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OptimizationProblem Class Template Reference

#include <optimizer.h>

List of all members.

Public Methods
	OptimizationProblem (CostFunction< V > &f, OptimizationMethod< V > &meth)
	default constructor.
	OptimizationProblem (CostFunction< V > &f, OptimizationMethod< V > &meth, QuantLib::Handle< OptimizationProblemOutput< V > > &opo)
	default constructor.
	~OptimizationProblem ()
	destructor.
value_type	value (const V &x)
	call cost function computation and increment evaluation counter.
void	firstDerivative (V &grad_f, const V &x)
	call cost function gradient computation and increment evaluation counter.
value_type	valueAndFirstDerivative (V &grad_f, const V &x)
	call cost function computation and it gradient.
OptimizationMethod< V > &	optimisationMethod ()
	Unconstrained optimization method.
void	Minimize ()
	Minimization.
void	Save (int iterationNumber, value_type function, value_type normGradient, value_type lineSearchStep, OptimizationMethod< V > &method)
	Save results.
Protected Attributes
CostFunction< V > &	costFunction_
	Unconstrained cost function.
OptimizationMethod< V > &	method_
	Unconstrained optimization method.

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Detailed Description

template<class V>
class OptimizationProblem< V >

Unconstrained optimization pb

Definition at line 144 of file optimizer.h.

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The documentation for this class was generated from the following file:

• optimizer.h

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