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finmath lib is a Mathematical Finance Library in Java. It provides algorithms and methodologies related to mathematical finance.

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/*
 * (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
 *
 * Created on 29.05.2015
 */

package net.finmath.optimizer;

import net.finmath.optimizer.StochasticOptimizerInterface.ObjectiveFunction;
import net.finmath.stochastic.RandomVariableInterface;

/**
 * @author Christian Fries
 *
 */
public interface StochasticOptimizerFactoryInterface {

	public default StochasticOptimizerInterface getOptimizer(ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] targetValues) {
		return getOptimizer(objectiveFunction, initialParameters, null, null, null, targetValues);
	}

	public default StochasticOptimizerInterface getOptimizer(ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] lowerBound, RandomVariableInterface[] upperBound, RandomVariableInterface[] targetValues) {
		return getOptimizer(objectiveFunction, initialParameters, lowerBound, upperBound, null, targetValues);
	}

	public StochasticOptimizerInterface getOptimizer(ObjectiveFunction objectiveFunction, RandomVariableInterface[] initialParameters, RandomVariableInterface[] lowerBound, RandomVariableInterface[] upperBound, RandomVariableInterface[] parameterStep, RandomVariableInterface[] targetValues);

}