Linux Certif

Toute la documentation sur la certification Linux LPI

QuantLib_Simplex

NAME

QuantLib::Simplex -

Multi-dimensional simplex class.

SYNOPSIS

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

Inherits QuantLib::OptimizationMethod.

Public Member Functions

Simplex (Real lambda)

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

Detailed Description

Multi-dimensional simplex class.

Constructor & Destructor Documentation

Simplex (Real lambda)Constructor taking as input the characteristic length

Author

Generated automatically by Doxygen for QuantLib from the source code.