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.univariate; 019 020import org.apache.commons.math3.util.FastMath; 021import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022import org.apache.commons.math3.optimization.AbstractConvergenceChecker; 023 024/** 025 * Simple implementation of the 026 * {@link org.apache.commons.math3.optimization.ConvergenceChecker} interface 027 * that uses only objective function values. 028 * 029 * Convergence is considered to have been reached if either the relative 030 * difference between the objective function values is smaller than a 031 * threshold or if either the absolute difference between the objective 032 * function values is smaller than another threshold. 033 * <br/> 034 * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair) 035 * converged} method will also return {@code true} if the number of iterations 036 * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int) 037 * this constructor}). 038 * 039 * @deprecated As of 3.1 (to be removed in 4.0). 040 * @since 3.1 041 */ 042@Deprecated 043public class SimpleUnivariateValueChecker 044 extends AbstractConvergenceChecker<UnivariatePointValuePair> { 045 /** 046 * If {@link #maxIterationCount} is set to this value, the number of 047 * iterations will never cause 048 * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)} 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,UnivariatePointValuePair,UnivariatePointValuePair)} 055 * method will return true (unless the check is disabled). 056 */ 057 private final int maxIterationCount; 058 059 /** 060 * Build an instance with default thresholds. 061 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} 062 */ 063 @Deprecated 064 public SimpleUnivariateValueChecker() { 065 maxIterationCount = ITERATION_CHECK_DISABLED; 066 } 067 068 /** Build an instance with specified thresholds. 069 * 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 SimpleUnivariateValueChecker(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 * 086 * In order to perform only relative checks, the absolute tolerance 087 * must be set to a negative value. In order to perform only absolute 088 * checks, the relative tolerance must be set to a negative value. 089 * 090 * @param relativeThreshold relative tolerance threshold 091 * @param absoluteThreshold absolute tolerance threshold 092 * @param maxIter Maximum iteration count. 093 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 094 * 095 * @since 3.1 096 */ 097 public SimpleUnivariateValueChecker(final double relativeThreshold, 098 final double absoluteThreshold, 099 final int maxIter) { 100 super(relativeThreshold, absoluteThreshold); 101 102 if (maxIter <= 0) { 103 throw new NotStrictlyPositiveException(maxIter); 104 } 105 maxIterationCount = maxIter; 106 } 107 108 /** 109 * Check if the optimization algorithm has converged considering the 110 * last two points. 111 * This method may be called several time from the same algorithm 112 * iteration with different points. This can be detected by checking the 113 * iteration number at each call if needed. Each time this method is 114 * called, the previous and current point correspond to points with the 115 * same role at each iteration, so they can be compared. As an example, 116 * simplex-based algorithms call this method for all points of the simplex, 117 * not only for the best or worst ones. 118 * 119 * @param iteration Index of current iteration 120 * @param previous Best point in the previous iteration. 121 * @param current Best point in the current iteration. 122 * @return {@code true} if the algorithm has converged. 123 */ 124 @Override 125 public boolean converged(final int iteration, 126 final UnivariatePointValuePair previous, 127 final UnivariatePointValuePair current) { 128 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 129 return true; 130 } 131 132 final double p = previous.getValue(); 133 final double c = current.getValue(); 134 final double difference = FastMath.abs(p - c); 135 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); 136 return difference <= size * getRelativeThreshold() || 137 difference <= getAbsoluteThreshold(); 138 } 139}