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package org.apache.commons.math3.optimization;

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

Simple implementation of the 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 for all vectors elements.
The converged method will also return true if the number of iterations has been set (see this constructor).
Deprecated:As of 3.1 (to be removed in 4.0).
Since:3.0
/** * 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 for all vectors elements. * <br/> * The {@link #converged(int,PointVectorValuePair,PointVectorValuePair) converged} * method will also return {@code true} if the number of iterations has been set * (see {@link #SimpleVectorValueChecker(double,double,int) this constructor}). * * @deprecated As of 3.1 (to be removed in 4.0). * @since 3.0 */
@Deprecated public class SimpleVectorValueChecker extends AbstractConvergenceChecker<PointVectorValuePair> {
If maxIterationCount is set to this value, the number of iterations will never cause converged(int, PointVectorValuePair, PointVectorValuePair) to return true.
/** * If {@link #maxIterationCount} is set to this value, the number of * iterations will never cause * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} * to return {@code true}. */
private static final int ITERATION_CHECK_DISABLED = -1;
Number of iterations after which the converged(int, PointVectorValuePair, PointVectorValuePair) method will return true (unless the check is disabled).
/** * Number of iterations after which the * {@link #converged(int,PointVectorValuePair,PointVectorValuePair)} method * will return true (unless the check is disabled). */
private final int maxIterationCount;
Build an instance with default thresholds.
Deprecated:See AbstractConvergenceChecker()
/** * Build an instance with default thresholds. * @deprecated See {@link AbstractConvergenceChecker#AbstractConvergenceChecker()} */
@Deprecated public SimpleVectorValueChecker() { maxIterationCount = ITERATION_CHECK_DISABLED; }
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.
Params:
  • relativeThreshold – relative tolerance threshold
  • absoluteThreshold – absolute tolerance threshold
/** * 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 SimpleVectorValueChecker(final double relativeThreshold, final double absoluteThreshold) { super(relativeThreshold, absoluteThreshold); maxIterationCount = ITERATION_CHECK_DISABLED; }
Builds an instance with specified tolerance thresholds and iteration count. 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.
Params:
  • relativeThreshold – Relative tolerance threshold.
  • absoluteThreshold – Absolute tolerance threshold.
  • maxIter – Maximum iteration count.
Throws:
Since:3.1
/** * Builds an instance with specified tolerance thresholds and * iteration count. * * 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. * @param maxIter Maximum iteration count. * @throws NotStrictlyPositiveException if {@code maxIter <= 0}. * * @since 3.1 */
public SimpleVectorValueChecker(final double relativeThreshold, final double absoluteThreshold, final int maxIter) { super(relativeThreshold, absoluteThreshold); if (maxIter <= 0) { throw new NotStrictlyPositiveException(maxIter); } maxIterationCount = maxIter; }
Check if the optimization algorithm has converged considering the last two points. This method may be called several times 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.
Params:
  • iteration – Index of current iteration
  • previous – Best point in the previous iteration.
  • current – Best point in the current iteration.
Returns:true if the arguments satify the convergence criterion.
/** * Check if the optimization algorithm has converged considering the * last two points. * This method may be called several times 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 arguments satify the convergence criterion. */
@Override public boolean converged(final int iteration, final PointVectorValuePair previous, final PointVectorValuePair current) { if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) { return true; } final double[] p = previous.getValueRef(); final double[] c = current.getValueRef(); for (int i = 0; i < p.length; ++i) { final double pi = p[i]; final double ci = c[i]; final double difference = FastMath.abs(pi - ci); final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci)); if (difference > size * getRelativeThreshold() && difference > getAbsoluteThreshold()) { return false; } } return true; } }