Module net.finmath.lib
Package net.finmath.optimizer
Class StochasticOptimizerFactoryLevenbergMarquardt
- java.lang.Object
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- net.finmath.optimizer.StochasticOptimizerFactoryLevenbergMarquardt
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- All Implemented Interfaces:
StochasticOptimizerFactory
public class StochasticOptimizerFactoryLevenbergMarquardt extends Object implements StochasticOptimizerFactory
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description StochasticOptimizer
getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface net.finmath.optimizer.StochasticOptimizerFactory
getOptimizer, getOptimizer
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Constructor Detail
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StochasticOptimizerFactoryLevenbergMarquardt
public StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)
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StochasticOptimizerFactoryLevenbergMarquardt
public StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
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StochasticOptimizerFactoryLevenbergMarquardt
public StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
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Method Detail
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getOptimizer
public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)
- Specified by:
getOptimizer
in interfaceStochasticOptimizerFactory
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