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

Levenberg-Marquardt optimization method. More...

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

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Classes

class  LevenbergMarquardt
 Levenberg-Marquardt optimization method. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Levenberg-Marquardt optimization method.

Definition in file levenbergmarquardt.hpp.