StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD (finmath lib 5.0.0 API)

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

All Implemented Interfaces:: StochasticOptimizerFactory

public class StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
extends Object
implements StochasticOptimizerFactory

Version:: 1.0
Author:: Christian Fries

Constructor Summary

Constructors
Constructor	Description
`StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, int maxThreads)`
`StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, RandomVariable errorTolerance, int maxThreads)`

Method Summary

Modifier and Type	Method	Description
`StochasticOptimizer`	`getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)`
`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[] parameterSteps, RandomVariable[] targetValues)`

Methods inherited from class java.lang.Object

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

Constructor Details
- StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
  
  public StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, RandomVariable errorTolerance, int maxThreads)
- StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
  
  public StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, int maxThreads)
Method Details
- getOptimizer
  
  public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)
  
  Specified by:
  
  getOptimizer in interface StochasticOptimizerFactory
- getOptimizer
  
  public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)
  
  Specified by:
  
  getOptimizer in interface StochasticOptimizerFactory
- getOptimizer
  
  public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)
  
  Specified by:
  
  getOptimizer in interface StochasticOptimizerFactory