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; 018 019 import org.apache.commons.math3.util.FastMath; 020 import org.apache.commons.math3.util.Pair; 021 import org.apache.commons.math3.exception.NotStrictlyPositiveException; 022 023 /** 024 * Simple implementation of the {@link ConvergenceChecker} interface using 025 * only point coordinates. 026 * 027 * Convergence is considered to have been reached if either the relative 028 * difference between each point coordinate are smaller than a threshold 029 * or if either the absolute difference between the point coordinates are 030 * smaller than another threshold. 031 * <br/> 032 * The {@link #converged(int,Pair,Pair) converged} method will also return 033 * {@code true} if the number of iterations has been set (see 034 * {@link #SimplePointChecker(double,double,int) this constructor}). 035 * 036 * @param <PAIR> Type of the (point, value) pair. 037 * The type of the "value" part of the pair (not used by this class). 038 * 039 * @version $Id: SimplePointChecker.java 1413127 2012-11-24 04:37:30Z psteitz $ 040 * @since 3.0 041 */ 042 public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>> 043 extends AbstractConvergenceChecker<PAIR> { 044 /** 045 * If {@link #maxIterationCount} is set to this value, the number of 046 * iterations will never cause {@link #converged(int, Pair, Pair)} 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, Pair, Pair)} method 053 * will return true (unless the check is disabled). 054 */ 055 private final int maxIterationCount; 056 057 /** 058 * Build an instance with specified thresholds. 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 SimplePointChecker(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 * In order to perform only relative checks, the absolute tolerance 075 * must be set to a negative value. In order to perform only absolute 076 * checks, the relative tolerance must be set to a negative value. 077 * 078 * @param relativeThreshold Relative tolerance threshold. 079 * @param absoluteThreshold Absolute tolerance threshold. 080 * @param maxIter Maximum iteration count. 081 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 082 * 083 * @since 3.1 084 */ 085 public SimplePointChecker(final double relativeThreshold, 086 final double absoluteThreshold, 087 final int maxIter) { 088 super(relativeThreshold, absoluteThreshold); 089 090 if (maxIter <= 0) { 091 throw new NotStrictlyPositiveException(maxIter); 092 } 093 maxIterationCount = maxIter; 094 } 095 096 /** 097 * Check if the optimization algorithm has converged considering the 098 * last two points. 099 * This method may be called several times from the same algorithm 100 * iteration with different points. This can be detected by checking the 101 * iteration number at each call if needed. Each time this method is 102 * called, the previous and current point correspond to points with the 103 * same role at each iteration, so they can be compared. As an example, 104 * simplex-based algorithms call this method for all points of the simplex, 105 * not only for the best or worst ones. 106 * 107 * @param iteration Index of current iteration 108 * @param previous Best point in the previous iteration. 109 * @param current Best point in the current iteration. 110 * @return {@code true} if the arguments satify the convergence criterion. 111 */ 112 @Override 113 public boolean converged(final int iteration, 114 final PAIR previous, 115 final PAIR current) { 116 if (maxIterationCount != ITERATION_CHECK_DISABLED) { 117 if (iteration >= maxIterationCount) { 118 return true; 119 } 120 } 121 122 final double[] p = previous.getKey(); 123 final double[] c = current.getKey(); 124 for (int i = 0; i < p.length; ++i) { 125 final double pi = p[i]; 126 final double ci = c[i]; 127 final double difference = FastMath.abs(pi - ci); 128 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); 129 if (difference > size * getRelativeThreshold() && 130 difference > getAbsoluteThreshold()) { 131 return false; 132 } 133 } 134 return true; 135 } 136 }