Author: erans
Date: Sat Nov 24 11:11:10 2012
New Revision: 1413171
URL: http://svn.apache.org/viewvc?rev=1413171&view=rev
Log:
MATH-902
Allow stopping condition based on the number of iterations (for "univariate"
optimizers).
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java
(with props)
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java
Modified:
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java?rev=1413171&r1=1413170&r2=1413171&view=diff
==============================================================================
---
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java
(original)
+++
commons/proper/math/trunk/src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java
Sat Nov 24 11:11:10 2012
@@ -18,6 +18,7 @@
package org.apache.commons.math3.optimization.univariate;
import org.apache.commons.math3.util.FastMath;
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
import org.apache.commons.math3.optimization.AbstractConvergenceChecker;
/**
@@ -29,6 +30,11 @@ import org.apache.commons.math3.optimiza
* 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.
+ * <br/>
+ * The {@link #converged(int,UnivariatePointValuePair,UnivariatePointValuePair)
+ * converged} method will also return {@code true} if the number of iterations
+ * has been set (see {@link #SimpleUnivariateValueChecker(double,double,int)
+ * this constructor}).
*
* @version $Id$
* @since 3.1
@@ -36,11 +42,27 @@ import org.apache.commons.math3.optimiza
public class SimpleUnivariateValueChecker
extends AbstractConvergenceChecker<UnivariatePointValuePair> {
/**
+ * If {@link #maxIterationCount} is set to this value, the number of
+ * iterations will never cause
+ * {@link
#converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
+ * to return {@code true}.
+ */
+ private static final int ITERATION_CHECK_DISABLED = -1;
+ /**
+ * Number of iterations after which the
+ * {@link
#converged(int,UnivariatePointValuePair,UnivariatePointValuePair)}
+ * method will return true (unless the check is disabled).
+ */
+ private final int maxIterationCount;
+
+ /**
* Build an instance with default thresholds.
* @deprecated See {@link
AbstractConvergenceChecker#AbstractConvergenceChecker()}
*/
@Deprecated
- public SimpleUnivariateValueChecker() {}
+ public SimpleUnivariateValueChecker() {
+ maxIterationCount = ITERATION_CHECK_DISABLED;
+ }
/** Build an instance with specified thresholds.
*
@@ -54,6 +76,32 @@ public class SimpleUnivariateValueChecke
public SimpleUnivariateValueChecker(final double relativeThreshold,
final double absoluteThreshold) {
super(relativeThreshold, absoluteThreshold);
+ maxIterationCount = ITERATION_CHECK_DISABLED;
+ }
+
+ /**
+ * Builds 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.
+ *
+ * @param relativeThreshold relative tolerance threshold
+ * @param absoluteThreshold absolute tolerance threshold
+ * @param maxIter Maximum iteration count.
+ * @throws NotStrictlyPositiveException if {@code maxIter <= 0}.
+ *
+ * @since 3.1
+ */
+ public SimpleUnivariateValueChecker(final double relativeThreshold,
+ final double absoluteThreshold,
+ final int maxIter) {
+ super(relativeThreshold, absoluteThreshold);
+
+ if (maxIter <= 0) {
+ throw new NotStrictlyPositiveException(maxIter);
+ }
+ maxIterationCount = maxIter;
}
/**
@@ -76,6 +124,12 @@ public class SimpleUnivariateValueChecke
public boolean converged(final int iteration,
final UnivariatePointValuePair previous,
final UnivariatePointValuePair current) {
+ if (maxIterationCount != ITERATION_CHECK_DISABLED) {
+ if (iteration >= maxIterationCount) {
+ return true;
+ }
+ }
+
final double p = previous.getValue();
final double c = current.getValue();
final double difference = FastMath.abs(p - c);
Added:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java
URL:
http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java?rev=1413171&view=auto
==============================================================================
---
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java
(added)
+++
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java
Sat Nov 24 11:11:10 2012
@@ -0,0 +1,52 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.optimization.univariate;
+
+import org.apache.commons.math3.exception.NotStrictlyPositiveException;
+import org.junit.Test;
+import org.junit.Assert;
+
+public class SimpleUnivariateValueCheckerTest {
+ @Test(expected=NotStrictlyPositiveException.class)
+ public void testIterationCheckPrecondition() {
+ new SimpleUnivariateValueChecker(1e-1, 1e-2, 0);
+ }
+
+ @Test
+ public void testIterationCheck() {
+ final int max = 10;
+ final SimpleUnivariateValueChecker checker = new
SimpleUnivariateValueChecker(1e-1, 1e-2, max);
+ Assert.assertTrue(checker.converged(max, null, null));
+ Assert.assertTrue(checker.converged(max + 1, null, null));
+ }
+
+ @Test
+ public void testIterationCheckDisabled() {
+ final SimpleUnivariateValueChecker checker = new
SimpleUnivariateValueChecker(1e-8, 1e-8);
+
+ final UnivariatePointValuePair a = new UnivariatePointValuePair(1d,
1d);
+ final UnivariatePointValuePair b = new UnivariatePointValuePair(10d,
10d);
+
+ Assert.assertFalse(checker.converged(-1, a, b));
+ Assert.assertFalse(checker.converged(0, a, b));
+ Assert.assertFalse(checker.converged(1000000, a, b));
+
+ Assert.assertTrue(checker.converged(-1, a, a));
+ Assert.assertTrue(checker.converged(-1, b, b));
+ }
+
+}
Propchange:
commons/proper/math/trunk/src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java
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