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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  }