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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.Optimizer.ObjectiveFunction;
/**
* @author Christian Fries
*
* @version 1.0
*/
public interface OptimizerFactory {
Optimizer getOptimizer(ObjectiveFunction objectiveFunction, double[] initialParameters, double[] targetValues);
Optimizer getOptimizer(ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] targetValues);
Optimizer getOptimizer(ObjectiveFunction objectiveFunction, double[] initialParameters, double[] lowerBound, double[] upperBound, double[] parameterStep, double[] targetValues);
}