View Javadoc

1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  
18  package org.apache.commons.math.optimization;
19  
20  /** This interface specifies how to check if an {@link MultivariateRealOptimizer optimization
21   * algorithm} has converged.
22   *
23   * <p>Deciding if convergence has been reached is a problem-dependent issue. The
24   * user should provide a class implementing this interface to allow the optimization
25   * algorithm to stop its search according to the problem at hand.</p>
26   * <p>For convenience, two implementations that fit simple needs are already provided:
27   * {@link SimpleScalarValueChecker} and {@link SimpleRealPointChecker}. The first
28   * one considers convergence is reached when the objective function value does not
29   * change much anymore, it does not use the point set at all. The second one
30   * considers convergence is reached when the input point set does not change
31   * much anymore, it does not use objective function value at all.</p>
32   *
33   * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
34   * @since 2.0
35   */
36  
37  public interface RealConvergenceChecker {
38  
39    /** Check if the optimization algorithm has converged considering the last points.
40     * <p>
41     * This method may be called several time from the same algorithm iteration with
42     * different points. This can be detected by checking the iteration number at each
43     * call if needed. Each time this method is called, the previous and current point
44     * correspond to points with the same role at each iteration, so they can be
45     * compared. As an example, simplex-based algorithms call this method for all
46     * points of the simplex, not only for the best or worst ones.
47     * </p>
48     * @param iteration index of current iteration
49     * @param previous point from previous iteration
50     * @param current point from current iteration
51     * @return true if the algorithm is considered to have converged
52     */
53    boolean converged(int iteration, RealPointValuePair previous, RealPointValuePair current);
54  
55  }