steepestdescent.hpp

Langue: en

Autres versions - même langue

Version: 373746 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/math/optimization/steepestdescent.hpp -

Steepest descent optimization method.

SYNOPSIS


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

Classes


class SteepestDescent
Multi-dimensional steepest-descent class.

Detailed Description

Steepest descent optimization method.

Author

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