| /* |
| * 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 RealConvergenceChecker} 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. |
| * </p> |
| * @version $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $ |
| * @since 2.0 |
| */ |
| public class SimpleScalarValueChecker implements RealConvergenceChecker { |
| |
| /** 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 SimpleScalarValueChecker() { |
| 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 SimpleScalarValueChecker(final double relativeThreshold, |
| final double absoluteThreshold) { |
| this.relativeThreshold = relativeThreshold; |
| this.absoluteThreshold = absoluteThreshold; |
| } |
| |
| /** {@inheritDoc} */ |
| public boolean converged(final int iteration, |
| final RealPointValuePair previous, |
| final RealPointValuePair current) { |
| final double p = previous.getValue(); |
| final double c = current.getValue(); |
| final double difference = FastMath.abs(p - c); |
| final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c)); |
| return (difference <= (size * relativeThreshold)) || (difference <= absoluteThreshold); |
| } |
| } |