net.finmath.optimizer

Class OptimizerFactoryCMAES

java.lang.Object

net.finmath.optimizer.OptimizerFactoryCMAES

All Implemented Interfaces:

OptimizerFactory

public class OptimizerFactoryCMAES
extends Object
implements OptimizerFactory

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
OptimizerFactoryCMAES(double accuracy, int maxIterations)
OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterStandardDeviation)
OptimizerFactoryCMAES(double accuracy, int maxIterations, double[] parameterLowerBound, double[] parameterUppderBound, double[] parameterStandardDeviation)

Method Summary

Modifier and Type	Method and Description
Optimizer	getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues)
Optimizer	getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues)
Optimizer	getOptimizer(Optimizer.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterStep, double[] targetValues)

Methods inherited from class java.lang.Object

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

Constructor Detail

OptimizerFactoryCMAES

public OptimizerFactoryCMAES(double accuracy,
                             int maxIterations,
                             double[] parameterLowerBound,
                             double[] parameterUppderBound,
                             double[] parameterStandardDeviation)

OptimizerFactoryCMAES

public OptimizerFactoryCMAES(double accuracy,
                             int maxIterations,
                             double[] parameterStandardDeviation)

OptimizerFactoryCMAES

public OptimizerFactoryCMAES(double accuracy,
                             int maxIterations)

Method Detail

getOptimizer

public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction,
                              double[] initialParameters,
                              double[] targetValues)

Specified by:

getOptimizer in interface OptimizerFactory

getOptimizer

public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction,
                              double[] initialParameters,
                              double[] lowerBound,
                              double[] upperBound,
                              double[] targetValues)

Specified by:

getOptimizer in interface OptimizerFactory

getOptimizer

public Optimizer getOptimizer(Optimizer.ObjectiveFunction objectiveFunction,
                              double[] initialParameters,
                              double[] lowerBound,
                              double[] upperBound,
                              double[] parameterStep,
                              double[] targetValues)

Specified by:

getOptimizer in interface OptimizerFactory