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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;
}
}
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