Simplex Class Reference
#include <ql/Optimization/simplex.hpp>
Inheritance diagram for Simplex:

Detailed Description
Multi-dimensional simplex class.
Public Member Functions | |
Simplex (Real lambda, Real tol) | |
void | minimize (const Problem &P) const |
minimize the optimization problem P |
Constructor & Destructor Documentation
Simplex | ( | Real | lambda, | |
Real | tol | |||
) |
Constructor taking as input the characteristic length and tolerance