OptimizationMethod Class Reference

Abstract class for constrained optimization method. More...

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

Inheritance diagram for OptimizationMethod:

List of all members.

Public Member Functions

virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)=0
 minimize the optimization problem P


Detailed Description

Abstract class for constrained optimization method.