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SimplexExitCriteriaMet.m
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SimplexExitCriteriaMet.m
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% Return true if exit criteria met
%
% seperate from SimplexMinimize.m file since users may want
% to change this criteria. The basic algorithm in SimplexMinimize.m
% should be pretty stable.
%
% aaron birenboim, 11/2015
function a = SimplexExitCriteriaMet(simplex,smallBox,nEvalSinceNewLow,errEps)
% exit when simplex can be bound within a smallBox, and
% it has been several evaluations since we found a better low
n = length(simplex);
a = 0;
if (nEvalSinceNewLow < 2*n)
return;
end
% find err range
hiErr = simplex(1).y;
loErr = hiErr;
for (i=2:n)
if (simplex(i).y < loErr), loErr = simplex(i).y; end
if (simplex(i).y > hiErr), hiErr = simplex(i).y; end
end
if (loErr <= 0)
a=1;
disp('zero error');
simplex(:).p
simplex(:).y
return
end
if ((hiErr-loErr)/loErr < errEps)
a=1;
disp('error pretty flat across simplex');
return;
end
% find boinding box of simplex
lo = simplex(1).p;
hi = simplex(1).p;
for i=2:n;
j = find(simplex(i).p > hi);
hi(j) = simplex(i).p(j);
j = find(simplex(i).p < lo);
lo(j) = simplex(i).p(j);
end
box = hi - lo;
a = (length(find(hi - lo > smallBox)) <= 0);
if (a), disp('smallbox'); end