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.univariate;
019
020 import org.apache.commons.math3.util.FastMath;
021 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
022 import 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 * @version $Id: SimpleUnivariateValueChecker.java 1422230 2012-12-15 12:11:13Z erans $
040 * @deprecated As of 3.1 (to be removed in 4.0).
041 * @since 3.1
042 */
043 @Deprecated
044 public class SimpleUnivariateValueChecker
045 extends AbstractConvergenceChecker<UnivariatePointValuePair> {
046 /**
047 * If {@link #maxIterationCount} is set to this value, the number of
048 * iterations will never cause
049 * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
050 * to return {@code true}.
051 */
052 private static final int ITERATION_CHECK_DISABLED = -1;
053 /**
054 * Number of iterations after which the
055 * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
056 * method will return true (unless the check is disabled).
057 */
058 private final int maxIterationCount;
059
060 /**
061 * Build an instance with default thresholds.
062 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
063 */
064 @Deprecated
065 public SimpleUnivariateValueChecker() {
066 maxIterationCount = ITERATION_CHECK_DISABLED;
067 }
068
069 /** Build an instance with specified thresholds.
070 *
071 * In order to perform only relative checks, the absolute tolerance
072 * must be set to a negative value. In order to perform only absolute
073 * checks, the relative tolerance must be set to a negative value.
074 *
075 * @param relativeThreshold relative tolerance threshold
076 * @param absoluteThreshold absolute tolerance threshold
077 */
078 public SimpleUnivariateValueChecker(final double relativeThreshold,
079 final double absoluteThreshold) {
080 super(relativeThreshold, absoluteThreshold);
081 maxIterationCount = ITERATION_CHECK_DISABLED;
082 }
083
084 /**
085 * Builds an instance with specified thresholds.
086 *
087 * In order to perform only relative checks, the absolute tolerance
088 * must be set to a negative value. In order to perform only absolute
089 * checks, the relative tolerance must be set to a negative value.
090 *
091 * @param relativeThreshold relative tolerance threshold
092 * @param absoluteThreshold absolute tolerance threshold
093 * @param maxIter Maximum iteration count.
094 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
095 *
096 * @since 3.1
097 */
098 public SimpleUnivariateValueChecker(final double relativeThreshold,
099 final double absoluteThreshold,
100 final int maxIter) {
101 super(relativeThreshold, absoluteThreshold);
102
103 if (maxIter <= 0) {
104 throw new NotStrictlyPositiveException(maxIter);
105 }
106 maxIterationCount = maxIter;
107 }
108
109 /**
110 * Check if the optimization algorithm has converged considering the
111 * last two points.
112 * This method may be called several time from the same algorithm
113 * iteration with different points. This can be detected by checking the
114 * iteration number at each call if needed. Each time this method is
115 * called, the previous and current point correspond to points with the
116 * same role at each iteration, so they can be compared. As an example,
117 * simplex-based algorithms call this method for all points of the simplex,
118 * not only for the best or worst ones.
119 *
120 * @param iteration Index of current iteration
121 * @param previous Best point in the previous iteration.
122 * @param current Best point in the current iteration.
123 * @return {@code true} if the algorithm has converged.
124 */
125 @Override
126 public boolean converged(final int iteration,
127 final UnivariatePointValuePair previous,
128 final UnivariatePointValuePair current) {
129 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
130 if (iteration >= maxIterationCount) {
131 return true;
132 }
133 }
134
135 final double p = previous.getValue();
136 final double c = current.getValue();
137 final double difference = FastMath.abs(p - c);
138 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
139 return difference <= size * getRelativeThreshold() ||
140 difference <= getAbsoluteThreshold();
141 }
142 }