QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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LevenbergMarquardt Member List

This is the complete list of members for LevenbergMarquardt, including all inherited members.

currentProblem_LevenbergMarquardtprivate
epsfcn_LevenbergMarquardtprivate
fcn(int m, int n, Real *x, Real *fvec, int *iflag)LevenbergMarquardt
getInfo() constLevenbergMarquardtvirtual
gtol_LevenbergMarquardtprivate
info_LevenbergMarquardtmutableprivate
initCostValues_LevenbergMarquardtprivate
initJacobian_LevenbergMarquardtprivate
jacFcn(int m, int n, Real *x, Real *fjac, int *iflag)LevenbergMarquardt
LevenbergMarquardt(Real epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8, bool useCostFunctionsJacobian=false)LevenbergMarquardt
minimize(Problem &P, const EndCriteria &endCriteria) overrideLevenbergMarquardtvirtual
useCostFunctionsJacobian_LevenbergMarquardtprivate
xtol_LevenbergMarquardtprivate
~OptimizationMethod()=defaultOptimizationMethodvirtual