QuantLib_Simplex

Langue: en

Autres versions - même langue

Version: 383253 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

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

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