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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html">LevenbergMarquardt</a></div>
<h1>LevenbergMarquardt Class Reference</h1><!-- doxytag: class="QuantLib::LevenbergMarquardt" --><!-- doxytag: inherits="QuantLib::OptimizationMethod" --><code>#include <ql/Optimization/levenbergmarquardt.hpp></code>
<p>
Inheritance diagram for LevenbergMarquardt:<p><center><img src="class_quant_lib_1_1_levenberg_marquardt__inherit__graph.png" border="0" usemap="#_levenberg_marquardt__inherit__map" alt="Inheritance graph"></center>
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<center><font size="2">[<a href="graph_legend.html">legend</a>]</font></center><a href="class_quant_lib_1_1_levenberg_marquardt-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Levenberg-Marquardt optimization method.
<p>
This implementation is based on MINPACK (<<a href="http://www.netlib.org/minpack">http://www.netlib.org/minpack</a>>, <<a href="http://www.netlib.org/cephes/linalg.tgz">http://www.netlib.org/cephes/linalg.tgz</a>>) <dl compact><dt><b>Examples: </b></dt><dd>
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<a class="el" href="_bermudan_swaption_8cpp-example.html#_a3">BermudanSwaption.cpp</a>.</dl>
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<table border="0" cellpadding="0" cellspacing="0">
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<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html#b1c197af8e9dc343350c377103ba9fa1">LevenbergMarquardt</a> (Real epsfcn=1e-8, Real ftol=1e-8, Real xtol=1e-8, Real gtol=1e-8, Size maxfev=400)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d3f9dd62978bc253c48a3cb831bea2d6"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::minimize" ref="d3f9dd62978bc253c48a3cb831bea2d6" args="(const Problem &P) const" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html#d3f9dd62978bc253c48a3cb831bea2d6">minimize</a> (const <a class="el" href="class_quant_lib_1_1_problem.html">Problem</a> &P) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimize the optimization problem P <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f159c4e477c16928952a4bcbac911bc8"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::getInfo" ref="f159c4e477c16928952a4bcbac911bc8" args="() const" -->
virtual Integer </td><td class="memItemRight" valign="bottom"><b>getInfo</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Static Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d2c3a42172981cfb5dde0967142d27d1"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::fcn" ref="d2c3a42172981cfb5dde0967142d27d1" args="(int m, int n, double *x, double *fvec, int *iflag)" -->
static void </td><td class="memItemRight" valign="bottom"><b>fcn</b> (int m, int n, double *x, double *fvec, int *iflag)</td></tr>
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<hr><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" name="b1c197af8e9dc343350c377103ba9fa1"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::LevenbergMarquardt" ref="b1c197af8e9dc343350c377103ba9fa1" args="(Real epsfcn=1e-8, Real ftol=1e-8, Real xtol=1e-8, Real gtol=1e-8, Size maxfev=400)" -->
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<div class="memproto">
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<td class="memname"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html">LevenbergMarquardt</a> </td>
<td>(</td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>epsfcn</em> = <code>1e-8</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>ftol</em> = <code>1e-8</code>, </td>
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<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>xtol</em> = <code>1e-8</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Real </td>
<td class="paramname"> <em>gtol</em> = <code>1e-8</code>, </td>
</tr>
<tr>
<td class="paramkey"></td>
<td></td>
<td class="paramtype">Size </td>
<td class="paramname"> <em>maxfev</em> = <code>400</code></td><td> </td>
</tr>
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<td></td>
<td>)</td>
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<p>
Constructor taking as input the characteristic length and tolerance
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