java.lang.Object
net.finmath.optimizer.OptimizerFactoryLevenbergMarquardt
- All Implemented Interfaces:
OptimizerFactory
- Version:
- 1.0
- Author:
- Christian Fries
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Constructor Summary
ConstructorDescriptionOptimizerFactoryLevenbergMarquardt
(int maxIterations, double errorTolerance, int maxThreads) OptimizerFactoryLevenbergMarquardt
(int maxIterations, int maxThreads) OptimizerFactoryLevenbergMarquardt
(LevenbergMarquardt.RegularizationMethod regularizationMethod, double lambda, int maxIterations, double errorTolerance, int maxThreads) OptimizerFactoryLevenbergMarquardt
(LevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads) -
Method Summary
Modifier and TypeMethodDescriptiongetOptimizer
(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues) getOptimizer
(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues) getOptimizer
(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterSteps, double[] targetValues)
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Constructor Details
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OptimizerFactoryLevenbergMarquardt
public OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, double lambda, int maxIterations, double errorTolerance, int maxThreads) -
OptimizerFactoryLevenbergMarquardt
public OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads) -
OptimizerFactoryLevenbergMarquardt
public OptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads) -
OptimizerFactoryLevenbergMarquardt
public OptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
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Method Details
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues) - Specified by:
getOptimizer
in interfaceOptimizerFactory
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues) - Specified by:
getOptimizer
in interfaceOptimizerFactory
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getOptimizer
public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterSteps, double[] targetValues) - Specified by:
getOptimizer
in interfaceOptimizerFactory
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