/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math3.optimization; import org.apache.commons.math3.util.FastMath; import org.apache.commons.math3.exception.NotStrictlyPositiveException; /** * Simple implementation of the {@link ConvergenceChecker} interface using * only objective function values. * * Convergence is considered to have been reached if either the relative * difference between the objective function values is smaller than a * threshold or if either the absolute difference between the objective * function values is smaller than another threshold for all vectors elements. * <br/> * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged} * method will also return {@code true} if the number of iterations has been set * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}). * * @deprecated As of 3.1 (to be removed in 4.0). * @since 3.0 */ @Deprecated public class SimpleVectorValueChecker extends AbstractConvergenceChecker<PointVectorValuePair> { /** * If {@link #maxIterationCount} is set to this value, the number of * iterations will never cause * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} * to return {@code true}. */ private static final int ITERATION_CHECK_DISABLED = -1; /** * Number of iterations after which the * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method * will return true (unless the check is disabled). */ private final int maxIterationCount; /** * Build an instance with default thresholds. * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} */ @Deprecated public SimpleVectorValueChecker() { maxIterationCount = ITERATION_CHECK_DISABLED; } /** * Build an instance with specified thresholds. * * In order to perform only relative checks, the absolute tolerance * must be set to a negative value. In order to perform only absolute * checks, the relative tolerance must be set to a negative value. * * @param relativeThreshold relative tolerance threshold * @param absoluteThreshold absolute tolerance threshold */ public SimpleVectorValueChecker(final double relativeThreshold, final double absoluteThreshold) { super(relativeThreshold, absoluteThreshold); maxIterationCount = ITERATION_CHECK_DISABLED; } /** * Builds an instance with specified tolerance thresholds and * iteration count. * * In order to perform only relative checks, the absolute tolerance * must be set to a negative value. In order to perform only absolute * checks, the relative tolerance must be set to a negative value. * * @param relativeThreshold Relative tolerance threshold. * @param absoluteThreshold Absolute tolerance threshold. * @param maxIter Maximum iteration count. * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. * * @since 3.1 */ public SimpleVectorValueChecker(final double relativeThreshold, final double absoluteThreshold, final int maxIter) { super(relativeThreshold, absoluteThreshold); if (maxIter <= 0) { throw new NotStrictlyPositiveException(maxIter); } maxIterationCount = maxIter; } /** * Check if the optimization algorithm has converged considering the * last two points. * This method may be called several times from the same algorithm * iteration with different points. This can be detected by checking the * iteration number at each call if needed. Each time this method is * called, the previous and current point correspond to points with the * same role at each iteration, so they can be compared. As an example, * simplex-based algorithms call this method for all points of the simplex, * not only for the best or worst ones. * * @param iteration Index of current iteration * @param previous Best point in the previous iteration. * @param current Best point in the current iteration. * @return {@code true} if the arguments satify the convergence criterion. */ @Override public boolean converged(final int iteration, final PointVectorValuePair previous, final PointVectorValuePair current) { if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { return true; } final double[] p = previous.getValueRef(); final double[] c = current.getValueRef(); for (int i = 0; i < p.length; ++i) { final double pi = p[i]; final double ci = c[i]; final double difference = FastMath.abs(pi - ci); final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); if (difference > size * getRelativeThreshold() && difference > getAbsoluteThreshold()) { return false; } } return true; } }