MATH-902

Allow stopping condition based on the number of iterations (for "univariate"
optimizers).


git-svn-id: https://svn.apache.org/repos/asf/commons/proper/math/trunk@1413171 13f79535-47bb-0310-9956-ffa450edef68

src/main/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueChecker.java

@@ -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;
 
 /**
@@ -29,18 +30,39 @@ import org.apache.commons.math3.optimization.AbstractConvergenceChecker;
  * 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
  */
 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 SimpleUnivariateValueChecker
     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 SimpleUnivariateValueChecker
     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);

src/test/java/org/apache/commons/math3/optimization/univariate/SimpleUnivariateValueCheckerTest.java

@@ -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));
+    }
+
+}