QuantLib::OptimizationMethod Class Reference

Abstract class for constrained optimization method. More...

#include <Method.hpp>

Inheritance diagram for QuantLib::OptimizationMethod:

Public Member Functions
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria, RealType initialStepSize)=0
	minimize the optimization problem P

Detailed Description

Abstract class for constrained optimization method.

Definition at line 36 of file Method.hpp.

Constructor & Destructor Documentation

~OptimizationMethod()

virtual QuantLib::OptimizationMethod::~OptimizationMethod ( )

inlinevirtual

Definition at line 38 of file Method.hpp.

Member Function Documentation

minimize()

virtual EndCriteria::Type QuantLib::OptimizationMethod::minimize ( Problem & P, const EndCriteria & endCriteria, RealType initialStepSize )

pure virtual

minimize the optimization problem P

Implemented in QuantLib::LineSearchBasedMethod.

---

The documentation for this class was generated from the following file:

• optimization/Method.hpp