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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      https://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  /*
19   * This is not the original file distributed by the Apache Software Foundation
20   * It has been modified by the Hipparchus project
21   */
22  
23  package org.hipparchus.optim;
24  
25  import org.hipparchus.exception.LocalizedCoreFormats;
26  import org.hipparchus.exception.MathIllegalArgumentException;
27  import org.hipparchus.util.FastMath;
28  
29  /**
30   * Simple implementation of the {@link ConvergenceChecker} interface using
31   * only objective function values.
32   *
33   * Convergence is considered to have been reached if either the relative
34   * difference between the objective function values is smaller than a
35   * threshold or if either the absolute difference between the objective
36   * function values is smaller than another threshold.
37   * <br>
38   * The {@link #converged(int,PointValuePair,PointValuePair) converged}
39   * method will also return {@code true} if the number of iterations has been set
40   * (see {@link #SimpleValueChecker(double,double,int) this constructor}).
41   *
42   */
43  public class SimpleValueChecker
44      extends AbstractConvergenceChecker<PointValuePair> {
45      /**
46       * If {@link #maxIterationCount} is set to this value, the number of
47       * iterations will never cause
48       * {@link #converged(int,PointValuePair,PointValuePair)}
49       * to return {@code true}.
50       */
51      private static final int ITERATION_CHECK_DISABLED = -1;
52      /**
53       * Number of iterations after which the
54       * {@link #converged(int,PointValuePair,PointValuePair)} method
55       * will return true (unless the check is disabled).
56       */
57      private final int maxIterationCount;
58  
59      /** Build an instance with specified thresholds.
60       *
61       * In order to perform only relative checks, the absolute tolerance
62       * must be set to a negative value. In order to perform only absolute
63       * checks, the relative tolerance must be set to a negative value.
64       *
65       * @param relativeThreshold relative tolerance threshold
66       * @param absoluteThreshold absolute tolerance threshold
67       */
68      public SimpleValueChecker(final double relativeThreshold,
69                                final double absoluteThreshold) {
70          super(relativeThreshold, absoluteThreshold);
71          maxIterationCount = ITERATION_CHECK_DISABLED;
72      }
73  
74      /**
75       * Builds an instance with specified thresholds.
76       *
77       * In order to perform only relative checks, the absolute tolerance
78       * must be set to a negative value. In order to perform only absolute
79       * checks, the relative tolerance must be set to a negative value.
80       *
81       * @param relativeThreshold relative tolerance threshold
82       * @param absoluteThreshold absolute tolerance threshold
83       * @param maxIter Maximum iteration count.
84       * @throws MathIllegalArgumentException if {@code maxIter <= 0}.
85       *
86       */
87      public SimpleValueChecker(final double relativeThreshold,
88                                final double absoluteThreshold,
89                                final int maxIter) {
90          super(relativeThreshold, absoluteThreshold);
91  
92          if (maxIter <= 0) {
93              throw new MathIllegalArgumentException(LocalizedCoreFormats.NUMBER_TOO_SMALL_BOUND_EXCLUDED,
94                                                     maxIter, 0);
95          }
96          maxIterationCount = maxIter;
97      }
98  
99      /**
100      * Check if the optimization algorithm has converged considering the
101      * last two points.
102      * This method may be called several time from the same algorithm
103      * iteration with different points. This can be detected by checking the
104      * iteration number at each call if needed. Each time this method is
105      * called, the previous and current point correspond to points with the
106      * same role at each iteration, so they can be compared. As an example,
107      * simplex-based algorithms call this method for all points of the simplex,
108      * not only for the best or worst ones.
109      *
110      * @param iteration Index of current iteration
111      * @param previous Best point in the previous iteration.
112      * @param current Best point in the current iteration.
113      * @return {@code true} if the algorithm has converged.
114      */
115     @Override
116     public boolean converged(final int iteration,
117                              final PointValuePair previous,
118                              final PointValuePair current) {
119         if (maxIterationCount != ITERATION_CHECK_DISABLED && iteration >= maxIterationCount) {
120             return true;
121         }
122 
123         final double p = previous.getValue();
124         final double c = current.getValue();
125         final double difference = FastMath.abs(p - c);
126         final double size = FastMath.max(FastMath.abs(p), FastMath.abs(c));
127         return difference <= size * getRelativeThreshold() ||
128             difference <= getAbsoluteThreshold();
129     }
130 }