pair<double[],? extends Object>>

Parameters:

iteration - Index of current iteration

previous - Best point in the previous iteration.

current - Best point in the current iteration.

Returns:

true if the arguments satisfy the convergence criterion.