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With inspiration from other libraries
/*
* 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.util.Pair;
import org.apache.commons.math3.exception.NotStrictlyPositiveException;
/**
* 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.
*
* The {@link #converged(int,Pair,Pair) converged} method will also return
* {@code true} if the number of iterations has been set (see
* {@link #SimplePointChecker(double,double,int) this constructor}).
*
* @param Type of the (point, value) pair.
* The type of the "value" part of the pair (not used by this class).
*
* @deprecated As of 3.1 (to be removed in 4.0).
* @since 3.0
*/
@Deprecated
public class SimplePointChecker>
extends AbstractConvergenceChecker {
/**
* If {@link #maxIterationCount} is set to this value, the number of
* iterations will never cause {@link #converged(int, Pair, Pair)}
* to return {@code true}.
*/
private static final int ITERATION_CHECK_DISABLED = -1;
/**
* Number of iterations after which the
* {@link #converged(int, Pair, Pair)} method
* will return true (unless the check is disabled).
*/
private final int maxIterationCount;
/**
* Build an instance with default threshold.
* @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()}
*/
@Deprecated
public SimplePointChecker() {
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 SimplePointChecker(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 SimplePointChecker(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 PAIR previous,
final PAIR current) {
if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
return true;
}
final double[] p = previous.getKey();
final double[] c = current.getKey();
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;
}
}