net.finmath.optimizer

Class StochasticOptimizerFactoryLevenbergMarquardt

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryLevenbergMarquardt

All Implemented Interfaces:

StochasticOptimizerFactory

public class StochasticOptimizerFactoryLevenbergMarquardt
extends Object
implements StochasticOptimizerFactory

Version:

1.0

Author:

Christian Fries

Constructor Summary

Constructors

Constructor and Description
StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)
StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod, int maxIterations, double errorTolerance, int maxThreads)

Method Summary

Modifier and Type	Method and Description
StochasticOptimizer	getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterSteps, RandomVariable[] 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.StochasticOptimizerFactory

getOptimizer, getOptimizer

Constructor Detail

StochasticOptimizerFactoryLevenbergMarquardt

public StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
                                                    int maxIterations,
                                                    double errorTolerance,
                                                    int maxThreads)

StochasticOptimizerFactoryLevenbergMarquardt

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

StochasticOptimizerFactoryLevenbergMarquardt

public StochasticOptimizerFactoryLevenbergMarquardt(int maxIterations,
                                                    int maxThreads)

Method Detail

getOptimizer

public StochasticOptimizer getOptimizer(StochasticOptimizer.ObjectiveFunction objectiveFunction,
                                        RandomVariable[] initialParameters,
                                        RandomVariable[] lowerBound,
                                        RandomVariable[] upperBound,
                                        RandomVariable[] parameterSteps,
                                        RandomVariable[] targetValues)

Specified by:

getOptimizer in interface StochasticOptimizerFactory