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.util.Pair; 022 import org.apache.commons.math3.exception.NotStrictlyPositiveException; 023 024 /** 025 * Simple implementation of the {@link ConvergenceChecker} interface using 026 * only point coordinates. 027 * 028 * Convergence is considered to have been reached if either the relative 029 * difference between each point coordinate are smaller than a threshold 030 * or if either the absolute difference between the point coordinates are 031 * smaller than another threshold. 032 * <br/> 033 * The {@link #converged(int,Pair,Pair) converged} method will also return 034 * {@code true} if the number of iterations has been set (see 035 * {@link #SimplePointChecker(double,double,int) this constructor}). 036 * 037 * @param <PAIR> Type of the (point, value) pair. 038 * The type of the "value" part of the pair (not used by this class). 039 * 040 * @version $Id: SimplePointChecker.java 1422230 2012-12-15 12:11:13Z erans $ 041 * @deprecated As of 3.1 (to be removed in 4.0). 042 * @since 3.0 043 */ 044 @Deprecated 045 public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>> 046 extends AbstractConvergenceChecker<PAIR> { 047 /** 048 * If {@link #maxIterationCount} is set to this value, the number of 049 * iterations will never cause {@link #converged(int, Pair, Pair)} 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, Pair, Pair)} method 056 * will return true (unless the check is disabled). 057 */ 058 private final int maxIterationCount; 059 060 /** 061 * Build an instance with default threshold. 062 * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} 063 */ 064 @Deprecated 065 public SimplePointChecker() { 066 maxIterationCount = ITERATION_CHECK_DISABLED; 067 } 068 069 /** 070 * Build an instance with specified thresholds. 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 SimplePointChecker(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 * In order to perform only relative checks, the absolute tolerance 087 * must be set to a negative value. In order to perform only absolute 088 * checks, the relative tolerance must be set to a negative value. 089 * 090 * @param relativeThreshold Relative tolerance threshold. 091 * @param absoluteThreshold Absolute tolerance threshold. 092 * @param maxIter Maximum iteration count. 093 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 094 * 095 * @since 3.1 096 */ 097 public SimplePointChecker(final double relativeThreshold, 098 final double absoluteThreshold, 099 final int maxIter) { 100 super(relativeThreshold, absoluteThreshold); 101 102 if (maxIter <= 0) { 103 throw new NotStrictlyPositiveException(maxIter); 104 } 105 maxIterationCount = maxIter; 106 } 107 108 /** 109 * Check if the optimization algorithm has converged considering the 110 * last two points. 111 * This method may be called several times from the same algorithm 112 * iteration with different points. This can be detected by checking the 113 * iteration number at each call if needed. Each time this method is 114 * called, the previous and current point correspond to points with the 115 * same role at each iteration, so they can be compared. As an example, 116 * simplex-based algorithms call this method for all points of the simplex, 117 * not only for the best or worst ones. 118 * 119 * @param iteration Index of current iteration 120 * @param previous Best point in the previous iteration. 121 * @param current Best point in the current iteration. 122 * @return {@code true} if the arguments satify the convergence criterion. 123 */ 124 @Override 125 public boolean converged(final int iteration, 126 final PAIR previous, 127 final PAIR current) { 128 if (maxIterationCount != ITERATION_CHECK_DISABLED) { 129 if (iteration >= maxIterationCount) { 130 return true; 131 } 132 } 133 134 final double[] p = previous.getKey(); 135 final double[] c = current.getKey(); 136 for (int i = 0; i < p.length; ++i) { 137 final double pi = p[i]; 138 final double ci = c[i]; 139 final double difference = FastMath.abs(pi - ci); 140 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); 141 if (difference > size * getRelativeThreshold() && 142 difference > getAbsoluteThreshold()) { 143 return false; 144 } 145 } 146 return true; 147 } 148 }