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
23 package org.hipparchus.optim;
24
25 import org.hipparchus.exception.LocalizedCoreFormats;
26 import org.hipparchus.exception.MathIllegalArgumentException;
27 import org.hipparchus.util.FastMath;
28
29 /**
30 * Simple implementation of the {@link ConvergenceChecker} interface using
31 * only objective function values.
32 *
33 * Convergence is considered to have been reached if either the relative
34 * difference between the objective function values is smaller than a
35 * threshold or if either the absolute difference between the objective
36 * function values is smaller than another threshold for all vectors elements.
37 * <br>
38 * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged}
39 * method will also return {@code true} if the number of iterations has been set
40 * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}).
41 *
42 */
43 public class SimpleVectorValueChecker
44 extends AbstractConvergenceChecker<PointVectorValuePair> {
45 /**
46 * If {@link #maxIterationCount} is set to this value, the number of
47 * iterations will never cause
48 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)}
49 * to return {@code true}.
50 */
51 private static final int ITERATION_CHECK_DISABLED = -1;
52 /**
53 * Number of iterations after which the
54 * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method
55 * will return true (unless the check is disabled).
56 */
57 private final int maxIterationCount;
58
59 /**
60 * Build an instance with specified thresholds.
61 *
62 * In order to perform only relative checks, the absolute tolerance
63 * must be set to a negative value. In order to perform only absolute
64 * checks, the relative tolerance must be set to a negative value.
65 *
66 * @param relativeThreshold relative tolerance threshold
67 * @param absoluteThreshold absolute tolerance threshold
68 */
69 public SimpleVectorValueChecker(final double relativeThreshold,
70 final double absoluteThreshold) {
71 super(relativeThreshold, absoluteThreshold);
72 maxIterationCount = ITERATION_CHECK_DISABLED;
73 }
74
75 /**
76 * Builds an instance with specified tolerance thresholds and
77 * iteration count.
78 *
79 * In order to perform only relative checks, the absolute tolerance
80 * must be set to a negative value. In order to perform only absolute
81 * checks, the relative tolerance must be set to a negative value.
82 *
83 * @param relativeThreshold Relative tolerance threshold.
84 * @param absoluteThreshold Absolute tolerance threshold.
85 * @param maxIter Maximum iteration count.
86 * @throws MathIllegalArgumentException if {@code maxIter <= 0}.
87 *
88 */
89 public SimpleVectorValueChecker(final double relativeThreshold,
90 final double absoluteThreshold,
91 final int maxIter) {
92 super(relativeThreshold, absoluteThreshold);
93
94 if (maxIter <= 0) {
95 throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_TOO_SMALL_BOUND_EXCLUDED,
96 maxIter, 0);
97 }
98 maxIterationCount = maxIter;
99 }
100
101 /**
102 * Check if the optimization algorithm has converged considering the
103 * last two points.
104 * This method may be called several times from the same algorithm
105 * iteration with different points. This can be detected by checking the
106 * iteration number at each call if needed. Each time this method is
107 * called, the previous and current point correspond to points with the
108 * same role at each iteration, so they can be compared. As an example,
109 * simplex-based algorithms call this method for all points of the simplex,
110 * not only for the best or worst ones.
111 *
112 * @param iteration Index of current iteration
113 * @param previous Best point in the previous iteration.
114 * @param current Best point in the current iteration.
115 * @return {@code true} if the arguments satify the convergence criterion.
116 */
117 @Override
118 public boolean converged(final int iteration,
119 final PointVectorValuePair previous,
120 final PointVectorValuePair current) {
121 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
122 return true;
123 }
124
125 final double[] p = previous.getValueRef();
126 final double[] c = current.getValueRef();
127 for (int i = 0; i < p.length; ++i) {
128 final double pi = p[i];
129 final double ci = c[i];
130 final double difference = FastMath.abs(pi - ci);
131 final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
132 if (difference > size * getRelativeThreshold() &&
133 difference > getAbsoluteThreshold()) {
134 return false;
135 }
136 }
137 return true;
138 }
139 }