001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.optimization;
019
020 /** This interface specifies how to check if an {@link MultivariateRealOptimizer optimization
021 * algorithm} has converged.
022 *
023 * <p>Deciding if convergence has been reached is a problem-dependent issue. The
024 * user should provide a class implementing this interface to allow the optimization
025 * algorithm to stop its search according to the problem at hand.</p>
026 * <p>For convenience, two implementations that fit simple needs are already provided:
027 * {@link SimpleScalarValueChecker} and {@link SimpleRealPointChecker}. The first
028 * one considers convergence is reached when the objective function value does not
029 * change much anymore, it does not use the point set at all. The second one
030 * considers convergence is reached when the input point set does not change
031 * much anymore, it does not use objective function value at all.</p>
032 *
033 * @version $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
034 * @since 2.0
035 */
036
037 public interface RealConvergenceChecker {
038
039 /** Check if the optimization algorithm has converged considering the last points.
040 * <p>
041 * This method may be called several time from the same algorithm iteration with
042 * different points. This can be detected by checking the iteration number at each
043 * call if needed. Each time this method is called, the previous and current point
044 * correspond to points with the same role at each iteration, so they can be
045 * compared. As an example, simplex-based algorithms call this method for all
046 * points of the simplex, not only for the best or worst ones.
047 * </p>
048 * @param iteration index of current iteration
049 * @param previous point from previous iteration
050 * @param current point from current iteration
051 * @return true if the algorithm is considered to have converged
052 */
053 boolean converged(int iteration, RealPointValuePair previous, RealPointValuePair current);
054
055 }