Module net.finmath.lib
Package net.finmath.optimizer

Interface Optimizer

All Known Implementing Classes:
LevenbergMarquardt
public interface Optimizer
Interface for numerical optimizers.
Version:
1.0
Author:
Christian Fries

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Interface
    Description
    static interface 
    Optimizer.ObjectiveFunction
    Interface for the objective function.

  • Method Summary

    Modifier and Type
    Method
    Description
    double[]
    getBestFitParameters()
    Get the best fit parameter vector.
    int
    getIterations()
    Get the number of iterations.
    double
    getRootMeanSquaredError()
     
    void
    run()
    Runs the optimization.

  • Method Details

    • getBestFitParameters

      double[] getBestFitParameters()
      Get the best fit parameter vector.
      Returns:
      The best fit parameter.

    • getRootMeanSquaredError

      double getRootMeanSquaredError()
      Returns:
      the the root mean square error of achieved with the the best fit parameter

    • getIterations

      int getIterations()
      Get the number of iterations.
      Returns:
      The number of iterations required

    • run

      void run() throws SolverException
      Runs the optimization.
      Throws:
      SolverException - Thrown if the valuation fails, specific cause may be available via the cause() method.