QuantLib_OptimizationMethod (3) - Linux Manuals

QuantLib_OptimizationMethod: Abstract class for constrained optimization method.

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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