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finmath lib is a Mathematical Finance Library in Java.
It provides algorithms and methodologies related to mathematical finance.
/*
* (c) Copyright Christian P. Fries, Germany. Contact: [email protected].
*
* Created on 29.05.2015
*/
package net.finmath.optimizer;
import net.finmath.optimizer.StochasticOptimizer.ObjectiveFunction;
import net.finmath.stochastic.RandomVariable;
/**
* @author Christian Fries
*
* @version 1.0
*/
public interface StochasticOptimizerFactory {
default StochasticOptimizer getOptimizer(final ObjectiveFunction objectiveFunction, final RandomVariable[] initialParameters, final RandomVariable[] targetValues) {
return getOptimizer(objectiveFunction, initialParameters, null, null, null, targetValues);
}
default StochasticOptimizer getOptimizer(final ObjectiveFunction objectiveFunction, final RandomVariable[] initialParameters, final RandomVariable[] lowerBound, final RandomVariable[] upperBound, final RandomVariable[] targetValues) {
return getOptimizer(objectiveFunction, initialParameters, lowerBound, upperBound, null, targetValues);
}
StochasticOptimizer getOptimizer(ObjectiveFunction objectiveFunction, RandomVariable[] initialParameters, RandomVariable[] lowerBound, RandomVariable[] upperBound, RandomVariable[] parameterStep, RandomVariable[] targetValues);
}