Package org.apache.commons.math.optimization

Class SimpleScalarValueChecker

  • All Implemented Interfaces:
    RealConvergenceChecker
    public class SimpleScalarValueChecker
extends java.lang.Object
implements RealConvergenceChecker
    Simple implementation of the RealConvergenceChecker 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.

    Since:
    2.0
    Version:
    $Revision: 990655 $ $Date: 2010-08-29 23:49:40 +0200 (dim. 29 août 2010) $

    • Constructor Summary

      Constructors 
      Constructor Description
      SimpleScalarValueChecker()
      Build an instance with default threshold.
      SimpleScalarValueChecker​(double relativeThreshold, double absoluteThreshold)
      Build an instance with a specified threshold.

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      boolean converged​(int iteration, RealPointValuePair previous, RealPointValuePair 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

    • Constructor Detail

      • SimpleScalarValueChecker

        public SimpleScalarValueChecker()
        Build an instance with default threshold.

      • SimpleScalarValueChecker

        public SimpleScalarValueChecker​(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,
                         RealPointValuePair previous,
                         RealPointValuePair 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 RealConvergenceChecker
        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