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 * http://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 package org.apache.commons.math.optimization; 19 20 import org.apache.commons.math.util.MathUtils; 21 22 /** 23 * Simple implementation of the {@link VectorialConvergenceChecker} interface using 24 * only objective function values. 25 * <p> 26 * Convergence is considered to have been reached if either the relative 27 * difference between the objective function values is smaller than a 28 * threshold or if either the absolute difference between the objective 29 * function values is smaller than another threshold for all vectors elements. 30 * </p> 31 * @version $Revision: 795972 $ $Date: 2009-07-20 15:34:06 -0400 (Mon, 20 Jul 2009) $ 32 * @since 2.0 33 */ 34 public class SimpleVectorialValueChecker implements VectorialConvergenceChecker { 35 36 /** Default relative threshold. */ 37 private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON; 38 39 /** Default absolute threshold. */ 40 private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN; 41 42 /** Relative tolerance threshold. */ 43 private final double relativeThreshold; 44 45 /** Absolute tolerance threshold. */ 46 private final double absoluteThreshold; 47 48 /** Build an instance with default threshold. 49 */ 50 public SimpleVectorialValueChecker() { 51 this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD; 52 this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD; 53 } 54 55 /** Build an instance with a specified threshold. 56 * <p> 57 * In order to perform only relative checks, the absolute tolerance 58 * must be set to a negative value. In order to perform only absolute 59 * checks, the relative tolerance must be set to a negative value. 60 * </p> 61 * @param relativeThreshold relative tolerance threshold 62 * @param absoluteThreshold absolute tolerance threshold 63 */ 64 public SimpleVectorialValueChecker(final double relativeThreshold, 65 final double absoluteThreshold) { 66 this.relativeThreshold = relativeThreshold; 67 this.absoluteThreshold = absoluteThreshold; 68 } 69 70 /** {@inheritDoc} */ 71 public boolean converged(final int iteration, 72 final VectorialPointValuePair previous, 73 final VectorialPointValuePair current) { 74 final double[] p = previous.getValueRef(); 75 final double[] c = current.getValueRef(); 76 for (int i = 0; i < p.length; ++i) { 77 final double pi = p[i]; 78 final double ci = c[i]; 79 final double difference = Math.abs(pi - ci); 80 final double size = Math.max(Math.abs(pi), Math.abs(ci)); 81 if ((difference > (size * relativeThreshold)) && 82 (difference > absoluteThreshold)) { 83 return false; 84 } 85 } 86 return true; 87 } 88 89 }