Uses of Interface
net.finmath.optimizer.StochasticOptimizer.ObjectiveFunction
Packages that use StochasticOptimizer.ObjectiveFunction
Package
Description
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
-
Uses of StochasticOptimizer.ObjectiveFunction in net.finmath.optimizer
Methods in net.finmath.optimizer with parameters of type StochasticOptimizer.ObjectiveFunctionModifier and TypeMethodDescriptiondefault StochasticOptimizerStochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)default StochasticOptimizerStochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)StochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterStep, RandomVariable[] targetValues)StochasticOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)StochasticOptimizerFactoryLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)StochasticPathwiseOptimizerFactoryLevenbergMarquardt.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)