net.finmath.optimizer

Class OptimizerFactoryLevenbergMarquardt

java.lang.Object

net.finmath.optimizer.OptimizerFactoryLevenbergMarquardt

All Implemented Interfaces:

OptimizerFactoryInterface

public class OptimizerFactoryLevenbergMarquardt
extends java.lang.Object
implements OptimizerFactoryInterface

Constructor Summary

Constructors

Constructor and Description
OptimizerFactoryLevenbergMarquardt(int maxIterations, double errorTolerance, int maxThreads)
OptimizerFactoryLevenbergMarquardt(int maxIterations, int maxThreads)

Method Summary

Modifier and Type	Method and Description
OptimizerInterface	getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction, double[] initialParameters)
OptimizerInterface	getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues)
OptimizerInterface	getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterStep, double[] targetValues)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

OptimizerFactoryLevenbergMarquardt

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

OptimizerFactoryLevenbergMarquardt

public OptimizerFactoryLevenbergMarquardt(int maxIterations,
                                          int maxThreads)

Method Detail

getOptimizer

public OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                       double[] initialParameters)

Specified by:

getOptimizer in interface OptimizerFactoryInterface

getOptimizer

public OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                       double[] initialParameters,
                                       double[] lowerBound,
                                       double[] upperBound,
                                       double[] targetValues)

Specified by:

getOptimizer in interface OptimizerFactoryInterface

getOptimizer

public OptimizerInterface getOptimizer(OptimizerInterface.ObjectiveFunction objectiveFunction,
                                       double[] initialParameters,
                                       double[] lowerBound,
                                       double[] upperBound,
                                       double[] parameterStep,
                                       double[] targetValues)

Specified by:

getOptimizer in interface OptimizerFactoryInterface