ql/math/optimization/levenbergmarquardt.hpp File Reference


Detailed Description

Levenberg-Marquardt optimization method.

#include <ql/patterns/singleton.hpp>
#include <ql/math/optimization/problem.hpp>

Include dependency graph for levenbergmarquardt.hpp:


Namespaces

namespace  QuantLib

Classes

class  LevenbergMarquardt
 Levenberg-Marquardt optimization method. More...