LeastSquareFunction Class Reference
#include <ql/math/optimization/leastsquare.hpp>
Inheritance diagram for LeastSquareFunction:

Detailed Description
Cost function for least-square problems.Implements a cost function using the interface provided by the LeastSquareProblem class.
Public Member Functions | |
LeastSquareFunction (LeastSquareProblem &lsp) | |
Default constructor. | |
virtual | ~LeastSquareFunction () |
Destructor. | |
virtual Real | value (const Array &x) const |
compute value of the least square function | |
virtual Disposable< Array > | values (const Array &) const |
method to overload to compute the cost function values in x | |
virtual void | gradient (Array &grad_f, const Array &x) const |
compute vector of derivatives of the least square function | |
virtual Real | valueAndGradient (Array &grad_f, const Array &x) const |
compute value and gradient of the least square function | |
Protected Attributes | |
LeastSquareProblem & | lsp_ |
least square problem |