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.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.
031 * <br/>
032 * The {@link #converged(int,PointValuePair,PointValuePair) converged}
033 * method will also return {@code true} if the number of iterations has been set
034 * (see {@link #SimpleValueChecker(double,double,int) this constructor}).
035 *
036 * @deprecated As of 3.1 (to be removed in 4.0).
037 * @since 3.0
038 */
039@Deprecated
040public class SimpleValueChecker
041    extends AbstractConvergenceChecker<PointValuePair> {
042    /**
043     * If {@link #maxIterationCount} is set to this value, the number of
044     * iterations will never cause
045     * {@link #converged(int,PointValuePair,PointValuePair)}
046     * to return {@code true}.
047     */
048    private static final int ITERATION_CHECK_DISABLED = -1;
049    /**
050     * Number of iterations after which the
051     * {@link #converged(int,PointValuePair,PointValuePair)} method
052     * will return true (unless the check is disabled).
053     */
054    private final int maxIterationCount;
055
056    /**
057     * Build an instance with default thresholds.
058     * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
059     */
060    @Deprecated
061    public SimpleValueChecker() {
062        maxIterationCount = ITERATION_CHECK_DISABLED;
063    }
064
065    /** Build an instance with specified thresholds.
066     *
067     * In order to perform only relative checks, the absolute tolerance
068     * must be set to a negative value. In order to perform only absolute
069     * checks, the relative tolerance must be set to a negative value.
070     *
071     * @param relativeThreshold relative tolerance threshold
072     * @param absoluteThreshold absolute tolerance threshold
073     */
074    public SimpleValueChecker(final double relativeThreshold,
075                              final double absoluteThreshold) {
076        super(relativeThreshold, absoluteThreshold);
077        maxIterationCount = ITERATION_CHECK_DISABLED;
078    }
079
080    /**
081     * Builds an instance with specified thresholds.
082     *
083     * In order to perform only relative checks, the absolute tolerance
084     * must be set to a negative value. In order to perform only absolute
085     * checks, the relative tolerance must be set to a negative value.
086     *
087     * @param relativeThreshold relative tolerance threshold
088     * @param absoluteThreshold absolute tolerance threshold
089     * @param maxIter Maximum iteration count.
090     * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
091     *
092     * @since 3.1
093     */
094    public SimpleValueChecker(final double relativeThreshold,
095                              final double absoluteThreshold,
096                              final int maxIter) {
097        super(relativeThreshold, absoluteThreshold);
098
099        if (maxIter <= 0) {
100            throw new NotStrictlyPositiveException(maxIter);
101        }
102        maxIterationCount = maxIter;
103    }
104
105    /**
106     * Check if the optimization algorithm has converged considering the
107     * last two points.
108     * This method may be called several time from the same algorithm
109     * iteration with different points. This can be detected by checking the
110     * iteration number at each call if needed. Each time this method is
111     * called, the previous and current point correspond to points with the
112     * same role at each iteration, so they can be compared. As an example,
113     * simplex-based algorithms call this method for all points of the simplex,
114     * not only for the best or worst ones.
115     *
116     * @param iteration Index of current iteration
117     * @param previous Best point in the previous iteration.
118     * @param current Best point in the current iteration.
119     * @return {@code true} if the algorithm has converged.
120     */
121    @Override
122    public boolean converged(final int iteration,
123                             final PointValuePair previous,
124                             final PointValuePair current) {
125        if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
126            return true;
127        }
128
129        final double p = previous.getValue();
130        final double c = current.getValue();
131        final double difference = FastMath.abs(p - c);
132        final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
133        return difference <= size * getRelativeThreshold() ||
134            difference <= getAbsoluteThreshold();
135    }
136}