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.univariate;
23
24 import org.hipparchus.exception.LocalizedCoreFormats;
25 import org.hipparchus.exception.MathIllegalArgumentException;
26 import org.hipparchus.optim.AbstractConvergenceChecker;
27 import org.hipparchus.util.FastMath;
28
29 /**
30 * Simple implementation of the
31 * {@link org.hipparchus.optim.ConvergenceChecker} interface
32 * that uses only objective function values.
33 *
34 * Convergence is considered to have been reached if either the relative
35 * difference between the objective function values is smaller than a
36 * threshold or if either the absolute difference between the objective
37 * function values is smaller than another threshold.
38 * <br>
39 * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)
40 * converged} method will also return {@code true} if the number of iterations
41 * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int)
42 * this constructor}).
43 *
44 */
45 public class SimpleUnivariateValueChecker
46 extends AbstractConvergenceChecker<UnivariatePointValuePair> {
47 /**
48 * If {@link #maxIterationCount} is set to this value, the number of
49 * iterations will never cause
50 * {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
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,UnivariatePointValuePair,UnivariatePointValuePair)}
57 * method will return true (unless the check is disabled).
58 */
59 private final int maxIterationCount;
60
61 /** Build an instance with specified thresholds.
62 *
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 SimpleUnivariateValueChecker(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 *
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 SimpleUnivariateValueChecker(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 time 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 algorithm has converged.
116 */
117 @Override
118 public boolean converged(final int iteration,
119 final UnivariatePointValuePair previous,
120 final UnivariatePointValuePair current) {
121 if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
122 return true;
123 }
124
125 final double p = previous.getValue();
126 final double c = current.getValue();
127 final double difference = FastMath.abs(p - c);
128 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
129 return difference <= size * getRelativeThreshold() ||
130 difference <= getAbsoluteThreshold();
131 }
132 }