org.apache.commons.math.optimization
Class SimpleVectorialValueChecker

java.lang.Object
  extended by org.apache.commons.math.optimization.SimpleVectorialValueChecker
All Implemented Interfaces:
VectorialConvergenceChecker

public class SimpleVectorialValueChecker
extends 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
Version:
$Revision: 795972 $ $Date: 2009-07-20 15:34:06 -0400 (Mon, 20 Jul 2009) $

Field Summary
private  double absoluteThreshold
          Absolute tolerance threshold.
private static double DEFAULT_ABSOLUTE_THRESHOLD
          Default absolute threshold.
private static double DEFAULT_RELATIVE_THRESHOLD
          Default relative threshold.
private  double relativeThreshold
          Relative tolerance threshold.
 
Constructor Summary
SimpleVectorialValueChecker()
          Build an instance with default threshold.
SimpleVectorialValueChecker(double relativeThreshold, double absoluteThreshold)
          Build an instance with a specified threshold.
 
Method Summary
 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
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

DEFAULT_RELATIVE_THRESHOLD

private static final double DEFAULT_RELATIVE_THRESHOLD
Default relative threshold.

See Also:
Constant Field Values

DEFAULT_ABSOLUTE_THRESHOLD

private static final double DEFAULT_ABSOLUTE_THRESHOLD
Default absolute threshold.

See Also:
Constant Field Values

relativeThreshold

private final double relativeThreshold
Relative tolerance threshold.


absoluteThreshold

private final double absoluteThreshold
Absolute tolerance threshold.

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


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