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}