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Diffstat (limited to 'src/main/java/org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.java')
-rw-r--r-- | src/main/java/org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.java | 127 |
1 files changed, 127 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.java b/src/main/java/org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.java new file mode 100644 index 0000000..58cc521 --- /dev/null +++ b/src/main/java/org/apache/commons/math3/optim/univariate/SimpleUnivariateValueChecker.java @@ -0,0 +1,127 @@ +/* + * 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.optim.univariate; + +import org.apache.commons.math3.util.FastMath; +import org.apache.commons.math3.exception.NotStrictlyPositiveException; +import org.apache.commons.math3.optim.AbstractConvergenceChecker; + +/** + * Simple implementation of the + * {@link org.apache.commons.math3.optimization.ConvergenceChecker} interface + * that uses 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. + * <br/> + * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair) + * converged} method will also return {@code true} if the number of iterations + * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int) + * this constructor}). + * + * @since 3.1 + */ +public class SimpleUnivariateValueChecker + extends AbstractConvergenceChecker<UnivariatePointValuePair> { + /** + * If {@link #maxIterationCount} is set to this value, the number of + * iterations will never cause + * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)} + * to return {@code true}. + */ + private static final int ITERATION_CHECK_DISABLED = -1; + /** + * Number of iterations after which the + * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)} + * method will return true (unless the check is disabled). + */ + private final int maxIterationCount; + + /** 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 SimpleUnivariateValueChecker(final double relativeThreshold, + final double absoluteThreshold) { + super(relativeThreshold, absoluteThreshold); + maxIterationCount = ITERATION_CHECK_DISABLED; + } + + /** + * Builds 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 + * @param maxIter Maximum iteration count. + * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. + * + * @since 3.1 + */ + public SimpleUnivariateValueChecker(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 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 UnivariatePointValuePair previous, + final UnivariatePointValuePair current) { + if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { + return true; + } + + final double p = previous.getValue(); + final double c = current.getValue(); + final double difference = FastMath.abs(p - c); + final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); + return difference <= size * getRelativeThreshold() || + difference <= getAbsoluteThreshold(); + } +} |