net.finmath.optimizer

Class StochasticOptimizerFactoryLevenbergMarquardtAD

java.lang.Object

net.finmath.optimizer.StochasticOptimizerFactoryLevenbergMarquardtAD

All Implemented Interfaces:

StochasticOptimizerFactory

public class StochasticOptimizerFactoryLevenbergMarquardtAD
extends Object
implements StochasticOptimizerFactory

Version:

1.0

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
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

StochasticOptimizerFactoryLevenbergMarquardtAD

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

StochasticOptimizerFactoryLevenbergMarquardtAD

public StochasticOptimizerFactoryLevenbergMarquardtAD(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