StochasticOptimizer.ObjectiveFunction (finmath lib 6.0.22 API)

Enclosing interface:: StochasticOptimizer

public static interface StochasticOptimizer.ObjectiveFunction

The interface describing the objective function of a StochasticOptimizer.

Version:: 1.0
Author:: Christian Fries

Method Summary

Modifier and Type

Method

Description

void

setValues(RandomVariable[] parameters, RandomVariable[] values)

Method Details
- setValues
  
  void setValues(RandomVariable[] parameters, RandomVariable[] values) throws SolverException
  
  Throws:
  
  SolverException