QuantLib_OptimizationMethod man page

OptimizationMethod — Abstract class for constrained optimization method.

Synopsis

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

Inherited by DifferentialEvolution, HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >, LevenbergMarquardt, LineSearchBasedMethod, Simplex, and SimulatedAnnealing< RNG >.

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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Info

Fri Sep 23 2016 Version 1.8.1 QuantLib