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... |