| 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 StochasticLevenbergMarquardt.RegularizationMethod |
StochasticLevenbergMarquardt.RegularizationMethod.valueOf(String name)
Returns the enum constant of this type with the specified name.
|
static StochasticLevenbergMarquardt.RegularizationMethod[] |
StochasticLevenbergMarquardt.RegularizationMethod.values()
Returns an array containing the constants of this enum type, in
the order they are declared.
|
| Constructor and Description |
|---|
StochasticLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
RandomVariable[] initialParameters,
RandomVariable[] targetValues,
RandomVariable[] parameterSteps,
int maxIteration,
double errorTolerance,
ExecutorService executorService)
Create a Levenberg-Marquardt solver.
|
StochasticLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
RandomVariable[] initialParameters,
RandomVariable[] targetValues,
RandomVariable[] parameterSteps,
int maxIteration,
double errorTolerance,
int numberOfThreads)
Create a Levenberg-Marquardt solver.
|
StochasticLevenbergMarquardtAD(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
RandomVariable[] initialParameters,
RandomVariable[] targetValues,
RandomVariable[] parameterSteps,
int maxIteration,
double errorTolerance,
ExecutorService executorService) |
StochasticLevenbergMarquardtAD(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
RandomVariable[] initialParameters,
RandomVariable[] targetValues,
RandomVariable[] parameterSteps,
int maxIteration,
double errorTolerance,
ExecutorService executorService,
boolean isGradientValuationParallel) |
StochasticOptimizerFactoryLevenbergMarquardt(StochasticLevenbergMarquardt.RegularizationMethod regularizationMethod,
int maxIterations,
double errorTolerance,
int maxThreads) |
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