ql/Optimization/steepestdescent.hpp File Reference


Detailed Description

Steepest descent optimization method.

#include <ql/Optimization/armijo.hpp>

Include dependency graph for steepestdescent.hpp:


Namespaces

namespace  QuantLib

Classes

class  SteepestDescent
 Multi-dimensional steepest-descent class. More...

QuantLib.org
QuantLib
Hosted by
SourceForge.net Logo
Documentation generated by
doxygen