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The Apache Commons Math project is a library of lightweight, self-contained mathematics and statistics components addressing the most common practical problems not immediately available in the Java programming language or commons-lang.

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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.math3.optimization;

import org.apache.commons.math3.util.FastMath;

/**
 * Simple implementation of the {@link ConvergenceChecker} 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 $Id: SimpleValueChecker.java 1244107 2012-02-14 16:17:55Z erans $
 * @since 3.0
 */
public class SimpleValueChecker
    extends AbstractConvergenceChecker {
    /**
     * Build an instance with default thresholds.
     */
    public SimpleValueChecker() {}

    /** 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 SimpleValueChecker(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 PointValuePair previous,
                             final PointValuePair 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 * getRelativeThreshold() ||
            difference <= getAbsoluteThreshold();
    }
}