1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.apache.commons.math4.legacy.optim;
19
20 import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException;
21 import org.apache.commons.math4.core.jdkmath.JdkMath;
22
23 /**
24 * Simple implementation of the {@link ConvergenceChecker} interface using
25 * only objective function values.
26 *
27 * Convergence is considered to have been reached if either the relative
28 * difference between the objective function values is smaller than a
29 * threshold or if either the absolute difference between the objective
30 * function values is smaller than another threshold for all vectors elements.
31 * <br>
32 * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged}
33 * method will also return {@code true} if the number of iterations has been set
34 * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}).
35 *
36 * @since 3.0
37 */
38 public class SimpleVectorValueChecker
39 extends AbstractConvergenceChecker<PointVectorValuePair> {
40 /**
41 * If {@link #maxIterationCount} is set to this value, the number of
42 * iterations will never cause
43 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
44 * to return {@code true}.
45 */
46 private static final int ITERATION_CHECK_DISABLED = -1;
47 /**
48 * Number of iterations after which the
49 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method
50 * will return true (unless the check is disabled).
51 */
52 private final int maxIterationCount;
53
54 /**
55 * Build an instance with specified thresholds.
56 *
57 * In order to perform only relative checks, the absolute tolerance
58 * must be set to a negative value. In order to perform only absolute
59 * checks, the relative tolerance must be set to a negative value.
60 *
61 * @param relativeThreshold relative tolerance threshold
62 * @param absoluteThreshold absolute tolerance threshold
63 */
64 public SimpleVectorValueChecker(final double relativeThreshold,
65 final double absoluteThreshold) {
66 super(relativeThreshold, absoluteThreshold);
67 maxIterationCount = ITERATION_CHECK_DISABLED;
68 }
69
70 /**
71 * Builds an instance with specified tolerance thresholds and
72 * iteration count.
73 *
74 * In order to perform only relative checks, the absolute tolerance
75 * must be set to a negative value. In order to perform only absolute
76 * checks, the relative tolerance must be set to a negative value.
77 *
78 * @param relativeThreshold Relative tolerance threshold.
79 * @param absoluteThreshold Absolute tolerance threshold.
80 * @param maxIter Maximum iteration count.
81 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
82 *
83 * @since 3.1
84 */
85 public SimpleVectorValueChecker(final double relativeThreshold,
86 final double absoluteThreshold,
87 final int maxIter) {
88 super(relativeThreshold, absoluteThreshold);
89
90 if (maxIter <= 0) {
91 throw new NotStrictlyPositiveException(maxIter);
92 }
93 maxIterationCount = maxIter;
94 }
95
96 /**
97 * Check if the optimization algorithm has converged considering the
98 * last two points.
99 * This method may be called several times from the same algorithm
100 * iteration with different points. This can be detected by checking the
101 * iteration number at each call if needed. Each time this method is
102 * called, the previous and current point correspond to points with the
103 * same role at each iteration, so they can be compared. As an example,
104 * simplex-based algorithms call this method for all points of the simplex,
105 * not only for the best or worst ones.
106 *
107 * @param iteration Index of current iteration
108 * @param previous Best point in the previous iteration.
109 * @param current Best point in the current iteration.
110 * @return {@code true} if the arguments satisfy the convergence criterion.
111 */
112 @Override
113 public boolean converged(final int iteration,
114 final PointVectorValuePair previous,
115 final PointVectorValuePair current) {
116 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
117 return true;
118 }
119
120 final double[] p = previous.getValueRef();
121 final double[] c = current.getValueRef();
122 for (int i = 0; i < p.length; ++i) {
123 final double pi = p[i];
124 final double ci = c[i];
125 final double difference = JdkMath.abs(pi - ci);
126 final double size = JdkMath.max(JdkMath.abs(pi), JdkMath.abs(ci));
127 if (difference > size * getRelativeThreshold() &&
128 difference > getAbsoluteThreshold()) {
129 return false;
130 }
131 }
132 return true;
133 }
134 }