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.optim;
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 1416643 2012-12-03 19:37:14Z tn $
037 * @since 3.0
038 */
039 public class SimpleValueChecker
040 extends AbstractConvergenceChecker<PointValuePair> {
041 /**
042 * If {@link #maxIterationCount} is set to this value, the number of
043 * iterations will never cause
044 * {@link #converged(int,PointValuePair,PointValuePair)}
045 * to return {@code true}.
046 */
047 private static final int ITERATION_CHECK_DISABLED = -1;
048 /**
049 * Number of iterations after which the
050 * {@link #converged(int,PointValuePair,PointValuePair)} method
051 * will return true (unless the check is disabled).
052 */
053 private final int maxIterationCount;
054
055 /** Build an instance with specified thresholds.
056 *
057 * In order to perform only relative checks, the absolute tolerance
058 * must be set to a negative value. In order to perform only absolute
059 * checks, the relative tolerance must be set to a negative value.
060 *
061 * @param relativeThreshold relative tolerance threshold
062 * @param absoluteThreshold absolute tolerance threshold
063 */
064 public SimpleValueChecker(final double relativeThreshold,
065 final double absoluteThreshold) {
066 super(relativeThreshold, absoluteThreshold);
067 maxIterationCount = ITERATION_CHECK_DISABLED;
068 }
069
070 /**
071 * Builds an instance with specified thresholds.
072 *
073 * In order to perform only relative checks, the absolute tolerance
074 * must be set to a negative value. In order to perform only absolute
075 * checks, the relative tolerance must be set to a negative value.
076 *
077 * @param relativeThreshold relative tolerance threshold
078 * @param absoluteThreshold absolute tolerance threshold
079 * @param maxIter Maximum iteration count.
080 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
081 *
082 * @since 3.1
083 */
084 public SimpleValueChecker(final double relativeThreshold,
085 final double absoluteThreshold,
086 final int maxIter) {
087 super(relativeThreshold, absoluteThreshold);
088
089 if (maxIter <= 0) {
090 throw new NotStrictlyPositiveException(maxIter);
091 }
092 maxIterationCount = maxIter;
093 }
094
095 /**
096 * Check if the optimization algorithm has converged considering the
097 * last two points.
098 * This method may be called several time from the same algorithm
099 * iteration with different points. This can be detected by checking the
100 * iteration number at each call if needed. Each time this method is
101 * called, the previous and current point correspond to points with the
102 * same role at each iteration, so they can be compared. As an example,
103 * simplex-based algorithms call this method for all points of the simplex,
104 * not only for the best or worst ones.
105 *
106 * @param iteration Index of current iteration
107 * @param previous Best point in the previous iteration.
108 * @param current Best point in the current iteration.
109 * @return {@code true} if the algorithm has converged.
110 */
111 @Override
112 public boolean converged(final int iteration,
113 final PointValuePair previous,
114 final PointValuePair current) {
115 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
116 if (iteration >= maxIterationCount) {
117 return true;
118 }
119 }
120
121 final double p = previous.getValue();
122 final double c = current.getValue();
123 final double difference = FastMath.abs(p - c);
124 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
125 return difference <= size * getRelativeThreshold() ||
126 difference <= getAbsoluteThreshold();
127 }
128 }