org.apache.commons.math.optimization.SimpleScalarValueChecker Maven / Gradle / Ivy
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* 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,
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*/
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);
}
}