QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for LevenbergMarquardt, including all inherited members.
currentProblem_ | LevenbergMarquardt | private |
epsfcn_ | LevenbergMarquardt | private |
fcn(int m, int n, Real *x, Real *fvec, int *iflag) | LevenbergMarquardt | |
getInfo() const | LevenbergMarquardt | virtual |
gtol_ | LevenbergMarquardt | private |
info_ | LevenbergMarquardt | mutableprivate |
initCostValues_ | LevenbergMarquardt | private |
initJacobian_ | LevenbergMarquardt | private |
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) override | LevenbergMarquardt | virtual |
useCostFunctionsJacobian_ | LevenbergMarquardt | private |
xtol_ | LevenbergMarquardt | private |
~OptimizationMethod()=default | OptimizationMethod | virtual |