blob: e2befd665413bcc3594fc20ab22b7ec9edd66d13 [file] [log] [blame]
/*
* 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);
}