Package net.finmath.optimizer

Contains the Levenberg Marquardt optimizer, a multi-dimensional non-linear least-square.

See:
Description

Class Summary

GoldenSectionSearch	This class implements a Golden Section search algorithm, i.e., a minimization, implemented as a question-and-answer search algorithm.
LevenbergMarquardt	This class implements a parallel Levenberg Marquardt non-linear least-squares fit algorithm.

Exception Summary

SolverException

Exception thrown by solvers net.finmath.rootfinder or net.finmath.optimizer.

Package net.finmath.optimizer Description

Contains the Levenberg Marquardt optimizer, a multi-dimensional non-linear least-square.