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 | Method and Description |
---|---|
StochasticOptimizer |
StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] targetValues) |
default StochasticOptimizer |
StochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] targetValues) |
default StochasticOptimizer |
StochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactoryLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] parameterSteps,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] parameterSteps,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] parameterSteps,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] parameterSteps,
RandomVariable[] targetValues) |
StochasticOptimizer |
StochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
RandomVariable[] initialParameters,
RandomVariable[] lowerBound,
RandomVariable[] upperBound,
RandomVariable[] parameterStep,
RandomVariable[] targetValues) |
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