Uses of Interface
net.finmath.optimizer.StochasticOptimizer

Packages that use StochasticOptimizer

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.

Uses of StochasticOptimizer in net.finmath.optimizer

Classes in net.finmath.optimizer that implement StochasticOptimizer

Modifier and Type	Class and Description
class	StochasticLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.
class	StochasticLevenbergMarquardtAD This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.
class	StochasticPathwiseLevenbergMarquardt This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.
class	StochasticPathwiseLevenbergMarquardtAD This class implements a stochastic Levenberg Marquardt non-linear least-squares fit algorithm.

Methods in net.finmath.optimizer that return StochasticOptimizer

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)