ql/math/optimization/conjugategradient.hpp File Reference
Detailed Description
Conjugate gradient optimization method.
#include <ql/math/optimization/linesearchbasedmethod.hpp>
Include dependency graph for conjugategradient.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | ConjugateGradient |
Multi-dimensional Conjugate Gradient class. More... |