Module net.finmath.lib

Package net.finmath.optimizer

Class OptimizerFactoryLevenbergMarquardt

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 Detail

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 Detail

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