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.