ql/math/optimization/steepestdescent.hpp File Reference
Detailed Description
Steepest descent optimization method.
#include <ql/math/optimization/linesearchbasedmethod.hpp>
Include dependency graph for steepestdescent.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | SteepestDescent |
Multi-dimensional steepest-descent class. More... |