Module net.finmath.lib

Package net.finmath.optimizer

Class StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

All Implemented Interfaces:

StochasticOptimizerFactory

public class StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
extends Object
implements StochasticOptimizerFactory

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor	Description
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, int maxThreads)
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, RandomVariable errorTolerance, int maxThreads)

Method Summary

Modifier and Type	Method	Description
StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)
StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] targetValues)
StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] targetValues)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

public StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations,
 RandomVariable errorTolerance,
 int maxThreads)

StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

public StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations,
 int maxThreads)

Method Details

getOptimizer

public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
 RandomVariable[] initialParameters,
 RandomVariable[] targetValues)

Specified by:

getOptimizer in interface StochasticOptimizerFactory

getOptimizer

public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
 RandomVariable[] initialParameters,
 RandomVariable[] lowerBound,
 RandomVariable[] upperBound,
 RandomVariable[] targetValues)

Specified by:

getOptimizer in interface StochasticOptimizerFactory

getOptimizer

public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
 RandomVariable[] initialParameters,
 RandomVariable[] lowerBound,
 RandomVariable[] upperBound,
 RandomVariable[] parameterSteps,
 RandomVariable[] targetValues)

Specified by:

getOptimizer in interface StochasticOptimizerFactory