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.
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Uses of StochasticOptimizer.ObjectiveFunction in net.finmath.optimizer
Methods in net.finmath.optimizer with parameters of type StochasticOptimizer.ObjectiveFunctionModifier and TypeMethodDescriptiondefault StochasticOptimizer
StochasticOptimizerFactory.getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] targetValues)
default StochasticOptimizer
StochasticOptimizerFactory.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)