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 }