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/*
 * 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;
import org.apache.commons.math.util.MathUtils;

/**
 * Simple implementation of the {@link RealConvergenceChecker} 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. *

* @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ * @since 2.0 */ public class SimpleScalarValueChecker implements RealConvergenceChecker { /** Default relative threshold. */ private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON; /** Default absolute threshold. */ private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN; /** Relative tolerance threshold. */ private final double relativeThreshold; /** Absolute tolerance threshold. */ private final double absoluteThreshold; /** Build an instance with default threshold. */ public SimpleScalarValueChecker() { this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD; this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD; } /** Build an instance with a specified threshold. *

* 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 SimpleScalarValueChecker(final double relativeThreshold, final double absoluteThreshold) { this.relativeThreshold = relativeThreshold; this.absoluteThreshold = absoluteThreshold; } /** {@inheritDoc} */ public boolean converged(final int iteration, final RealPointValuePair previous, final RealPointValuePair current) { 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 * relativeThreshold)) || (difference <= absoluteThreshold); } }




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