OptimizationMethod_MT Class Reference

Abstract class for constrained optimization method. More...

#include <qle/math/method_mt.hpp>

Inheritance diagram for OptimizationMethod_MT:

Collaboration diagram for OptimizationMethod_MT:

Public Member Functions
virtual	~OptimizationMethod_MT ()
virtual EndCriteria::Type	minimize (Problem_MT &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P More...
EndCriteria::Type	minimize (Problem &, const EndCriteria &) override

Detailed Description

Abstract class for constrained optimization method.

Definition at line 64 of file method_mt.hpp.

Constructor & Destructor Documentation

~OptimizationMethod_MT()

virtual ~OptimizationMethod_MT ( )

virtual

Definition at line 66 of file method_mt.hpp.

{}

Member Function Documentation

minimize() [1/2]

virtual EndCriteria::Type minimize ( Problem_MT &  P, const EndCriteria &  endCriteria  )

pure virtual

minimize the optimization problem P

Implemented in DifferentialEvolution_MT.

minimize() [2/2]

EndCriteria::Type minimize ( Problem &  , const EndCriteria &    )

override

Definition at line 72 of file method_mt.hpp.

                                                                        {
            QL_FAIL("OptimizationMethod_MT requires Problem_MT, got Problem");
        }