net.finmath.optimizer

Class StochasticOptimizerFactoryLevenbergMarquardtAD

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryLevenbergMarquardtAD

All Implemented Interfaces:

StochasticOptimizerFactoryInterface

public class StochasticOptimizerFactoryLevenbergMarquardtAD
extends Object
implements StochasticOptimizerFactoryInterface

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
StochasticOptimizerFactoryLevenbergMarquardtAD(int maxIterations, double errorTolerance, int maxThreads)
StochasticOptimizerFactoryLevenbergMarquardtAD(int maxIterations, int maxThreads)

Method Summary

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

Methods inherited from class java.lang.Object

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

Methods inherited from interface net.finmath.optimizer.StochasticOptimizerFactoryInterface

getOptimizer, getOptimizer

Constructor Detail

StochasticOptimizerFactoryLevenbergMarquardtAD

public StochasticOptimizerFactoryLevenbergMarquardtAD(int maxIterations,
                                                      double errorTolerance,
                                                      int maxThreads)

StochasticOptimizerFactoryLevenbergMarquardtAD

public StochasticOptimizerFactoryLevenbergMarquardtAD(int maxIterations,
                                                      int maxThreads)

Method Detail

getOptimizer

public StochasticOptimizerInterface getOptimizer(StochasticOptimizerInterface.ObjectiveFunction objectiveFunction,
                                                 RandomVariableInterface[] initialParameters,
                                                 RandomVariableInterface[] lowerBound,
                                                 RandomVariableInterface[] upperBound,
                                                 RandomVariableInterface[] parameterSteps,
                                                 RandomVariableInterface[] targetValues)

Specified by:

getOptimizer in interface StochasticOptimizerFactoryInterface