LeastSquareFunction Class Reference

#include <ql/math/optimization/leastsquare.hpp>

Inheritance diagram for LeastSquareFunction:

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List of all members.

Detailed Description

Cost function for least-square problems.

Implements a cost function using the interface provided by the LeastSquareProblem class.


Public Member Functions

 LeastSquareFunction (LeastSquareProblem &lsp)
 Default constructor.
virtual ~LeastSquareFunction ()
 Destructor.
virtual Real value (const Array &x) const
 compute value of the least square function
virtual Disposable< Arrayvalues (const Array &) const
 method to overload to compute the cost function values in x
virtual void gradient (Array &grad_f, const Array &x) const
 compute vector of derivatives of the least square function
virtual Real valueAndGradient (Array &grad_f, const Array &x) const
 compute value and gradient of the least square function

Protected Attributes

LeastSquareProblemlsp_
 least square problem