QuantLib: a free/open-source library for quantitative finance
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Classes | Public Member Functions | List of all members
NonhomogeneousBoundaryConstraint Class Reference

Constraint imposing i-th argument to be in [low_i,high_i] for all i More...

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

+ Inheritance diagram for NonhomogeneousBoundaryConstraint:
+ Collaboration diagram for NonhomogeneousBoundaryConstraint:

Classes

class  Impl
 

Public Member Functions

 NonhomogeneousBoundaryConstraint (const Array &low, const Array &high)
 
- Public Member Functions inherited from Constraint
bool empty () const
 
bool test (const Array &p) const
 
Array upperBound (const Array &params) const
 
Array lowerBound (const Array &params) const
 
Real update (Array &p, const Array &direction, Real beta) const
 
 Constraint (ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >())
 

Additional Inherited Members

- Protected Attributes inherited from Constraint
ext::shared_ptr< Implimpl_
 

Detailed Description

Constraint imposing i-th argument to be in [low_i,high_i] for all i

Examples
GlobalOptimizer.cpp.

Definition at line 177 of file constraint.hpp.

Constructor & Destructor Documentation

◆ NonhomogeneousBoundaryConstraint()

NonhomogeneousBoundaryConstraint ( const Array low,
const Array high 
)

Definition at line 201 of file constraint.hpp.