BFGS.hpp File Reference

Broyden-Fletcher-Goldfarb-Shanno optimization method. More...

#include "math/DynamicRectMatrix.hpp"
#include "optimization/LineSearchBasedMethod.hpp"

Go to the source code of this file.

Classes
class	QuantLib::BFGS
	Broyden-Fletcher-Goldfarb-Shanno algorithm. More...

Detailed Description

Broyden-Fletcher-Goldfarb-Shanno optimization method.

Definition in file BFGS.hpp.