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Diffstat (limited to 'src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java')
-rw-r--r-- | src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java | 55 |
1 files changed, 55 insertions, 0 deletions
diff --git a/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java b/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java new file mode 100644 index 0000000..e2befd6 --- /dev/null +++ b/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java @@ -0,0 +1,55 @@ +/* + * 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; + +/** This interface specifies how to check if a {@link + * DifferentiableMultivariateVectorialOptimizer optimization algorithm} has converged. + * + * <p>Deciding if convergence has been reached is a problem-dependent issue. The + * user should provide a class implementing this interface to allow the optimization + * algorithm to stop its search according to the problem at hand.</p> + * <p>For convenience, two implementations that fit simple needs are already provided: + * {@link SimpleVectorialValueChecker} and {@link SimpleVectorialPointChecker}. The first + * one considers convergence is reached when the objective function value does not + * change much anymore, it does not use the point set at all. The second one + * considers convergence is reached when the input point set does not change + * much anymore, it does not use objective function value at all.</p> + * + * @version $Revision: 780674 $ $Date: 2009-06-01 17:10:55 +0200 (lun. 01 juin 2009) $ + * @since 2.0 + */ + +public interface VectorialConvergenceChecker { + + /** Check if the optimization algorithm has converged considering the last points. + * <p> + * This method may be called several time 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. + * </p> + * @param iteration index of current iteration + * @param previous point from previous iteration + * @param current point from current iteration + * @return true if the algorithm is considered to have converged + */ + boolean converged(int iteration, VectorialPointValuePair previous, VectorialPointValuePair current); + +} |