bfgs.hpp File Reference

Broyden-Fletcher-Goldfarb-Shanno optimization method. More...

#include <ql/math/optimization/linesearchbasedmethod.hpp>
#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes
class	BFGS
	Broyden-Fletcher-Goldfarb-Shanno algorithm. More...

Namespaces
namespace	QuantLib

Detailed Description

Broyden-Fletcher-Goldfarb-Shanno optimization method.

Definition in file bfgs.hpp.