Package com.opengamma.strata.math.impl.minimization

Interface Summary

Interface	Description
Minimizer<F extends Function<S,?>,S>	Interface that finds the minimum value of a function.
MinimizerWithGradient<F extends Function<S,?>,G extends Function<S,?>,S>	Interface for classes that extends the functionality of Minimizer by providing a method that takes a gradient function.
NonLinearParameterTransforms	Describes the transformation (and its inverse) from a set of n variables (e.g.
ParameterLimitsTransform	Interface for objects containing functions that can transform constrained model parameters into unconstrained fitting parameters and vice versa.
ScalarMinimizer	Interface for classes that extend the functionality of Minimizer by providing a method that allows the search area for the minimum to be bounded.

Class Summary

Class	Description
DoubleRangeLimitTransform	Limit transform.
GoldenSectionMinimizer1D
MinimumBracketer
NonLinearTransformFunction
NullTransform	Provides a null implementation of parameter transformation; the functions return unchanged values.
ParabolicMinimumBracketer
PositiveOrZero	A function from a vector x (DoubleArray to Boolean that returns true iff all the elements of x are positive or zero.
SingleRangeLimitTransform	If a model parameter $x$ is constrained to be either above or below some level $a$ (i.e.
SumToOne	For a set of N-1 "fit" parameters, produces N "model" parameters that sum to one.
UncoupledParameterTransforms	For a set of n function parameters, this takes n ParameterLimitsTransform (which can be the NullTransform which does NOT transform the parameter) which transform a constrained function parameter (e.g.

Enum Summary

Enum	Description
ParameterLimitsTransform.LimitType	Types of the limits.