001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018package org.apache.commons.math3.optim; 019 020import org.apache.commons.math3.util.FastMath; 021import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022 023/** 024 * Simple implementation of the {@link ConvergenceChecker} interface using 025 * only objective function values. 026 * 027 * Convergence is considered to have been reached if either the relative 028 * difference between the objective function values is smaller than a 029 * threshold or if either the absolute difference between the objective 030 * function values is smaller than another threshold for all vectors elements. 031 * <br/> 032 * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged} 033 * method will also return {@code true} if the number of iterations has been set 034 * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}). 035 * 036 * @since 3.0 037 */ 038public class SimpleVectorValueChecker 039 extends AbstractConvergenceChecker<PointVectorValuePair> { 040 /** 041 * If {@link #maxIterationCount} is set to this value, the number of 042 * iterations will never cause 043 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} 044 * to return {@code true}. 045 */ 046 private static final int ITERATION_CHECK_DISABLED = -1; 047 /** 048 * Number of iterations after which the 049 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method 050 * will return true (unless the check is disabled). 051 */ 052 private final int maxIterationCount; 053 054 /** 055 * Build an instance with specified thresholds. 056 * 057 * In order to perform only relative checks, the absolute tolerance 058 * must be set to a negative value. In order to perform only absolute 059 * checks, the relative tolerance must be set to a negative value. 060 * 061 * @param relativeThreshold relative tolerance threshold 062 * @param absoluteThreshold absolute tolerance threshold 063 */ 064 public SimpleVectorValueChecker(final double relativeThreshold, 065 final double absoluteThreshold) { 066 super(relativeThreshold, absoluteThreshold); 067 maxIterationCount = ITERATION_CHECK_DISABLED; 068 } 069 070 /** 071 * Builds an instance with specified tolerance thresholds and 072 * iteration count. 073 * 074 * In order to perform only relative checks, the absolute tolerance 075 * must be set to a negative value. In order to perform only absolute 076 * checks, the relative tolerance must be set to a negative value. 077 * 078 * @param relativeThreshold Relative tolerance threshold. 079 * @param absoluteThreshold Absolute tolerance threshold. 080 * @param maxIter Maximum iteration count. 081 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 082 * 083 * @since 3.1 084 */ 085 public SimpleVectorValueChecker(final double relativeThreshold, 086 final double absoluteThreshold, 087 final int maxIter) { 088 super(relativeThreshold, absoluteThreshold); 089 090 if (maxIter <= 0) { 091 throw new NotStrictlyPositiveException(maxIter); 092 } 093 maxIterationCount = maxIter; 094 } 095 096 /** 097 * Check if the optimization algorithm has converged considering the 098 * last two points. 099 * This method may be called several times from the same algorithm 100 * iteration with different points. This can be detected by checking the 101 * iteration number at each call if needed. Each time this method is 102 * called, the previous and current point correspond to points with the 103 * same role at each iteration, so they can be compared. As an example, 104 * simplex-based algorithms call this method for all points of the simplex, 105 * not only for the best or worst ones. 106 * 107 * @param iteration Index of current iteration 108 * @param previous Best point in the previous iteration. 109 * @param current Best point in the current iteration. 110 * @return {@code true} if the arguments satify the convergence criterion. 111 */ 112 @Override 113 public boolean converged(final int iteration, 114 final PointVectorValuePair previous, 115 final PointVectorValuePair current) { 116 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 117 return true; 118 } 119 120 final double[] p = previous.getValueRef(); 121 final double[] c = current.getValueRef(); 122 for (int i = 0; i < p.length; ++i) { 123 final double pi = p[i]; 124 final double ci = c[i]; 125 final double difference = FastMath.abs(pi - ci); 126 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); 127 if (difference > size * getRelativeThreshold() && 128 difference > getAbsoluteThreshold()) { 129 return false; 130 } 131 } 132 return true; 133 } 134}