    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.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 1422230 2012-12-15 12:11:13Z erans $
    037     * @deprecated As of 3.1 (to be removed in 4.0).
    038     * @since 3.0
    039     */
    040    @Deprecated
    041    public class SimpleValueChecker
    042        extends AbstractConvergenceChecker<PointValuePair> {
    043        /**
    044         * If {@link #maxIterationCount} is set to this value, the number of
    045         * iterations will never cause
    046         * {@link #converged(int,PointValuePair,PointValuePair)}
    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,PointValuePair,PointValuePair)} method
    053         * will return true (unless the check is disabled).
    054         */
    055        private final int maxIterationCount;
    056
    057        /**
    058         * Build an instance with default thresholds.
    059         * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
    060         */
    061        @Deprecated
    062        public SimpleValueChecker() {
    063            maxIterationCount = ITERATION_CHECK_DISABLED;
    064        }
    065
    066        /** Build an instance with specified thresholds.
    067         *
    068         * In order to perform only relative checks, the absolute tolerance
    069         * must be set to a negative value. In order to perform only absolute
    070         * checks, the relative tolerance must be set to a negative value.
    071         *
    072         * @param relativeThreshold relative tolerance threshold
    073         * @param absoluteThreshold absolute tolerance threshold
    074         */
    075        public SimpleValueChecker(final double relativeThreshold,
    076                                  final double absoluteThreshold) {
    077            super(relativeThreshold, absoluteThreshold);
    078            maxIterationCount = ITERATION_CHECK_DISABLED;
    079        }
    080
    081        /**
    082         * Builds an instance with specified thresholds.
    083         *
    084         * In order to perform only relative checks, the absolute tolerance
    085         * must be set to a negative value. In order to perform only absolute
    086         * checks, the relative tolerance must be set to a negative value.
    087         *
    088         * @param relativeThreshold relative tolerance threshold
    089         * @param absoluteThreshold absolute tolerance threshold
    090         * @param maxIter Maximum iteration count.
    091         * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
    092         *
    093         * @since 3.1
    094         */
    095        public SimpleValueChecker(final double relativeThreshold,
    096                                  final double absoluteThreshold,
    097                                  final int maxIter) {
    098            super(relativeThreshold, absoluteThreshold);
    099
    100            if (maxIter <= 0) {
    101                throw new NotStrictlyPositiveException(maxIter);
    102            }
    103            maxIterationCount = maxIter;
    104        }
    105
    106        /**
    107         * Check if the optimization algorithm has converged considering the
    108         * last two points.
    109         * This method may be called several time from the same algorithm
    110         * iteration with different points. This can be detected by checking the
    111         * iteration number at each call if needed. Each time this method is
    112         * called, the previous and current point correspond to points with the
    113         * same role at each iteration, so they can be compared. As an example,
    114         * simplex-based algorithms call this method for all points of the simplex,
    115         * not only for the best or worst ones.
    116         *
    117         * @param iteration Index of current iteration
    118         * @param previous Best point in the previous iteration.
    119         * @param current Best point in the current iteration.
    120         * @return {@code true} if the algorithm has converged.
    121         */
    122        @Override
    123        public boolean converged(final int iteration,
    124                                 final PointValuePair previous,
    125                                 final PointValuePair current) {
    126            if (maxIterationCount != ITERATION_CHECK_DISABLED) {
    127                if (iteration >= maxIterationCount) {
    128                    return true;
    129                }
    130            }
    131
    132            final double p = previous.getValue();
    133            final double c = current.getValue();
    134            final double difference = FastMath.abs(p - c);
    135            final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
    136            return difference <= size * getRelativeThreshold() ||
    137                difference <= getAbsoluteThreshold();
    138        }
    139    }