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.optimization; 019 020import org.apache.commons.math3.util.FastMath; 021import org.apache.commons.math3.util.Pair; 022import org.apache.commons.math3.exception.NotStrictlyPositiveException; 023 024/** 025 * Simple implementation of the {@link ConvergenceChecker} interface using 026 * only point coordinates. 027 * 028 * Convergence is considered to have been reached if either the relative 029 * difference between each point coordinate are smaller than a threshold 030 * or if either the absolute difference between the point coordinates are 031 * smaller than another threshold. 032 * <br/> 033 * The {@link #converged(int,Pair,Pair) converged} method will also return 034 * {@code true} if the number of iterations has been set (see 035 * {@link #SimplePointChecker(double,double,int) this constructor}). 036 * 037 * @param <PAIR> Type of the (point, value) pair. 038 * The type of the "value" part of the pair (not used by this class). 039 * 040 * @deprecated As of 3.1 (to be removed in 4.0). 041 * @since 3.0 042 */ 043@Deprecated 044public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>> 045 extends AbstractConvergenceChecker<PAIR> { 046 /** 047 * If {@link #maxIterationCount} is set to this value, the number of 048 * iterations will never cause {@link #converged(int, Pair, Pair)} 049 * to return {@code true}. 050 */ 051 private static final int ITERATION_CHECK_DISABLED = -1; 052 /** 053 * Number of iterations after which the 054 * {@link #converged(int, Pair, Pair)} method 055 * will return true (unless the check is disabled). 056 */ 057 private final int maxIterationCount; 058 059 /** 060 * Build an instance with default threshold. 061 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} 062 */ 063 @Deprecated 064 public SimplePointChecker() { 065 maxIterationCount = ITERATION_CHECK_DISABLED; 066 } 067 068 /** 069 * Build an instance with specified thresholds. 070 * In order to perform only relative checks, the absolute tolerance 071 * must be set to a negative value. In order to perform only absolute 072 * checks, the relative tolerance must be set to a negative value. 073 * 074 * @param relativeThreshold relative tolerance threshold 075 * @param absoluteThreshold absolute tolerance threshold 076 */ 077 public SimplePointChecker(final double relativeThreshold, 078 final double absoluteThreshold) { 079 super(relativeThreshold, absoluteThreshold); 080 maxIterationCount = ITERATION_CHECK_DISABLED; 081 } 082 083 /** 084 * Builds an instance with specified thresholds. 085 * In order to perform only relative checks, the absolute tolerance 086 * must be set to a negative value. In order to perform only absolute 087 * checks, the relative tolerance must be set to a negative value. 088 * 089 * @param relativeThreshold Relative tolerance threshold. 090 * @param absoluteThreshold Absolute tolerance threshold. 091 * @param maxIter Maximum iteration count. 092 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 093 * 094 * @since 3.1 095 */ 096 public SimplePointChecker(final double relativeThreshold, 097 final double absoluteThreshold, 098 final int maxIter) { 099 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 PAIR previous, 126 final PAIR current) { 127 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 128 return true; 129 } 130 131 final double[] p = previous.getKey(); 132 final double[] c = current.getKey(); 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}