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 // Copyright ©2015 The Gonum Authors. All rights reserved. // Use of this source code is governed by a BSD-style // license that can be found in the LICENSE file. package optimize import ( "math" ) // Converger returns the convergence of the optimization based on // locations found during optimization. Converger must not modify the value of // the provided Location in any of the methods. type Converger interface { Init(dim int) Converged(loc *Location) Status } var ( _ Converger = NeverTerminate{} _ Converger = (*FunctionConverge)(nil) ) // NeverTerminate implements Converger, always reporting NotTerminated. type NeverTerminate struct{} func (NeverTerminate) Init(dim int) {} func (NeverTerminate) Converged(loc *Location) Status { return NotTerminated } // FunctionConverge tests for insufficient improvement in the optimum value // over the last iterations. A FunctionConvergence status is returned if // there is no significant decrease for FunctionConverge.Iterations. A // significant decrease is considered if // f < f_best // and // f_best - f > FunctionConverge.Relative * maxabs(f, f_best) + FunctionConverge.Absolute // If the decrease is significant, then the iteration counter is reset and // f_best is updated. // // If FunctionConverge.Iterations == 0, it has no effect. type FunctionConverge struct { Absolute float64 Relative float64 Iterations int first bool best float64 iter int } func (fc *FunctionConverge) Init(dim int) { fc.first = true fc.best = 0 fc.iter = 0 } func (fc *FunctionConverge) Converged(l *Location) Status { f := l.F if fc.first { fc.best = f fc.first = false return NotTerminated } if fc.Iterations == 0 { return NotTerminated } maxAbs := math.Max(math.Abs(f), math.Abs(fc.best)) if f < fc.best && fc.best-f > fc.Relative*maxAbs+fc.Absolute { fc.best = f fc.iter = 0 return NotTerminated } fc.iter++ if fc.iter < fc.Iterations { return NotTerminated } return FunctionConvergence }