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
018 package org.apache.commons.math3.optimization;
019
020 import org.apache.commons.math3.util.FastMath;
021 import 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 * @version $Id: SimpleValueChecker.java 1422230 2012-12-15 12:11:13Z erans $
037 * @deprecated As of 3.1 (to be removed in 4.0).
038 * @since 3.0
039 */
040 @Deprecated
041 public class SimpleValueChecker
042 extends AbstractConvergenceChecker<PointValuePair> {
043 /**
044 * If {@link #maxIterationCount} is set to this value, the number of
045 * iterations will never cause
046 * {@link #converged(int,PointValuePair,PointValuePair)}
047 * to return {@code true}.
048 */
049 private static final int ITERATION_CHECK_DISABLED = -1;
050 /**
051 * Number of iterations after which the
052 * {@link #converged(int,PointValuePair,PointValuePair)} method
053 * will return true (unless the check is disabled).
054 */
055 private final int maxIterationCount;
056
057 /**
058 * Build an instance with default thresholds.
059 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
060 */
061 @Deprecated
062 public SimpleValueChecker() {
063 maxIterationCount = ITERATION_CHECK_DISABLED;
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 SimpleValueChecker(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 thresholds.
083 *
084 * In order to perform only relative checks, the absolute tolerance
085 * must be set to a negative value. In order to perform only absolute
086 * checks, the relative tolerance must be set to a negative value.
087 *
088 * @param relativeThreshold relative tolerance threshold
089 * @param absoluteThreshold absolute tolerance threshold
090 * @param maxIter Maximum iteration count.
091 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
092 *
093 * @since 3.1
094 */
095 public SimpleValueChecker(final double relativeThreshold,
096 final double absoluteThreshold,
097 final int maxIter) {
098 super(relativeThreshold, absoluteThreshold);
099
100 if (maxIter <= 0) {
101 throw new NotStrictlyPositiveException(maxIter);
102 }
103 maxIterationCount = maxIter;
104 }
105
106 /**
107 * Check if the optimization algorithm has converged considering the
108 * last two points.
109 * This method may be called several time from the same algorithm
110 * iteration with different points. This can be detected by checking the
111 * iteration number at each call if needed. Each time this method is
112 * called, the previous and current point correspond to points with the
113 * same role at each iteration, so they can be compared. As an example,
114 * simplex-based algorithms call this method for all points of the simplex,
115 * not only for the best or worst ones.
116 *
117 * @param iteration Index of current iteration
118 * @param previous Best point in the previous iteration.
119 * @param current Best point in the current iteration.
120 * @return {@code true} if the algorithm has converged.
121 */
122 @Override
123 public boolean converged(final int iteration,
124 final PointValuePair previous,
125 final PointValuePair current) {
126 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
127 if (iteration >= maxIterationCount) {
128 return true;
129 }
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 }