Module net.finmath.lib
Package net.finmath.optimizer
Class StochasticPathwiseOptimizerFactoryLevenbergMarquardt
- java.lang.Object
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- net.finmath.optimizer.StochasticPathwiseOptimizerFactoryLevenbergMarquardt
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- All Implemented Interfaces:
StochasticOptimizerFactory
public class StochasticPathwiseOptimizerFactoryLevenbergMarquardt extends Object implements StochasticOptimizerFactory
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
Constructors Constructor Description StochasticPathwiseOptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
StochasticPathwiseOptimizerFactoryLevenbergMarquardt(int maxIterations, 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[] 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)
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Constructor Detail
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StochasticPathwiseOptimizerFactoryLevenbergMarquardt
public StochasticPathwiseOptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
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StochasticPathwiseOptimizerFactoryLevenbergMarquardt
public StochasticPathwiseOptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
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Method Detail
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getOptimizer
public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)
- Specified by:
getOptimizer
in interfaceStochasticOptimizerFactory
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getOptimizer
public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)
- Specified by:
getOptimizer
in interfaceStochasticOptimizerFactory
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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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