Class SimpleScalarValueChecker

java.lang.Object
org.apache.commons.math.optimization.SimpleScalarValueChecker
All Implemented Interfaces:
RealConvergenceChecker

public class SimpleScalarValueChecker extends 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 Details

    • 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 Details

    • 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