QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
goldstein.hpp File Reference

Goldstein and Price line-search class. More...

#include <ql/math/optimization/linesearch.hpp>

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Classes

class  GoldsteinLineSearch
 

Namespaces

namespace  QuantLib
 

Detailed Description

Goldstein and Price line-search class.

Definition in file goldstein.hpp.