OptimizationMethod Class Reference

Abstract class for constrained optimization method. More...

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

Inheritance diagram for OptimizationMethod:

Public Member Functions
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P

Detailed Description

Abstract class for constrained optimization method.

Examples

GlobalOptimizer.cpp.