    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    }