ql/math/optimization/bfgs.hpp File Reference

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

#include <ql/math/optimization/linesearchbasedmethod.hpp>
#include <ql/math/matrix.hpp>

Include dependency graph for bfgs.hpp:


Classes

class  BFGS
 Broyden-Fletcher-Goldfarb-Shanno algorithm. More...

Detailed Description

Broyden-Fletcher-Goldfarb-Shanno optimization method.