Package org.jquantlib.math.optimization

Examples of org.jquantlib.math.optimization.OptimizationMethod


        final boolean isNuFixed[]    = {true, false};
        final boolean isRhoFixed[]   = {true, false};

        final double calibrationTolerance = 5.0e-8;
        // initialize optimization methods
        final OptimizationMethod methods[] = new OptimizationMethod[2];
        methods[0] = new Simplex(0.01);
        methods[1] = new LevenbergMarquardt(1e-8, 1e-8, 1e-8);
        // Initialize end criteria
        final EndCriteria endCriteria = new EndCriteria(100000, 100, 1e-8, 1e-8, 1e-8);
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        final boolean isNuFixed[]    = {true, false};
        final boolean isRhoFixed[]   = {true, false};

        final double calibrationTolerance = 5.0e-8;
        // initialize optimization methods
        final OptimizationMethod methods[] = new OptimizationMethod[2];
        methods[0] = new Simplex(0.01);
        methods[1] = new LevenbergMarquardt(1e-8, 1e-8, 1e-8);
        // Initialize end criteria
        final EndCriteria endCriteria = new EndCriteria(100000, 100, 1e-8, 1e-8, 1e-8);
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