org.apache.commons.math.optimization

Class SimpleVectorialValueChecker

java.lang.Object

org.apache.commons.math.optimization.SimpleVectorialValueChecker

All Implemented Interfaces:

VectorialConvergenceChecker

public class SimpleVectorialValueChecker
extends java.lang.Object
implements VectorialConvergenceChecker

Simple implementation of the VectorialConvergenceChecker interface using only objective function values.

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 for all vectors elements.

Since:

2.0

Constructor Summary

Constructors

Constructor and Description
SimpleVectorialValueChecker() Build an instance with default threshold.
SimpleVectorialValueChecker(double relativeThreshold, double absoluteThreshold) Build an instance with a specified threshold.

Method Summary

Modifier and Type	Method and Description
boolean	converged(int iteration, VectorialPointValuePair previous, VectorialPointValuePair current) Check if the optimization algorithm has converged considering the last points.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SimpleVectorialValueChecker

public SimpleVectorialValueChecker()

Build an instance with default threshold.

SimpleVectorialValueChecker

public SimpleVectorialValueChecker(double relativeThreshold,
                                   double absoluteThreshold)

Build an instance with a specified threshold.

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.

Parameters:

relativeThreshold - relative tolerance threshold

absoluteThreshold - absolute tolerance threshold

Method Detail

converged

public boolean converged(int iteration,
                         VectorialPointValuePair previous,
                         VectorialPointValuePair current)

Check if the optimization algorithm has converged considering the last points.

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.

Specified by:

converged in interface VectorialConvergenceChecker

Parameters:

iteration - index of current iteration

previous - point from previous iteration

current - point from current iteration

Returns:

true if the algorithm is considered to have converged