| Package | Description |
|---|---|
| net.finmath.optimizer |
This package provides classes with numerical algorithm for optimization of
an objective function and a factory to easy construction of the optimizers.
|
| Modifier and Type | Method and Description |
|---|---|
static LevenbergMarquardt.RegularizationMethod |
LevenbergMarquardt.RegularizationMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static LevenbergMarquardt.RegularizationMethod[] |
LevenbergMarquardt.RegularizationMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
LevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod,
double[] initialParameters,
double[] targetValues,
int maxIteration,
ExecutorService executorService)
Create a Levenberg-Marquardt solver.
|
LevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod,
double[] initialParameters,
double[] targetValues,
int maxIteration,
int numberOfThreads)
Create a Levenberg-Marquardt solver.
|
OptimizerFactoryLevenbergMarquardt(LevenbergMarquardt.RegularizationMethod regularizationMethod,
int maxIterations,
double errorTolerance,
int maxThreads) |
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