Uses of Interface
net.finmath.optimizer.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
Modifier 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)