gonum/optimize/termination.go

// Copyright ©2014 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 "errors"

// Status represents the status of the optimization. Programs
// should not rely on the underlying numeric value of the Status being constant.
type Status int

const (
	NotTerminated Status = iota
	Success
	FunctionThreshold
	FunctionConvergence
	GradientThreshold
	StepConvergence
	FunctionNegativeInfinity
	MethodConverge
	Failure
	IterationLimit
	RuntimeLimit
	FunctionEvaluationLimit
	GradientEvaluationLimit
	HessianEvaluationLimit
)

func (s Status) String() string {
	return statuses[s].name
}

// Early returns true if the status indicates the optimization ended before a
// minimum was found. As an example, if the maximum iterations was reached, a
// minimum was not found, but if the gradient norm was reached then a minimum
// was found.
func (s Status) Early() bool {
	return statuses[s].early
}

// Err returns the error associated with an early ending to the minimization. If
// Early returns false, Err will return nil.
func (s Status) Err() error {
	return statuses[s].err
}

var statuses = []struct {
	name  string
	early bool
	err   error
}{
	{
		name: "NotTerminated",
	},
	{
		name: "Success",
	},
	{
		name: "FunctionThreshold",
	},
	{
		name: "FunctionConvergence",
	},
	{
		name: "GradientThreshold",
	},
	{
		name: "StepConvergence",
	},
	{
		name: "FunctionNegativeInfinity",
	},
	{
		name: "MethodConverge",
	},
	{
		name:  "Failure",
		early: true,
		err:   errors.New("optimize: termination ended in failure"),
	},
	{
		name:  "IterationLimit",
		early: true,
		err:   errors.New("optimize: maximum number of major iterations reached"),
	},
	{
		name:  "RuntimeLimit",
		early: true,
		err:   errors.New("optimize: maximum runtime reached"),
	},
	{
		name:  "FunctionEvaluationLimit",
		early: true,
		err:   errors.New("optimize: maximum number of function evaluations reached"),
	},
	{
		name:  "GradientEvaluationLimit",
		early: true,
		err:   errors.New("optimize: maximum number of gradient evaluations reached"),
	},
	{
		name:  "HessianEvaluationLimit",
		early: true,
		err:   errors.New("optimize: maximum number of Hessian evaluations reached"),
	},
}

// NewStatus returns a unique Status variable to represent a custom status.
// NewStatus is intended to be called only during package initialization, and
// calls to NewStatus are not thread safe.
//
// NewStatus takes in three arguments, the string that should be output from
// Status.String, a boolean if the status indicates early optimization conclusion,
// and the error to return from Err (if any).
func NewStatus(name string, early bool, err error) Status {
	statuses = append(statuses, struct {
		name  string
		early bool
		err   error
	}{name, early, err})
	return Status(len(statuses) - 1)
}