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1 <HTML>
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2 <BODY BGCOLOR="white">
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3 <PRE>
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4 <FONT color="green">001</FONT> /*<a name="line.1"></a>
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5 <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
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6 <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a>
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7 <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a>
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8 <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
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9 <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
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10 <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a>
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11 <FONT color="green">008</FONT> *<a name="line.8"></a>
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12 <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
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13 <FONT color="green">010</FONT> *<a name="line.10"></a>
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14 <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
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15 <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
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16 <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
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17 <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a>
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18 <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a>
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19 <FONT color="green">016</FONT> */<a name="line.16"></a>
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20 <FONT color="green">017</FONT> <a name="line.17"></a>
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21 <FONT color="green">018</FONT> package org.apache.commons.math.optimization;<a name="line.18"></a>
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22 <FONT color="green">019</FONT> <a name="line.19"></a>
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23 <FONT color="green">020</FONT> import org.apache.commons.math.util.MathUtils;<a name="line.20"></a>
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24 <FONT color="green">021</FONT> <a name="line.21"></a>
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25 <FONT color="green">022</FONT> /**<a name="line.22"></a>
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26 <FONT color="green">023</FONT> * Simple implementation of the {@link RealConvergenceChecker} interface using<a name="line.23"></a>
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27 <FONT color="green">024</FONT> * only objective function values.<a name="line.24"></a>
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28 <FONT color="green">025</FONT> * <p><a name="line.25"></a>
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29 <FONT color="green">026</FONT> * Convergence is considered to have been reached if either the relative<a name="line.26"></a>
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30 <FONT color="green">027</FONT> * difference between the objective function values is smaller than a<a name="line.27"></a>
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31 <FONT color="green">028</FONT> * threshold or if either the absolute difference between the objective<a name="line.28"></a>
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32 <FONT color="green">029</FONT> * function values is smaller than another threshold.<a name="line.29"></a>
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33 <FONT color="green">030</FONT> * </p><a name="line.30"></a>
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34 <FONT color="green">031</FONT> * @version $Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $<a name="line.31"></a>
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35 <FONT color="green">032</FONT> * @since 2.0<a name="line.32"></a>
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36 <FONT color="green">033</FONT> */<a name="line.33"></a>
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37 <FONT color="green">034</FONT> public class SimpleScalarValueChecker implements RealConvergenceChecker {<a name="line.34"></a>
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38 <FONT color="green">035</FONT> <a name="line.35"></a>
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39 <FONT color="green">036</FONT> /** Default relative threshold. */<a name="line.36"></a>
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40 <FONT color="green">037</FONT> private static final double DEFAULT_RELATIVE_THRESHOLD = 100 * MathUtils.EPSILON;<a name="line.37"></a>
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41 <FONT color="green">038</FONT> <a name="line.38"></a>
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42 <FONT color="green">039</FONT> /** Default absolute threshold. */<a name="line.39"></a>
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43 <FONT color="green">040</FONT> private static final double DEFAULT_ABSOLUTE_THRESHOLD = 100 * MathUtils.SAFE_MIN;<a name="line.40"></a>
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44 <FONT color="green">041</FONT> <a name="line.41"></a>
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45 <FONT color="green">042</FONT> /** Relative tolerance threshold. */<a name="line.42"></a>
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46 <FONT color="green">043</FONT> private final double relativeThreshold;<a name="line.43"></a>
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47 <FONT color="green">044</FONT> <a name="line.44"></a>
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48 <FONT color="green">045</FONT> /** Absolute tolerance threshold. */<a name="line.45"></a>
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49 <FONT color="green">046</FONT> private final double absoluteThreshold;<a name="line.46"></a>
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50 <FONT color="green">047</FONT> <a name="line.47"></a>
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51 <FONT color="green">048</FONT> /** Build an instance with default threshold.<a name="line.48"></a>
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52 <FONT color="green">049</FONT> */<a name="line.49"></a>
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53 <FONT color="green">050</FONT> public SimpleScalarValueChecker() {<a name="line.50"></a>
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54 <FONT color="green">051</FONT> this.relativeThreshold = DEFAULT_RELATIVE_THRESHOLD;<a name="line.51"></a>
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55 <FONT color="green">052</FONT> this.absoluteThreshold = DEFAULT_ABSOLUTE_THRESHOLD;<a name="line.52"></a>
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56 <FONT color="green">053</FONT> }<a name="line.53"></a>
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57 <FONT color="green">054</FONT> <a name="line.54"></a>
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58 <FONT color="green">055</FONT> /** Build an instance with a specified threshold.<a name="line.55"></a>
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59 <FONT color="green">056</FONT> * <p><a name="line.56"></a>
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60 <FONT color="green">057</FONT> * In order to perform only relative checks, the absolute tolerance<a name="line.57"></a>
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61 <FONT color="green">058</FONT> * must be set to a negative value. In order to perform only absolute<a name="line.58"></a>
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62 <FONT color="green">059</FONT> * checks, the relative tolerance must be set to a negative value.<a name="line.59"></a>
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63 <FONT color="green">060</FONT> * </p><a name="line.60"></a>
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64 <FONT color="green">061</FONT> * @param relativeThreshold relative tolerance threshold<a name="line.61"></a>
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65 <FONT color="green">062</FONT> * @param absoluteThreshold absolute tolerance threshold<a name="line.62"></a>
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66 <FONT color="green">063</FONT> */<a name="line.63"></a>
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67 <FONT color="green">064</FONT> public SimpleScalarValueChecker(final double relativeThreshold,<a name="line.64"></a>
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68 <FONT color="green">065</FONT> final double absoluteThreshold) {<a name="line.65"></a>
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69 <FONT color="green">066</FONT> this.relativeThreshold = relativeThreshold;<a name="line.66"></a>
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70 <FONT color="green">067</FONT> this.absoluteThreshold = absoluteThreshold;<a name="line.67"></a>
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71 <FONT color="green">068</FONT> }<a name="line.68"></a>
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72 <FONT color="green">069</FONT> <a name="line.69"></a>
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73 <FONT color="green">070</FONT> /** {@inheritDoc} */<a name="line.70"></a>
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74 <FONT color="green">071</FONT> public boolean converged(final int iteration,<a name="line.71"></a>
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75 <FONT color="green">072</FONT> final RealPointValuePair previous,<a name="line.72"></a>
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76 <FONT color="green">073</FONT> final RealPointValuePair current) {<a name="line.73"></a>
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77 <FONT color="green">074</FONT> final double p = previous.getValue();<a name="line.74"></a>
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78 <FONT color="green">075</FONT> final double c = current.getValue();<a name="line.75"></a>
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79 <FONT color="green">076</FONT> final double difference = Math.abs(p - c);<a name="line.76"></a>
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80 <FONT color="green">077</FONT> final double size = Math.max(Math.abs(p), Math.abs(c));<a name="line.77"></a>
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81 <FONT color="green">078</FONT> return (difference <= (size * relativeThreshold)) || (difference <= absoluteThreshold);<a name="line.78"></a>
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82 <FONT color="green">079</FONT> }<a name="line.79"></a>
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83 <FONT color="green">080</FONT> <a name="line.80"></a>
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84 <FONT color="green">081</FONT> }<a name="line.81"></a>
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145 </PRE>
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146 </BODY>
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147 </HTML>
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