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view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/RealConvergenceChecker.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
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| date | Tue, 04 Jan 2011 10:02:07 +0100 |
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<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.optimization;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> /** This interface specifies how to check if an {@link MultivariateRealOptimizer optimization<a name="line.20"></a> <FONT color="green">021</FONT> * algorithm} has converged.<a name="line.21"></a> <FONT color="green">022</FONT> *<a name="line.22"></a> <FONT color="green">023</FONT> * <p>Deciding if convergence has been reached is a problem-dependent issue. The<a name="line.23"></a> <FONT color="green">024</FONT> * user should provide a class implementing this interface to allow the optimization<a name="line.24"></a> <FONT color="green">025</FONT> * algorithm to stop its search according to the problem at hand.</p><a name="line.25"></a> <FONT color="green">026</FONT> * <p>For convenience, two implementations that fit simple needs are already provided:<a name="line.26"></a> <FONT color="green">027</FONT> * {@link SimpleScalarValueChecker} and {@link SimpleRealPointChecker}. The first<a name="line.27"></a> <FONT color="green">028</FONT> * one considers convergence is reached when the objective function value does not<a name="line.28"></a> <FONT color="green">029</FONT> * change much anymore, it does not use the point set at all. The second one<a name="line.29"></a> <FONT color="green">030</FONT> * considers convergence is reached when the input point set does not change<a name="line.30"></a> <FONT color="green">031</FONT> * much anymore, it does not use objective function value at all.</p><a name="line.31"></a> <FONT color="green">032</FONT> *<a name="line.32"></a> <FONT color="green">033</FONT> * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $<a name="line.33"></a> <FONT color="green">034</FONT> * @since 2.0<a name="line.34"></a> <FONT color="green">035</FONT> */<a name="line.35"></a> <FONT color="green">036</FONT> <a name="line.36"></a> <FONT color="green">037</FONT> public interface RealConvergenceChecker {<a name="line.37"></a> <FONT color="green">038</FONT> <a name="line.38"></a> <FONT color="green">039</FONT> /** Check if the optimization algorithm has converged considering the last points.<a name="line.39"></a> <FONT color="green">040</FONT> * <p><a name="line.40"></a> <FONT color="green">041</FONT> * This method may be called several time from the same algorithm iteration with<a name="line.41"></a> <FONT color="green">042</FONT> * different points. This can be detected by checking the iteration number at each<a name="line.42"></a> <FONT color="green">043</FONT> * call if needed. Each time this method is called, the previous and current point<a name="line.43"></a> <FONT color="green">044</FONT> * correspond to points with the same role at each iteration, so they can be<a name="line.44"></a> <FONT color="green">045</FONT> * compared. As an example, simplex-based algorithms call this method for all<a name="line.45"></a> <FONT color="green">046</FONT> * points of the simplex, not only for the best or worst ones.<a name="line.46"></a> <FONT color="green">047</FONT> * </p><a name="line.47"></a> <FONT color="green">048</FONT> * @param iteration index of current iteration<a name="line.48"></a> <FONT color="green">049</FONT> * @param previous point from previous iteration<a name="line.49"></a> <FONT color="green">050</FONT> * @param current point from current iteration<a name="line.50"></a> <FONT color="green">051</FONT> * @return true if the algorithm is considered to have converged<a name="line.51"></a> <FONT color="green">052</FONT> */<a name="line.52"></a> <FONT color="green">053</FONT> boolean converged(int iteration, RealPointValuePair previous, RealPointValuePair current);<a name="line.53"></a> <FONT color="green">054</FONT> <a name="line.54"></a> <FONT color="green">055</FONT> }<a name="line.55"></a> </PRE> </BODY> </HTML>