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

Detailed Description
Cost function abstract class for optimization problem.
Public Member Functions | |
virtual Real | value (const Array &x) const=0 |
method to overload to compute the cost function value in x | |
virtual Disposable< Array > | values (const Array &x) const=0 |
method to overload to compute the cost function values in x | |
virtual void | gradient (Array &grad, const Array &x) const |
method to overload to compute grad_f, the first derivative of | |
virtual Real | valueAndGradient (Array &grad, const Array &x) const |
method to overload to compute grad_f, the first derivative of | |
virtual Real | finiteDifferenceEpsilon () const |
Default epsilon for finite difference method :. |