    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.optim;
    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 1416643 2012-12-03 19:37:14Z tn $
    037     * @since 3.0
    038     */
    039    public class SimpleValueChecker
    040        extends AbstractConvergenceChecker<PointValuePair> {
    041        /**
    042         * If {@link #maxIterationCount} is set to this value, the number of
    043         * iterations will never cause
    044         * {@link #converged(int,PointValuePair,PointValuePair)}
    045         * to return {@code true}.
    046         */
    047        private static final int ITERATION_CHECK_DISABLED = -1;
    048        /**
    049         * Number of iterations after which the
    050         * {@link #converged(int,PointValuePair,PointValuePair)} method
    051         * will return true (unless the check is disabled).
    052         */
    053        private final int maxIterationCount;
    054
    055        /** Build an instance with specified thresholds.
    056         *
    057         * In order to perform only relative checks, the absolute tolerance
    058         * must be set to a negative value. In order to perform only absolute
    059         * checks, the relative tolerance must be set to a negative value.
    060         *
    061         * @param relativeThreshold relative tolerance threshold
    062         * @param absoluteThreshold absolute tolerance threshold
    063         */
    064        public SimpleValueChecker(final double relativeThreshold,
    065                                  final double absoluteThreshold) {
    066            super(relativeThreshold, absoluteThreshold);
    067            maxIterationCount = ITERATION_CHECK_DISABLED;
    068        }
    069
    070        /**
    071         * Builds an instance with specified thresholds.
    072         *
    073         * In order to perform only relative checks, the absolute tolerance
    074         * must be set to a negative value. In order to perform only absolute
    075         * checks, the relative tolerance must be set to a negative value.
    076         *
    077         * @param relativeThreshold relative tolerance threshold
    078         * @param absoluteThreshold absolute tolerance threshold
    079         * @param maxIter Maximum iteration count.
    080         * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
    081         *
    082         * @since 3.1
    083         */
    084        public SimpleValueChecker(final double relativeThreshold,
    085                                  final double absoluteThreshold,
    086                                  final int maxIter) {
    087            super(relativeThreshold, absoluteThreshold);
    088
    089            if (maxIter <= 0) {
    090                throw new NotStrictlyPositiveException(maxIter);
    091            }
    092            maxIterationCount = maxIter;
    093        }
    094
    095        /**
    096         * Check if the optimization algorithm has converged considering the
    097         * last two points.
    098         * This method may be called several time from the same algorithm
    099         * iteration with different points. This can be detected by checking the
    100         * iteration number at each call if needed. Each time this method is
    101         * called, the previous and current point correspond to points with the
    102         * same role at each iteration, so they can be compared. As an example,
    103         * simplex-based algorithms call this method for all points of the simplex,
    104         * not only for the best or worst ones.
    105         *
    106         * @param iteration Index of current iteration
    107         * @param previous Best point in the previous iteration.
    108         * @param current Best point in the current iteration.
    109         * @return {@code true} if the algorithm has converged.
    110         */
    111        @Override
    112        public boolean converged(final int iteration,
    113                                 final PointValuePair previous,
    114                                 final PointValuePair current) {
    115            if (maxIterationCount != ITERATION_CHECK_DISABLED) {
    116                if (iteration >= maxIterationCount) {
    117                    return true;
    118                }
    119            }
    120
    121            final double p = previous.getValue();
    122            final double c = current.getValue();
    123            final double difference = FastMath.abs(p - c);
    124            final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
    125            return difference <= size * getRelativeThreshold() ||
    126                difference <= getAbsoluteThreshold();
    127        }
    128    }