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 Problem, including all inherited members.
constraint() const | Problem | |
constraint_ | Problem | protected |
costFunction() const | Problem | |
costFunction_ | Problem | protected |
currentValue() const | Problem | |
currentValue_ | Problem | protected |
functionEvaluation() const | Problem | |
functionEvaluation_ | Problem | protected |
functionValue() const | Problem | |
functionValue_ | Problem | protected |
gradient(Array &grad_f, const Array &x) | Problem | |
gradientEvaluation() const | Problem | |
gradientEvaluation_ | Problem | protected |
gradientNormValue() const | Problem | |
Problem(CostFunction &costFunction, Constraint &constraint, Array initialValue=Array()) | Problem | |
reset() | Problem | |
setCurrentValue(const Array ¤tValue) | Problem | |
setFunctionValue(Real functionValue) | Problem | |
setGradientNormValue(Real squaredNorm) | Problem | |
squaredNorm_ | Problem | protected |
value(const Array &x) | Problem | |
valueAndGradient(Array &grad_f, const Array &x) | Problem | |
values(const Array &x) | Problem |