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

Detailed Description
Multi-dimensional simplex class.
Public Member Functions | |
Simplex (Real lambda) | |
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) |
minimize the optimization problem P |
Constructor & Destructor Documentation
Simplex | ( | Real | lambda | ) |
Constructor taking as input the characteristic length