org.apache.commons.math3.optimization
Class SimpleValueChecker
java.lang.Object
org.apache.commons.math3.optimization.AbstractConvergenceChecker<PointValuePair>
org.apache.commons.math3.optimization.SimpleValueChecker
- All Implemented Interfaces:
- ConvergenceChecker<PointValuePair>
public class SimpleValueChecker
- extends AbstractConvergenceChecker<PointValuePair>
Simple implementation of the ConvergenceChecker
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:
- 3.0
- Version:
- $Id: SimpleValueChecker.java 1244107 2012-02-14 16:17:55Z erans $
Constructor Summary |
SimpleValueChecker()
Build an instance with default thresholds. |
SimpleValueChecker(double relativeThreshold,
double absoluteThreshold)
Build an instance with specified thresholds. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
SimpleValueChecker
public SimpleValueChecker()
- Build an instance with default thresholds.
SimpleValueChecker
public SimpleValueChecker(double relativeThreshold,
double absoluteThreshold)
- Build an instance with specified thresholds.
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 thresholdabsoluteThreshold
- absolute tolerance threshold
converged
public boolean converged(int iteration,
PointValuePair previous,
PointValuePair current)
- Check if the optimization algorithm has converged considering the
last two 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 ConvergenceChecker<PointValuePair>
- Specified by:
converged
in class AbstractConvergenceChecker<PointValuePair>
- Parameters:
iteration
- Index of current iterationprevious
- Best point in the previous iteration.current
- Best point in the current iteration.
- Returns:
true
if the algorithm has converged.
Copyright (c) 2003-2013 Apache Software Foundation