QuantLib_OptimizationMethod

Langue: en

Autres versions - même langue

Version: 377079 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

QuantLib::OptimizationMethod -

Abstract class for constrained optimization method.

SYNOPSIS


#include <ql/math/optimization/method.hpp>

Inherited by LevenbergMarquardt, LineSearchBasedMethod, and Simplex.

Public Member Functions


virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)=0
minimize the optimization problem P

Detailed Description

Abstract class for constrained optimization method.

Author

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