LevenbergMarquardt Class Reference
#include <ql/Optimization/levenbergmarquardt.hpp>
Inheritance diagram for LevenbergMarquardt:

Detailed Description
Levenberg-Marquardt optimization method.This implementation is based on MINPACK (<http://www.netlib.org/minpack>, <http://www.netlib.org/cephes/linalg.tgz>)
- Examples:
Public Member Functions | |
LevenbergMarquardt (Real epsfcn=1e-8, Real ftol=1e-8, Real xtol=1e-8, Real gtol=1e-8, Size maxfev=200) | |
void | minimize (const Problem &P) const |
minimize the optimization problem P | |
virtual Integer | getInfo () const |
Static Public Member Functions | |
static void | fcn (int m, int n, double *x, double *fvec, int *iflag) |
Constructor & Destructor Documentation
|
Constructor taking as input the characteristic length and tolerance |