simplex.hpp

Langue: en

Autres versions - même langue

Version: 156721 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/math/optimization/simplex.hpp - Simplex optimization method.

SYNOPSIS


#include <ql/math/optimization/problem.hpp>
#include <vector>

Classes


class Simplex
Multi-dimensional simplex class.

Detailed Description

Simplex optimization method.

Author

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