ql/math/optimization/steepestdescent.hpp File Reference
Steepest descent optimization method. More...
#include <ql/math/optimization/linesearchbasedmethod.hpp>
Include dependency graph for steepestdescent.hpp:

Classes | |
class | SteepestDescent |
Multi-dimensional steepest-descent class. More... |
Detailed Description
Steepest descent optimization method.