OptimizerFactoryLevenbergMarquardt (finmath lib 5.0.0 API)

java.lang.Object

net.finmath.optimizer.OptimizerFactoryLevenbergMarquardt

All Implemented Interfaces:: OptimizerFactory

public class OptimizerFactoryLevenbergMarquardt
extends Object
implements OptimizerFactory

Version:: 1.0
Author:: Christian Fries

Constructor Summary

Constructors
Constructor	Description
`OptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)`
`OptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)`
`OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, double lambda, int maxIterations, double errorTolerance, int maxThreads)`
`OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)`

Method Summary

Modifier and Type	Method	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[] parameterSteps, double[] targetValues)`

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- OptimizerFactoryLevenbergMarquardt
  
  public OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, double lambda, int maxIterations, double errorTolerance, int maxThreads)
- OptimizerFactoryLevenbergMarquardt
  
  public OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)
- OptimizerFactoryLevenbergMarquardt
  
  public OptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
- OptimizerFactoryLevenbergMarquardt
  
  public OptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
Method Details
- getOptimizer
  
  public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues)
  
  Specified by:
  
  getOptimizer in interface OptimizerFactory
- getOptimizer
  
  public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues)
  
  Specified by:
  
  getOptimizer in interface OptimizerFactory
- getOptimizer
  
  public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterSteps, double[] targetValues)
  
  Specified by:
  
  getOptimizer in interface OptimizerFactory