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 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 * @deprecated As of 3.1 (to be removed in 4.0).
037 * @since 3.0
038 */
039@Deprecated
040public class SimpleVectorValueChecker
041    extends AbstractConvergenceChecker<PointVectorValuePair> {
042    /**
043     * If {@link #maxIterationCount} is set to this value, the number of
044     * iterations will never cause
045     * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
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,PointVectorValuePair,PointVectorValuePair)} 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 SimpleVectorValueChecker() {
062        maxIterationCount = ITERATION_CHECK_DISABLED;
063    }
064
065    /**
066     * Build an instance with specified thresholds.
067     *
068     * In order to perform only relative checks, the absolute tolerance
069     * must be set to a negative value. In order to perform only absolute
070     * checks, the relative tolerance must be set to a negative value.
071     *
072     * @param relativeThreshold relative tolerance threshold
073     * @param absoluteThreshold absolute tolerance threshold
074     */
075    public SimpleVectorValueChecker(final double relativeThreshold,
076                                    final double absoluteThreshold) {
077        super(relativeThreshold, absoluteThreshold);
078        maxIterationCount = ITERATION_CHECK_DISABLED;
079    }
080
081    /**
082     * Builds an instance with specified tolerance thresholds and
083     * iteration count.
084     *
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 SimpleVectorValueChecker(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 PointVectorValuePair previous,
126                             final PointVectorValuePair current) {
127        if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
128            return true;
129        }
130
131        final double[] p = previous.getValueRef();
132        final double[] c = current.getValueRef();
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}