net.finmath.optimizer

Interface OptimizerFactoryInterface

All Known Implementing Classes:

OptimizerFactoryCMAES, OptimizerFactoryLevenbergMarquardt

public interface OptimizerFactoryInterface

Version:

1.0

Author:

Christian Fries

Method Summary

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

Method Detail

getOptimizer

OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                double[] initialParameters,
                                double[] targetValues)

getOptimizer

OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                double[] initialParameters,
                                double[] lowerBound,
                                double[] upperBound,
                                double[] targetValues)

getOptimizer

OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                double[] initialParameters,
                                double[] lowerBound,
                                double[] upperBound,
                                double[] parameterStep,
                                double[] targetValues)