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... |