Broyden-Fletcher-Goldfarb-Shanno optimization method. More...
#include <ql/math/optimization/linesearchbasedmethod.hpp>
#include <ql/math/matrix.hpp>
Classes | |
class | BFGS |
Broyden-Fletcher-Goldfarb-Shanno algorithm. More... |
Broyden-Fletcher-Goldfarb-Shanno optimization method.