Simplex Class Reference

#include <ql/Optimization/simplex.hpp>

Inheritance diagram for Simplex:

Inheritance graph
[legend]
List of all members.

Detailed Description

Multi-dimensional simplex class.


Public Member Functions

 Simplex (double lambda, double tol)
virtual void minimize (const Problem &P) const
 minimize the optimization problem P


Constructor & Destructor Documentation

Simplex double  lambda,
double  tol
 

Constructor taking as input the characteristic length and tolerance


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