net.finmath.optimizer

Interface StochasticOptimizerFactoryInterface

All Known Implementing Classes:

StochasticOptimizerFactoryLevenbergMarquardt

public interface StochasticOptimizerFactoryInterface

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
StochasticOptimizerInterface	getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] targetValues)
StochasticOptimizerInterface	getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] lowerBound, RandomVariableInterface[] upperBound, RandomVariableInterface[] targetValues)
StochasticOptimizerInterface	getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] lowerBound, RandomVariableInterface[] upperBound, RandomVariableInterface[] parameterStep, RandomVariableInterface[] targetValues)

Method Detail

getOptimizer

StochasticOptimizerInterface getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction,
                                          RandomVariableInterface[] initialParameters,
                                          RandomVariableInterface[] targetValues)

getOptimizer

StochasticOptimizerInterface getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction,
                                          RandomVariableInterface[] initialParameters,
                                          RandomVariableInterface[] lowerBound,
                                          RandomVariableInterface[] upperBound,
                                          RandomVariableInterface[] targetValues)

getOptimizer

StochasticOptimizerInterface getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction,
                                          RandomVariableInterface[] initialParameters,
                                          RandomVariableInterface[] lowerBound,
                                          RandomVariableInterface[] upperBound,
                                          RandomVariableInterface[] parameterStep,
                                          RandomVariableInterface[] targetValues)