| 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 |
|---|---|
LevenbergMarquardt |
LevenbergMarquardt.clone()
Create a clone of this LevenbergMarquardt optimizer.
|
LevenbergMarquardt |
LevenbergMarquardt.getCloneWithModifiedTargetValues(double[] newTargetVaues,
double[] newWeights,
boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the
target values and weights.
|
LevenbergMarquardt |
LevenbergMarquardt.getCloneWithModifiedTargetValues(List<Number> newTargetVaues,
List<Number> newWeights,
boolean isUseBestParametersAsInitialParameters)
Create a clone of this LevenbergMarquardt optimizer with a new vector for the
target values and weights.
|
LevenbergMarquardt |
LevenbergMarquardt.setErrorTolerance(double errorTolerance)
Set the error tolerance.
|
LevenbergMarquardt |
LevenbergMarquardt.setInitialParameters(double[] initialParameters)
Set the initial parameters for the solver.
|
LevenbergMarquardt |
LevenbergMarquardt.setMaxIteration(int maxIteration)
Set the maximum number of iterations to be performed until the solver
gives up.
|
LevenbergMarquardt |
LevenbergMarquardt.setParameterSteps(double[] parameterSteps)
Set the parameter step for the solver.
|
LevenbergMarquardt |
LevenbergMarquardt.setTargetValues(double[] targetValues)
Set the target values for the solver.
|
LevenbergMarquardt |
LevenbergMarquardt.setWeights(double[] weights)
Set the weight for the objective function.
|
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