QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Public Member Functions | List of all members
OptimizationMethod Class Referenceabstract

Abstract class for constrained optimization method. More...

#include <method.hpp>

+ Inheritance diagram for OptimizationMethod:
+ Collaboration diagram for OptimizationMethod:

Public Member Functions

virtual ~OptimizationMethod ()=default
 
virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)=0
 minimize the optimization problem P More...
 

Detailed Description

Abstract class for constrained optimization method.

Examples
GlobalOptimizer.cpp.

Definition at line 36 of file method.hpp.

Constructor & Destructor Documentation

◆ ~OptimizationMethod()

virtual ~OptimizationMethod ( )
virtualdefault

Member Function Documentation

◆ minimize()

virtual EndCriteria::Type minimize ( Problem P,
const EndCriteria endCriteria 
)
pure virtual