QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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optimization Directory Reference

Files

file  armijo.cpp [code]
 
file  armijo.hpp [code]
 Armijo line-search class.
 
file  bfgs.cpp [code]
 
file  bfgs.hpp [code]
 Broyden-Fletcher-Goldfarb-Shanno optimization method.
 
file  conjugategradient.cpp [code]
 
file  conjugategradient.hpp [code]
 Conjugate gradient optimization method.
 
file  constraint.cpp [code]
 
file  constraint.hpp [code]
 Abstract constraint class.
 
file  costfunction.hpp [code]
 Optimization cost function class.
 
file  differentialevolution.cpp [code]
 
file  differentialevolution.hpp [code]
 Differential Evolution optimization method.
 
file  endcriteria.cpp [code]
 
file  endcriteria.hpp [code]
 Optimization criteria class.
 
file  goldstein.cpp [code]
 
file  goldstein.hpp [code]
 Goldstein and Price line-search class.
 
file  leastsquare.cpp [code]
 
file  leastsquare.hpp [code]
 Least square cost function.
 
file  levenbergmarquardt.cpp [code]
 
file  levenbergmarquardt.hpp [code]
 Levenberg-Marquardt optimization method.
 
file  linesearch.cpp [code]
 
file  linesearch.hpp [code]
 Line search abstract class.
 
file  linesearchbasedmethod.cpp [code]
 
file  linesearchbasedmethod.hpp [code]
 Abstract optimization method class.
 
file  lmdif.cpp [code]
 
file  lmdif.hpp [code]
 wrapper for MINPACK minimization routine
 
file  method.hpp [code]
 Abstract optimization method class.
 
file  problem.hpp [code]
 Abstract optimization problem class.
 
file  projectedconstraint.hpp [code]
 Projected constraint.
 
file  projectedcostfunction.cpp [code]
 
file  projectedcostfunction.hpp [code]
 Cost function utility.
 
file  projection.cpp [code]
 
file  projection.hpp [code]
 Parameter projection.
 
file  simplex.cpp [code]
 
file  simplex.hpp [code]
 Simplex optimization method.
 
file  simulatedannealing.hpp [code]
 Numerical Recipes in C (second edition), Chapter 10.9, with the original exit criterion in f(x) replaced by one in x (see simplex.cpp for a reference to GSL concerning this)
 
file  spherecylinder.cpp [code]
 
file  spherecylinder.hpp [code]
 Find closest point of the intersection of a sphere and cylinder to a given point.
 
file  steepestdescent.cpp [code]
 
file  steepestdescent.hpp [code]
 Steepest descent optimization method.