Removed reference to OptimizerFactoryLevenbergMarquardtLRO
@@ -65,7 +65,6 @@ import net.finmath.montecarlo.interestrate.products.SwaptionSimple;
import net.finmath.montecarlo.process.EulerSchemeFromProcessModel;
import net.finmath.optimizer.OptimizerFactory;
import net.finmath.optimizer.OptimizerFactoryLevenbergMarquardt;
-import net.finmath.optimizer.OptimizerFactoryLevenbergMarquardtLRO;
import net.finmath.optimizer.SolverException;
import net.finmath.time.Schedule;
import net.finmath.time.ScheduleGenerator;
@@ -259,7 +258,6 @@ public class LIBORMarketModelCalibrationTest {
final int maxIterations = 100;
final int numberOfThreads = 4; // two concurrent models
final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
- // final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardtLRO(maxIterations, accuracy, numberOfThreads);
calibrationParameters.put("optimizerFactory", optimizerFactory);
// Pass the calibrationParameters to the model.
@@ -493,8 +491,7 @@ public class LIBORMarketModelCalibrationTest {
final Double accuracy = new Double(1E-8); // Lower accuracy to reduce runtime of the unit test
final int maxIterations = 200;
final int numberOfThreads = 1;
- // final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
- final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardtLRO(maxIterations, accuracy, numberOfThreads);
+ final OptimizerFactory optimizerFactory = new OptimizerFactoryLevenbergMarquardt(maxIterations, accuracy, numberOfThreads);
final double[] parameterStandardDeviation = new double[covarianceModelParametric.getParameterAsDouble().length];
final double[] parameterLowerBound = new double[covarianceModelParametric.getParameterAsDouble().length];
