SimpleRealPointChecker.java

/*
 * 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.math.optimization;

import org.apache.commons.math.util.FastMath;

/**
 * Simple implementation of the {@link ConvergenceChecker} interface using
 * only point coordinates.
 *
 * Convergence is considered to have been reached if either the relative
 * difference between each point coordinate are smaller than a threshold
 * or if either the absolute difference between the point coordinates are
 * smaller than another threshold.
 *
 * @version $Id: SimpleRealPointChecker.java 1131229 2011-06-03 20:49:25Z luc $
 * @since 3.0
 */
public class SimpleRealPointChecker
    extends AbstractConvergenceChecker<RealPointValuePair> {
    /**
     * Build an instance with default threshold.
     */
    public SimpleRealPointChecker() {}

    /**
     * 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 SimpleRealPointChecker(final double relativeThreshold,
                                  final double absoluteThreshold) {
        super(relativeThreshold, absoluteThreshold);
    }

    /**
     * Check if the optimization algorithm has converged considering the
     * last two points.
     * This method may be called several time 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 algorithm has converged.
     */
    @Override
    public boolean converged(final int iteration,
                             final RealPointValuePair previous,
                             final RealPointValuePair current) {
        final double[] p = previous.getPoint();
        final double[] c = current.getPoint();
        for (int i = 0; i < p.length; ++i) {
            final double difference = FastMath.abs(p[i] - c[i]);
            final double size = FastMath.max(FastMath.abs(p[i]), FastMath.abs(c[i]));
            if (difference > size * getRelativeThreshold() &&
                difference > getAbsoluteThreshold()) {
                return false;
            }
        }
        return true;
    }
}