net.finmath.optimizer

Interface StochasticOptimizerFactory

All Known Implementing Classes:

StochasticOptimizerFactoryLevenbergMarquardt, StochasticOptimizerFactoryLevenbergMarquardtAD, StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD, StochasticPathwiseOptimizerFactoryLevenbergMarquardt

public interface StochasticOptimizerFactory

Version:

1.0

Author:

Christian Fries

Method Summary

Modifier and Type	Method and Description
default StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)
default StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)
StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterStep, RandomVariable[] targetValues)

Method Detail

getOptimizer

default StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
                                         RandomVariable[] initialParameters,
                                         RandomVariable[] targetValues)

getOptimizer

default StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
                                         RandomVariable[] initialParameters,
                                         RandomVariable[] lowerBound,
                                         RandomVariable[] upperBound,
                                         RandomVariable[] targetValues)

getOptimizer

StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
                                 RandomVariable[] initialParameters,
                                 RandomVariable[] lowerBound,
                                 RandomVariable[] upperBound,
                                 RandomVariable[] parameterStep,
                                 RandomVariable[] targetValues)