QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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Abstract class for constrained optimization method. More...
#include <ql/math/optimization/method.hpp>
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virtual | ~OptimizationMethod ()=default |
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria)=0 |
minimize the optimization problem P More... | |
Abstract class for constrained optimization method.
Definition at line 36 of file method.hpp.
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virtualdefault |
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pure virtual |
minimize the optimization problem P
Implemented in SimulatedAnnealing< RNG >, FireflyAlgorithm, HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >, ParticleSwarmOptimization, DifferentialEvolution, LevenbergMarquardt, LineSearchBasedMethod, and Simplex.