Package | Description |
---|---|
net.finmath.optimizer |
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
|
Modifier and Type | Class and Description |
---|---|
class |
LevenbergMarquardt
This class implements a parallel Levenberg-Marquardt non-linear least-squares fit
algorithm.
|
Modifier and Type | Method and Description |
---|---|
OptimizerInterface |
OptimizerFactoryInterface.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryLevenbergMarquardt.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryCMAES.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryInterface.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryLevenbergMarquardt.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryCMAES.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryInterface.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] parameterStep,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryLevenbergMarquardt.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] parameterSteps,
double[] targetValues) |
OptimizerInterface |
OptimizerFactoryCMAES.getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
double[] initialParameters,
double[] lowerBound,
double[] upperBound,
double[] parameterStep,
double[] targetValues) |
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