1 /* 2 * Licensed to the Apache Software Foundation (ASF) under one or more 3 * contributor license agreements. See the NOTICE file distributed with 4 * this work for additional information regarding copyright ownership. 5 * The ASF licenses this file to You under the Apache License, Version 2.0 6 * (the "License"); you may not use this file except in compliance with 7 * the License. You may obtain a copy of the License at 8 * 9 * http://www.apache.org/licenses/LICENSE-2.0 10 * 11 * Unless required by applicable law or agreed to in writing, software 12 * distributed under the License is distributed on an "AS IS" BASIS, 13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 14 * See the License for the specific language governing permissions and 15 * limitations under the License. 16 */ 17 18 package org.apache.commons.math4.legacy.optim; 19 20 import org.apache.commons.math4.legacy.exception.NotStrictlyPositiveException; 21 import org.apache.commons.math4.core.jdkmath.JdkMath; 22 23 /** 24 * Simple implementation of the {@link ConvergenceChecker} interface using 25 * only objective function values. 26 * 27 * Convergence is considered to have been reached if either the relative 28 * difference between the objective function values is smaller than a 29 * threshold or if either the absolute difference between the objective 30 * function values is smaller than another threshold for all vectors elements. 31 * <br> 32 * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged} 33 * method will also return {@code true} if the number of iterations has been set 34 * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}). 35 * 36 * @since 3.0 37 */ 38 public class SimpleVectorValueChecker 39 extends AbstractConvergenceChecker<PointVectorValuePair> { 40 /** 41 * If {@link #maxIterationCount} is set to this value, the number of 42 * iterations will never cause 43 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} 44 * to return {@code true}. 45 */ 46 private static final int ITERATION_CHECK_DISABLED = -1; 47 /** 48 * Number of iterations after which the 49 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method 50 * will return true (unless the check is disabled). 51 */ 52 private final int maxIterationCount; 53 54 /** 55 * Build an instance with specified thresholds. 56 * 57 * In order to perform only relative checks, the absolute tolerance 58 * must be set to a negative value. In order to perform only absolute 59 * checks, the relative tolerance must be set to a negative value. 60 * 61 * @param relativeThreshold relative tolerance threshold 62 * @param absoluteThreshold absolute tolerance threshold 63 */ 64 public SimpleVectorValueChecker(final double relativeThreshold, 65 final double absoluteThreshold) { 66 super(relativeThreshold, absoluteThreshold); 67 maxIterationCount = ITERATION_CHECK_DISABLED; 68 } 69 70 /** 71 * Builds an instance with specified tolerance thresholds and 72 * iteration count. 73 * 74 * In order to perform only relative checks, the absolute tolerance 75 * must be set to a negative value. In order to perform only absolute 76 * checks, the relative tolerance must be set to a negative value. 77 * 78 * @param relativeThreshold Relative tolerance threshold. 79 * @param absoluteThreshold Absolute tolerance threshold. 80 * @param maxIter Maximum iteration count. 81 * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. 82 * 83 * @since 3.1 84 */ 85 public SimpleVectorValueChecker(final double relativeThreshold, 86 final double absoluteThreshold, 87 final int maxIter) { 88 super(relativeThreshold, absoluteThreshold); 89 90 if (maxIter <= 0) { 91 throw new NotStrictlyPositiveException(maxIter); 92 } 93 maxIterationCount = maxIter; 94 } 95 96 /** 97 * Check if the optimization algorithm has converged considering the 98 * last two points. 99 * 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 satisfy the convergence criterion. 111 */ 112 @Override 113 public boolean converged(final int iteration, 114 final PointVectorValuePair previous, 115 final PointVectorValuePair current) { 116 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { 117 return true; 118 } 119 120 final double[] p = previous.getValueRef(); 121 final double[] c = current.getValueRef(); 122 for (int i = 0; i < p.length; ++i) { 123 final double pi = p[i]; 124 final double ci = c[i]; 125 final double difference = JdkMath.abs(pi - ci); 126 final double size = JdkMath.max(JdkMath.abs(pi), JdkMath.abs(ci)); 127 if (difference > size * getRelativeThreshold() && 128 difference > getAbsoluteThreshold()) { 129 return false; 130 } 131 } 132 return true; 133 } 134 }