steepestdescent.hpp File Reference

Steepest descent optimization method. More...

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

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Classes
class	SteepestDescent
	Multi-dimensional steepest-descent class. More...

Namespaces
namespace	QuantLib

Detailed Description

Steepest descent optimization method.

Definition in file steepestdescent.hpp.