constraint (3) - Linux Manuals

constraint: Abstract constraint class.

NAME

ql/math/optimization/constraint.hpp - Abstract constraint class.

SYNOPSIS

#include <ql/math/array.hpp>

Classes

class Constraint
Base constraint class.
class Impl
Base class for constraint implementations.
class NoConstraint
No constraint.
class PositiveConstraint
Constraint imposing positivity to all arguments
class BoundaryConstraint
Constraint imposing all arguments to be in [low,high]
class CompositeConstraint
Constraint enforcing both given sub-constraints

Detailed Description

Abstract constraint class.

Author

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