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 package org.apache.commons.math3.optim;
018
019 import org.apache.commons.math3.util.FastMath;
020 import org.apache.commons.math3.util.Pair;
021 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
022
023 /**
024 * Simple implementation of the {@link ConvergenceChecker} interface using
025 * only point coordinates.
026 *
027 * Convergence is considered to have been reached if either the relative
028 * difference between each point coordinate are smaller than a threshold
029 * or if either the absolute difference between the point coordinates are
030 * smaller than another threshold.
031 * <br/>
032 * The {@link #converged(int,Pair,Pair) converged} method will also return
033 * {@code true} if the number of iterations has been set (see
034 * {@link #SimplePointChecker(double,double,int) this constructor}).
035 *
036 * @param <PAIR> Type of the (point, value) pair.
037 * The type of the "value" part of the pair (not used by this class).
038 *
039 * @version $Id: SimplePointChecker.java 1413127 2012-11-24 04:37:30Z psteitz $
040 * @since 3.0
041 */
042 public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>>
043 extends AbstractConvergenceChecker<PAIR> {
044 /**
045 * If {@link #maxIterationCount} is set to this value, the number of
046 * iterations will never cause {@link #converged(int, Pair, Pair)}
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, Pair, Pair)} method
053 * will return true (unless the check is disabled).
054 */
055 private final int maxIterationCount;
056
057 /**
058 * Build an instance with specified thresholds.
059 * In order to perform only relative checks, the absolute tolerance
060 * must be set to a negative value. In order to perform only absolute
061 * checks, the relative tolerance must be set to a negative value.
062 *
063 * @param relativeThreshold relative tolerance threshold
064 * @param absoluteThreshold absolute tolerance threshold
065 */
066 public SimplePointChecker(final double relativeThreshold,
067 final double absoluteThreshold) {
068 super(relativeThreshold, absoluteThreshold);
069 maxIterationCount = ITERATION_CHECK_DISABLED;
070 }
071
072 /**
073 * Builds an instance with specified thresholds.
074 * In order to perform only relative checks, the absolute tolerance
075 * must be set to a negative value. In order to perform only absolute
076 * checks, the relative tolerance must be set to a negative value.
077 *
078 * @param relativeThreshold Relative tolerance threshold.
079 * @param absoluteThreshold Absolute tolerance threshold.
080 * @param maxIter Maximum iteration count.
081 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
082 *
083 * @since 3.1
084 */
085 public SimplePointChecker(final double relativeThreshold,
086 final double absoluteThreshold,
087 final int maxIter) {
088 super(relativeThreshold, absoluteThreshold);
089
090 if (maxIter <= 0) {
091 throw new NotStrictlyPositiveException(maxIter);
092 }
093 maxIterationCount = maxIter;
094 }
095
096 /**
097 * Check if the optimization algorithm has converged considering the
098 * last two points.
099 * 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 satify the convergence criterion.
111 */
112 @Override
113 public boolean converged(final int iteration,
114 final PAIR previous,
115 final PAIR current) {
116 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
117 if (iteration >= maxIterationCount) {
118 return true;
119 }
120 }
121
122 final double[] p = previous.getKey();
123 final double[] c = current.getKey();
124 for (int i = 0; i < p.length; ++i) {
125 final double pi = p[i];
126 final double ci = c[i];
127 final double difference = FastMath.abs(pi - ci);
128 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
129 if (difference > size * getRelativeThreshold() &&
130 difference > getAbsoluteThreshold()) {
131 return false;
132 }
133 }
134 return true;
135 }
136 }