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diff --git a/src/main/java/org/apache/commons/math/optimization/SimpleVectorialValueChecker.java b/src/main/java/org/apache/commons/math/optimization/SimpleVectorialValueChecker.java
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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *      http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.commons.math.optimization;
+
+import org.apache.commons.math.util.FastMath;
+import org.apache.commons.math.util.MathUtils;
+
+/**
+ * Simple implementation of the {@link VectorialConvergenceChecker} interface using
+ * only objective function values.
+ * <p>
+ * 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.
+ * </p>
+ * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $
+ * @since 2.0
+ */
+public class SimpleVectorialValueChecker implements VectorialConvergenceChecker {
+
+    /** Default relative threshold. */
+    private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON;
+
+    /** Default absolute threshold. */
+    private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN;
+
+    /** Relative tolerance threshold. */
+    private final double relativeThreshold;
+
+    /** Absolute tolerance threshold. */
+    private final double absoluteThreshold;
+
+   /** Build an instance with default threshold.
+     */
+    public SimpleVectorialValueChecker() {
+        this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD;
+        this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD;
+    }
+
+    /** Build an instance with a specified threshold.
+     * <p>
+     * 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.
+     * </p>
+     * @param relativeThreshold relative tolerance threshold
+     * @param absoluteThreshold absolute tolerance threshold
+     */
+    public SimpleVectorialValueChecker(final double relativeThreshold,
+                                       final double absoluteThreshold) {
+        this.relativeThreshold = relativeThreshold;
+        this.absoluteThreshold = absoluteThreshold;
+    }
+
+    /** {@inheritDoc} */
+    public boolean converged(final int iteration,
+                             final VectorialPointValuePair previous,
+                             final VectorialPointValuePair current) {
+        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 * relativeThreshold)) &&
+                (difference > absoluteThreshold)) {
+                return false;
+            }
+        }
+        return true;
+    }
+
+}