- java.lang.Object
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- net.finmath.optimizer.OptimizerFactoryCMAES
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- All Implemented Interfaces:
OptimizerFactory
public class OptimizerFactoryCMAES extends Object implements OptimizerFactory
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description OptimizerFactoryCMAES(double accuracy, int maxIterations)
OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterStandardDeviation)
OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterLowerBound, double[] parameterUppderBound, double[] parameterStandardDeviation)
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Method Summary
All Methods Instance Methods Concrete Methods 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[] parameterStep, double[] targetValues)
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Constructor Detail
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OptimizerFactoryCMAES
public OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterLowerBound, double[] parameterUppderBound, double[] parameterStandardDeviation)
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OptimizerFactoryCMAES
public OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterStandardDeviation)
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OptimizerFactoryCMAES
public OptimizerFactoryCMAES(double accuracy, int maxIterations)
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Method Detail
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues)
- Specified by:
getOptimizer
in interfaceOptimizerFactory
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues)
- Specified by:
getOptimizer
in interfaceOptimizerFactory
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterStep, double[] targetValues)
- Specified by:
getOptimizer
in interfaceOptimizerFactory
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