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 for all vectors elements.
031 * <br/>
032 * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged}
033 * method will also return {@code true} if the number of iterations has been set
034 * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}).
035 *
036 * @version $Id: SimpleVectorValueChecker.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 SimpleVectorValueChecker
042 extends AbstractConvergenceChecker<PointVectorValuePair> {
043 /**
044 * If {@link #maxIterationCount} is set to this value, the number of
045 * iterations will never cause
046 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
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,PointVectorValuePair,PointVectorValuePair)} 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 SimpleVectorValueChecker() {
063 maxIterationCount = ITERATION_CHECK_DISABLED;
064 }
065
066 /**
067 * Build an instance with specified thresholds.
068 *
069 * In order to perform only relative checks, the absolute tolerance
070 * must be set to a negative value. In order to perform only absolute
071 * checks, the relative tolerance must be set to a negative value.
072 *
073 * @param relativeThreshold relative tolerance threshold
074 * @param absoluteThreshold absolute tolerance threshold
075 */
076 public SimpleVectorValueChecker(final double relativeThreshold,
077 final double absoluteThreshold) {
078 super(relativeThreshold, absoluteThreshold);
079 maxIterationCount = ITERATION_CHECK_DISABLED;
080 }
081
082 /**
083 * Builds an instance with specified tolerance thresholds and
084 * iteration count.
085 *
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 SimpleVectorValueChecker(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 PointVectorValuePair previous,
127 final PointVectorValuePair current) {
128 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
129 if (iteration >= maxIterationCount) {
130 return true;
131 }
132 }
133
134 final double[] p = previous.getValueRef();
135 final double[] c = current.getValueRef();
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 }