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

Detailed Description
Parameterized cost function.This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed)
Public Member Functions | |
ProjectedCostFunction (const CostFunction &costFunction, const Array ¶metersValues, const std::vector< bool > ¶metersFreedoms) | |
virtual Disposable< Array > | project (const Array ¶meters) const |
returns the subset of free parameters corresponding | |
virtual Disposable< Array > | include (const Array &projectedParameters) const |
returns whole set of parameters corresponding to the set | |
CostFunction interface | |
virtual Real | value (const Array &freeParameters) const |
method to overload to compute the cost function value in x | |
virtual Disposable< Array > | values (const Array &freeParameters) const |
method to overload to compute the cost function values in x |