1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 /*
19 * This is not the original file distributed by the Apache Software Foundation
20 * It has been modified by the Hipparchus project
21 */
22 package org.hipparchus.optim;
23
24 import org.hipparchus.exception.LocalizedCoreFormats;
25 import org.hipparchus.exception.MathIllegalArgumentException;
26 import org.hipparchus.util.FastMath;
27 import org.hipparchus.util.Pair;
28
29 /**
30 * Simple implementation of the {@link ConvergenceChecker} interface using
31 * only point coordinates.
32 *
33 * Convergence is considered to have been reached if either the relative
34 * difference between each point coordinate are smaller than a threshold
35 * or if either the absolute difference between the point coordinates are
36 * smaller than another threshold.
37 * <br>
38 * The {@link #converged(int,Pair,Pair) converged} method will also return
39 * {@code true} if the number of iterations has been set (see
40 * {@link #SimplePointChecker(double,double,int) this constructor}).
41 *
42 * @param <P> Type of the (point, value) pair.
43 * The type of the "value" part of the pair (not used by this class).
44 *
45 */
46 public class SimplePointChecker<P extends Pair<double[], ? extends Object>>
47 extends AbstractConvergenceChecker<P> {
48 /**
49 * If {@link #maxIterationCount} is set to this value, the number of
50 * iterations will never cause {@link #converged(int, Pair, Pair)}
51 * to return {@code true}.
52 */
53 private static final int ITERATION_CHECK_DISABLED = -1;
54 /**
55 * Number of iterations after which the
56 * {@link #converged(int, Pair, Pair)} method
57 * will return true (unless the check is disabled).
58 */
59 private final int maxIterationCount;
60
61 /**
62 * Build an instance with specified thresholds.
63 * In order to perform only relative checks, the absolute tolerance
64 * must be set to a negative value. In order to perform only absolute
65 * checks, the relative tolerance must be set to a negative value.
66 *
67 * @param relativeThreshold relative tolerance threshold
68 * @param absoluteThreshold absolute tolerance threshold
69 */
70 public SimplePointChecker(final double relativeThreshold,
71 final double absoluteThreshold) {
72 super(relativeThreshold, absoluteThreshold);
73 maxIterationCount = ITERATION_CHECK_DISABLED;
74 }
75
76 /**
77 * Builds an instance with specified thresholds.
78 * In order to perform only relative checks, the absolute tolerance
79 * must be set to a negative value. In order to perform only absolute
80 * checks, the relative tolerance must be set to a negative value.
81 *
82 * @param relativeThreshold Relative tolerance threshold.
83 * @param absoluteThreshold Absolute tolerance threshold.
84 * @param maxIter Maximum iteration count.
85 * @throws MathIllegalArgumentException if {@code maxIter <= 0}.
86 *
87 */
88 public SimplePointChecker(final double relativeThreshold,
89 final double absoluteThreshold,
90 final int maxIter) {
91 super(relativeThreshold, absoluteThreshold);
92
93 if (maxIter <= 0) {
94 throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_TOO_SMALL_BOUND_EXCLUDED,
95 maxIter, 0);
96 }
97 maxIterationCount = maxIter;
98 }
99
100 /**
101 * Check if the optimization algorithm has converged considering the
102 * last two points.
103 * This method may be called several times from the same algorithm
104 * iteration with different points. This can be detected by checking the
105 * iteration number at each call if needed. Each time this method is
106 * called, the previous and current point correspond to points with the
107 * same role at each iteration, so they can be compared. As an example,
108 * simplex-based algorithms call this method for all points of the simplex,
109 * not only for the best or worst ones.
110 *
111 * @param iteration Index of current iteration
112 * @param previous Best point in the previous iteration.
113 * @param current Best point in the current iteration.
114 * @return {@code true} if the arguments satify the convergence criterion.
115 */
116 @Override
117 public boolean converged(final int iteration,
118 final P previous,
119 final P current) {
120 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
121 return true;
122 }
123
124 final double[] p = previous.getKey();
125 final double[] c = current.getKey();
126 for (int i = 0; i < p.length; ++i) {
127 final double pi = p[i];
128 final double ci = c[i];
129 final double difference = FastMath.abs(pi - ci);
130 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
131 if (difference > size * getRelativeThreshold() &&
132 difference > getAbsoluteThreshold()) {
133 return false;
134 }
135 }
136 return true;
137 }
138 }