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.univariate;
018
019 import org.apache.commons.math3.util.FastMath;
020 import org.apache.commons.math3.exception.NotStrictlyPositiveException;
021 import org.apache.commons.math3.optim.AbstractConvergenceChecker;
022
023 /**
024 * Simple implementation of the
025 * {@link org.apache.commons.math3.optimization.ConvergenceChecker} interface
026 * that uses only objective function values.
027 *
028 * Convergence is considered to have been reached if either the relative
029 * difference between the objective function values is smaller than a
030 * threshold or if either the absolute difference between the objective
031 * function values is smaller than another threshold.
032 * <br/>
033 * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)
034 * converged} method will also return {@code true} if the number of iterations
035 * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int)
036 * this constructor}).
037 *
038 * @version $Id: SimpleUnivariateValueChecker.java 1413171 2012-11-24 11:11:10Z erans $
039 * @since 3.1
040 */
041 public class SimpleUnivariateValueChecker
042 extends AbstractConvergenceChecker<UnivariatePointValuePair> {
043 /**
044 * If {@link #maxIterationCount} is set to this value, the number of
045 * iterations will never cause
046 * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
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,UnivariatePointValuePair,UnivariatePointValuePair)}
053 * method will return true (unless the check is disabled).
054 */
055 private final int maxIterationCount;
056
057 /** Build an instance with specified thresholds.
058 *
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 SimpleUnivariateValueChecker(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 *
075 * In order to perform only relative checks, the absolute tolerance
076 * must be set to a negative value. In order to perform only absolute
077 * checks, the relative tolerance must be set to a negative value.
078 *
079 * @param relativeThreshold relative tolerance threshold
080 * @param absoluteThreshold absolute tolerance threshold
081 * @param maxIter Maximum iteration count.
082 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
083 *
084 * @since 3.1
085 */
086 public SimpleUnivariateValueChecker(final double relativeThreshold,
087 final double absoluteThreshold,
088 final int maxIter) {
089 super(relativeThreshold, absoluteThreshold);
090
091 if (maxIter <= 0) {
092 throw new NotStrictlyPositiveException(maxIter);
093 }
094 maxIterationCount = maxIter;
095 }
096
097 /**
098 * Check if the optimization algorithm has converged considering the
099 * last two points.
100 * This method may be called several time from the same algorithm
101 * iteration with different points. This can be detected by checking the
102 * iteration number at each call if needed. Each time this method is
103 * called, the previous and current point correspond to points with the
104 * same role at each iteration, so they can be compared. As an example,
105 * simplex-based algorithms call this method for all points of the simplex,
106 * not only for the best or worst ones.
107 *
108 * @param iteration Index of current iteration
109 * @param previous Best point in the previous iteration.
110 * @param current Best point in the current iteration.
111 * @return {@code true} if the algorithm has converged.
112 */
113 @Override
114 public boolean converged(final int iteration,
115 final UnivariatePointValuePair previous,
116 final UnivariatePointValuePair current) {
117 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
118 if (iteration >= maxIterationCount) {
119 return true;
120 }
121 }
122
123 final double p = previous.getValue();
124 final double c = current.getValue();
125 final double difference = FastMath.abs(p - c);
126 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
127 return difference <= size * getRelativeThreshold() ||
128 difference <= getAbsoluteThreshold();
129 }
130 }