net.finmath.optimizer

Class StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

All Implemented Interfaces:

StochasticOptimizerFactoryInterface

public class StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD
extends Object
implements StochasticOptimizerFactoryInterface

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, int maxThreads)
StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations, RandomVariableInterface errorTolerance, int maxThreads)

Method Summary

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

Constructor Detail

StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

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

StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD

public StochasticOptimizerFactoryPathwiseLevenbergMarquardtAD(int maxIterations,
                                                              int maxThreads)

Method Detail

getOptimizer

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

Specified by:

getOptimizer in interface StochasticOptimizerFactoryInterface

getOptimizer

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

Specified by:

getOptimizer in interface StochasticOptimizerFactoryInterface

getOptimizer

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

Specified by:

getOptimizer in interface StochasticOptimizerFactoryInterface