001 /* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017 018 package org.apache.commons.math.optimization; 019 020 import org.apache.commons.math.util.FastMath; 021 import org.apache.commons.math.util.MathUtils; 022 023 /** 024 * Simple implementation of the {@link RealConvergenceChecker} interface using 025 * only objective function values. 026 * <p> 027 * Convergence is considered to have been reached if either the relative 028 * difference between the objective function values is smaller than a 029 * threshold or if either the absolute difference between the objective 030 * function values is smaller than another threshold. 031 * </p> 032 * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 ao??t 2010) $ 033 * @since 2.0 034 */ 035 public class SimpleScalarValueChecker implements RealConvergenceChecker { 036 037 /** Default relative threshold. */ 038 private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON; 039 040 /** Default absolute threshold. */ 041 private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN; 042 043 /** Relative tolerance threshold. */ 044 private final double relativeThreshold; 045 046 /** Absolute tolerance threshold. */ 047 private final double absoluteThreshold; 048 049 /** Build an instance with default threshold. 050 */ 051 public SimpleScalarValueChecker() { 052 this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD; 053 this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD; 054 } 055 056 /** Build an instance with a specified threshold. 057 * <p> 058 * In order to perform only relative checks, the absolute tolerance 059 * must be set to a negative value. In order to perform only absolute 060 * checks, the relative tolerance must be set to a negative value. 061 * </p> 062 * @param relativeThreshold relative tolerance threshold 063 * @param absoluteThreshold absolute tolerance threshold 064 */ 065 public SimpleScalarValueChecker(final double relativeThreshold, 066 final double absoluteThreshold) { 067 this.relativeThreshold = relativeThreshold; 068 this.absoluteThreshold = absoluteThreshold; 069 } 070 071 /** {@inheritDoc} */ 072 public boolean converged(final int iteration, 073 final RealPointValuePair previous, 074 final RealPointValuePair current) { 075 final double p = previous.getValue(); 076 final double c = current.getValue(); 077 final double difference = FastMath.abs(p - c); 078 final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); 079 return (difference <= (size * relativeThreshold)) || (difference <= absoluteThreshold); 080 } 081 }