CostFunction Class Reference

Cost function abstract class for optimization problem. More...

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

Inheritance diagram for CostFunction:

Public Member Functions
virtual Real	value (const Array &x) const
	method to overload to compute the cost function value in x
virtual Disposable< Array >	values (const Array &x) const =0
	method to overload to compute the cost function values in x
virtual void	gradient (Array &grad, const Array &x) const
	method to overload to compute grad_f, the first derivative of
virtual Real	valueAndGradient (Array &grad, const Array &x) const
	method to overload to compute grad_f, the first derivative of
virtual void	jacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Disposable< Array >	valuesAndJacobian (Matrix &jac, const Array &x) const
	method to overload to compute J_f, the jacobian of
virtual Real	finiteDifferenceEpsilon () const
	Default epsilon for finite difference method :

Detailed Description

Cost function abstract class for optimization problem.

Examples

GlobalOptimizer.cpp.