ql/math/optimization/method.hpp File Reference


Detailed Description

Abstract optimization method class.

#include <ql/utilities/null.hpp>
#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/endcriteria.hpp>

Include dependency graph for method.hpp:


Namespaces

namespace  QuantLib

Classes

class  OptimizationMethod
 Abstract class for constrained optimization method. More...