25#ifndef quantlib_optimization_levenberg_marquardt_hpp
26#define quantlib_optimization_levenberg_marquardt_hpp
54 bool useCostFunctionsJacobian =
false);
1-D array used in linear algebra.
Criteria to end optimization process:
Levenberg-Marquardt optimization method.
void fcn(int m, int n, Real *x, Real *fvec, int *iflag)
virtual Integer getInfo() const
Problem * currentProblem_
void jacFcn(int m, int n, Real *x, Real *fjac, int *iflag)
bool useCostFunctionsJacobian_
EndCriteria::Type minimize(Problem &P, const EndCriteria &endCriteria) override
minimize the optimization problem P
Matrix used in linear algebra.
Abstract class for constrained optimization method.
Constrained optimization problem.
QL_INTEGER Integer
integer number
Abstract optimization problem class.