net.finmath.optimizer

Interface Optimizer

All Known Implementing Classes:

LevenbergMarquardt

public interface Optimizer

Interface for numerical optimizers.

Version:

1.0

Author:

Christian Fries

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	Optimizer.ObjectiveFunction Interface for the objective function.

Method Summary

Modifier and Type	Method and Description
double[]	getBestFitParameters() Get the best fit parameter vector.
int	getIterations() Get the number of iterations.
double	getRootMeanSquaredError()
void	run() Runs the optimization.

Method Detail

getBestFitParameters

double[] getBestFitParameters()

Get the best fit parameter vector.

Returns:

The best fit parameter.

getRootMeanSquaredError

double getRootMeanSquaredError()

Returns:

the the root mean square error of achieved with the the best fit parameter

getIterations

int getIterations()

Get the number of iterations.

Returns:

The number of iterations required

run

void run()
  throws SolverException

Runs the optimization.

Throws:

SolverException - Thrown if the valuation fails, specific cause may be available via the cause() method.