Mailing-List: contact commits-help@commons.apache.org; run by ezmlm
Precedence: bulk
Reply-To: dev@commons.apache.org
Content-Type: text/plain; charset="utf-8"
MIME-Version: 1.0
Content-Transfer-Encoding: 7bit
Subject: svn commit: r1243365 - in /commons/proper/math/trunk/src:
 main/java/org/apache/commons/math/optimization/
 test/java/org/apache/commons/math/optimization/direct/
Date: Sun, 12 Feb 2012 23:29:52 -0000
To: commits@commons.apache.org
From: erans@apache.org
Message-Id: <20120212232952.4F4C923888E7@eris.apache.org>

Author: erans
Date: Sun Feb 12 23:29:51 2012
New Revision: 1243365

URL: http://svn.apache.org/viewvc?rev=1243365&view=rev
Log:
MATH-707
"SimpleRealPointChecker" and "SimpleVectorialPointChecker" are replaced by
the generic "SimplePointChecker" (instantiated using "PointValuePair" and
"PointVectorValuePair", respectively).

Added:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java   (with props)
Removed:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimpleRealPointChecker.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimpleVectorialPointChecker.java
Modified:
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/ConvergenceChecker.java
    commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java
    commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/MultivariateFunctionPenaltyAdapterTest.java

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/ConvergenceChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/ConvergenceChecker.java?rev=1243365&r1=1243364&r2=1243365&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/ConvergenceChecker.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/ConvergenceChecker.java Sun Feb 12 23:29:51 2012
@@ -27,7 +27,7 @@ package org.apache.commons.math.optimiza
  * @param <PAIR> Type of the (point, objective value) pair.
  *
  * @see org.apache.commons.math.optimization.SimpleScalarValueChecker
- * @see org.apache.commons.math.optimization.SimpleRealPointChecker
+ * @see org.apache.commons.math.optimization.SimplePointChecker<PointValuePair>
  *
  * @version $Id$
  * @since 3.0

Added: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java?rev=1243365&view=auto
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java (added)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java Sun Feb 12 23:29:51 2012
@@ -0,0 +1,93 @@
+/*
+ * 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.math.optimization;
+
+import org.apache.commons.math.util.FastMath;
+import org.apache.commons.math.util.Pair;
+
+/**
+ * Simple implementation of the {@link ConvergenceChecker} interface using
+ * only point coordinates.
+ *
+ * Convergence is considered to have been reached if either the relative
+ * difference between each point coordinate are smaller than a threshold
+ * or if either the absolute difference between the point coordinates are
+ * smaller than another threshold.
+ *
+ * @param <PAIR> Type of the (point, value) pair.
+ * @param <V> Type of the "value" part of the pair (not used by this class).
+ *
+ * @version $Id$
+ * @since 3.0
+ */
+public class SimplePointChecker<PAIR extends Pair<double[], ? extends Object>>
+    extends AbstractConvergenceChecker<PAIR> {
+    /**
+     * Build an instance with default threshold.
+     */
+    public SimplePointChecker() {}
+
+    /**
+     * 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.
+     *
+     * @param relativeThreshold relative tolerance threshold
+     * @param absoluteThreshold absolute tolerance threshold
+     */
+    public SimplePointChecker(final double relativeThreshold,
+                              final double absoluteThreshold) {
+        super(relativeThreshold, absoluteThreshold);
+    }
+
+    /**
+     * 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.
+     *
+     * @param iteration Index of current iteration
+     * @param previous Best point in the previous iteration.
+     * @param current Best point in the current iteration.
+     * @return {@code true} if the algorithm has converged.
+     */
+    @Override
+    public boolean converged(final int iteration,
+                             final PAIR previous,
+                             final PAIR current) {
+        final double[] p = previous.getKey();
+        final double[] c = current.getKey();
+        for (int i = 0; i < p.length; ++i) {
+            final double pi = p[i];
+            final double ci = c[i];
+            final double difference = FastMath.abs(pi - ci);
+            final double size = FastMath.max(FastMath.abs(pi), FastMath.abs(ci));
+            if (difference > size * getRelativeThreshold() &&
+                difference > getAbsoluteThreshold()) {
+                return false;
+            }
+        }
+        return true;
+    }
+}

Propchange: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/SimplePointChecker.java
------------------------------------------------------------------------------
    svn:eol-style = native

Modified: commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java?rev=1243365&r1=1243364&r2=1243365&view=diff
==============================================================================
--- commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java (original)
+++ commons/proper/math/trunk/src/main/java/org/apache/commons/math/optimization/VectorialConvergenceChecker.java Sun Feb 12 23:29:51 2012
@@ -24,7 +24,7 @@ package org.apache.commons.math.optimiza
  * user should provide a class implementing this interface to allow the optimization
  * algorithm to stop its search according to the problem at hand.</p>
  * <p>For convenience, two implementations that fit simple needs are already provided:
- * {@link SimpleVectorialValueChecker} and {@link SimpleVectorialPointChecker}. The first
+ * {@link SimpleVectorialValueChecker} and {@link SimplePointChecker<PointVectorValuePair>}. The first
  * one considers convergence is reached when the objective function value does not
  * change much anymore, it does not use the point set at all. The second one
  * considers convergence is reached when the input point set does not change

Modified: commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/MultivariateFunctionPenaltyAdapterTest.java
URL: http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/MultivariateFunctionPenaltyAdapterTest.java?rev=1243365&r1=1243364&r2=1243365&view=diff
==============================================================================
--- commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/MultivariateFunctionPenaltyAdapterTest.java (original)
+++ commons/proper/math/trunk/src/test/java/org/apache/commons/math/optimization/direct/MultivariateFunctionPenaltyAdapterTest.java Sun Feb 12 23:29:51 2012
@@ -21,7 +21,7 @@ package org.apache.commons.math.optimiza
 import org.apache.commons.math.analysis.MultivariateFunction;
 import org.apache.commons.math.optimization.GoalType;
 import org.apache.commons.math.optimization.PointValuePair;
-import org.apache.commons.math.optimization.SimpleRealPointChecker;
+import org.apache.commons.math.optimization.SimplePointChecker;
 import org.junit.Assert;
 import org.junit.Test;
 
@@ -79,7 +79,7 @@ public class MultivariateFunctionPenalty
                                                            biQuadratic.getUpper(),
                                                            1000.0, new double[] { 100.0, 100.0 });
 
-        SimplexOptimizer optimizer = new SimplexOptimizer(new SimpleRealPointChecker(1.0e-11, 1.0e-20));
+        SimplexOptimizer optimizer = new SimplexOptimizer(new SimplePointChecker<PointValuePair>(1.0e-11, 1.0e-20));
         optimizer.setSimplex(new NelderMeadSimplex(new double[] { 1.0, 0.5 }));
 
         final PointValuePair optimum
@@ -125,7 +125,7 @@ public class MultivariateFunctionPenalty
                                                            biQuadratic.getUpper(),
                                                            1000.0, new double[] { 100.0, 100.0 });
 
-        SimplexOptimizer optimizer = new SimplexOptimizer(new SimpleRealPointChecker(1.0e-10, 1.0e-20));
+        SimplexOptimizer optimizer = new SimplexOptimizer(new SimplePointChecker<PointValuePair>(1.0e-10, 1.0e-20));
         optimizer.setSimplex(new NelderMeadSimplex(new double[] { 1.0, 0.5 }));
 
         final PointValuePair optimum