Uses of Enum
net.finmath.optimizer.StochasticLevenbergMarquardt.RegularizationMethod
Packages that use StochasticLevenbergMarquardt.RegularizationMethod
Package
Description
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
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Uses of StochasticLevenbergMarquardt.RegularizationMethod in net.finmath.optimizer
Subclasses with type arguments of type StochasticLevenbergMarquardt.RegularizationMethod in net.finmath.optimizerModifier and TypeClassDescriptionstatic enumThe regularization method used to invert the approximation of the Hessian matrix.Methods in net.finmath.optimizer that return StochasticLevenbergMarquardt.RegularizationMethodModifier and TypeMethodDescriptionReturns the enum constant of this type with the specified name.StochasticLevenbergMarquardt.RegularizationMethod.values()Returns an array containing the constants of this enum type, in the order they are declared.Constructors in net.finmath.optimizer with parameters of type StochasticLevenbergMarquardt.RegularizationMethodModifierConstructorDescriptionStochasticLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, RandomVariable[] initialParameters, RandomVariable[] targetValues, RandomVariable[] parameterSteps, int maxIteration, double errorTolerance, int numberOfThreads) Create a Levenberg-Marquardt solver.StochasticLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, RandomVariable[] initialParameters, RandomVariable[] targetValues, RandomVariable[] parameterSteps, int maxIteration, double errorTolerance, ExecutorService executorService) Create a Levenberg-Marquardt solver.StochasticLevenbergMarquardtAD(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, RandomVariable[] initialParameters, RandomVariable[] targetValues, RandomVariable[] parameterSteps, int maxIteration, double errorTolerance, ExecutorService executorService) StochasticLevenbergMarquardtAD(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, RandomVariable[] initialParameters, RandomVariable[] targetValues, RandomVariable[] parameterSteps, int maxIteration, double errorTolerance, ExecutorService executorService, boolean isGradientValuationParallel) StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)