net.finmath.optimizer

Interface OptimizerFactory

All Known Implementing Classes:

OptimizerFactoryCMAES, OptimizerFactoryLevenbergMarquardt

public interface OptimizerFactory

Version:

1.0

Author:

Christian Fries

Method Summary

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

Method Detail

getOptimizer

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

getOptimizer

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

getOptimizer

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