    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    }