problem_mt.hpp File Reference

Abstract optimization problem class (for multithreaded optimization methods) More...

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

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Classes
class	Problem_MT
	Constrained optimization problem. More...

Namespaces
namespace	QuantLib
namespace	QuantExt

Detailed Description

Abstract optimization problem class (for multithreaded optimization methods)

Definition in file problem_mt.hpp.