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 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 1416643 2012-12-03 19:37:14Z tn $
037 * @since 3.0
038 */
039 public class SimpleVectorValueChecker
040 extends AbstractConvergenceChecker<PointVectorValuePair> {
041 /**
042 * If {@link #maxIterationCount} is set to this value, the number of
043 * iterations will never cause
044 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
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,PointVectorValuePair,PointVectorValuePair)} method
051 * will return true (unless the check is disabled).
052 */
053 private final int maxIterationCount;
054
055 /**
056 * Build an instance with specified thresholds.
057 *
058 * In order to perform only relative checks, the absolute tolerance
059 * must be set to a negative value. In order to perform only absolute
060 * checks, the relative tolerance must be set to a negative value.
061 *
062 * @param relativeThreshold relative tolerance threshold
063 * @param absoluteThreshold absolute tolerance threshold
064 */
065 public SimpleVectorValueChecker(final double relativeThreshold,
066 final double absoluteThreshold) {
067 super(relativeThreshold, absoluteThreshold);
068 maxIterationCount = ITERATION_CHECK_DISABLED;
069 }
070
071 /**
072 * Builds an instance with specified tolerance thresholds and
073 * iteration count.
074 *
075 * In order to perform only relative checks, the absolute tolerance
076 * must be set to a negative value. In order to perform only absolute
077 * checks, the relative tolerance must be set to a negative value.
078 *
079 * @param relativeThreshold Relative tolerance threshold.
080 * @param absoluteThreshold Absolute tolerance threshold.
081 * @param maxIter Maximum iteration count.
082 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
083 *
084 * @since 3.1
085 */
086 public SimpleVectorValueChecker(final double relativeThreshold,
087 final double absoluteThreshold,
088 final int maxIter) {
089 super(relativeThreshold, absoluteThreshold);
090
091 if (maxIter <= 0) {
092 throw new NotStrictlyPositiveException(maxIter);
093 }
094 maxIterationCount = maxIter;
095 }
096
097 /**
098 * Check if the optimization algorithm has converged considering the
099 * last two points.
100 * This method may be called several times from the same algorithm
101 * iteration with different points. This can be detected by checking the
102 * iteration number at each call if needed. Each time this method is
103 * called, the previous and current point correspond to points with the
104 * same role at each iteration, so they can be compared. As an example,
105 * simplex-based algorithms call this method for all points of the simplex,
106 * not only for the best or worst ones.
107 *
108 * @param iteration Index of current iteration
109 * @param previous Best point in the previous iteration.
110 * @param current Best point in the current iteration.
111 * @return {@code true} if the arguments satify the convergence criterion.
112 */
113 @Override
114 public boolean converged(final int iteration,
115 final PointVectorValuePair previous,
116 final PointVectorValuePair current) {
117 if (maxIterationCount != ITERATION_CHECK_DISABLED) {
118 if (iteration >= maxIterationCount) {
119 return true;
120 }
121 }
122
123 final double[] p = previous.getValueRef();
124 final double[] c = current.getValueRef();
125 for (int i = 0; i < p.length; ++i) {
126 final double pi = p[i];
127 final double ci = c[i];
128 final double difference = FastMath.abs(pi - ci);
129 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
130 if (difference > size * getRelativeThreshold() &&
131 difference > getAbsoluteThreshold()) {
132 return false;
133 }
134 }
135 return true;
136 }
137 }