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QuantLib_OptimizationMethod
Langue: en
Version: 158901 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
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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