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<b>QuantLib</b>::<a class="el" href="class_quant_lib_1_1_problem.html">Problem</a></div>
<h1>Problem Class Reference</h1><!-- doxytag: class="QuantLib::Problem" --><code>#include <ql/Optimization/problem.hpp></code>
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<a href="class_quant_lib_1_1_problem-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Constrained optimization problem.
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<table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="faa6fde9cc6ec2ca7f45e5fd6b6d5926"></a><!-- doxytag: member="QuantLib::Problem::Problem" ref="faa6fde9cc6ec2ca7f45e5fd6b6d5926" args="(CostFunction &f, Constraint &c, OptimizationMethod &meth)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#faa6fde9cc6ec2ca7f45e5fd6b6d5926">Problem</a> (<a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> &f, <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &c, <a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> &meth)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">default constructor <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a5ab0d029d0c5f74be2bb060e7e8aa2b"></a><!-- doxytag: member="QuantLib::Problem::value" ref="a5ab0d029d0c5f74be2bb060e7e8aa2b" args="(const Array &x) const" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#a5ab0d029d0c5f74be2bb060e7e8aa2b">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call cost function computation and increment evaluation counter <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a326fd84ab9f4949f676c7a4b5bc8216"></a><!-- doxytag: member="QuantLib::Problem::values" ref="a326fd84ab9f4949f676c7a4b5bc8216" args="(const Array &x) const" -->
<a class="el" href="class_quant_lib_1_1_disposable.html">Disposable</a>< <a class="el" href="class_quant_lib_1_1_array.html">Array</a> > </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#a326fd84ab9f4949f676c7a4b5bc8216">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call cost values computation and increment evaluation counter <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="7794b074efe8cdfec946cf2c1230198f"></a><!-- doxytag: member="QuantLib::Problem::gradient" ref="7794b074efe8cdfec946cf2c1230198f" args="(Array &grad_f, const Array &x) const " -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#7794b074efe8cdfec946cf2c1230198f">gradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad_f, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call cost function gradient computation and increment <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bda0182739a19b9db365d89a647bf13e"></a><!-- doxytag: member="QuantLib::Problem::valueAndGradient" ref="bda0182739a19b9db365d89a647bf13e" args="(Array &grad_f, const Array &x) const " -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#bda0182739a19b9db365d89a647bf13e">valueAndGradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad_f, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">call cost function computation and it gradient <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9043d1bc77ae51bd51fab6a7ea513026"></a><!-- doxytag: member="QuantLib::Problem::method" ref="9043d1bc77ae51bd51fab6a7ea513026" args="() const" -->
<a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#9043d1bc77ae51bd51fab6a7ea513026">method</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Constrained optimization method. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="100af420f79038674ea294ee5173ef98"></a><!-- doxytag: member="QuantLib::Problem::constraint" ref="100af420f79038674ea294ee5173ef98" args="() const" -->
<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#100af420f79038674ea294ee5173ef98">constraint</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4b2d207627f81241191834cdc87f575e"></a><!-- doxytag: member="QuantLib::Problem::costFunction" ref="4b2d207627f81241191834cdc87f575e" args="() const" -->
<a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#4b2d207627f81241191834cdc87f575e">costFunction</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Cost function. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4fe4c41bd39bc1ae39da683560b564e2"></a><!-- doxytag: member="QuantLib::Problem::minimize" ref="4fe4c41bd39bc1ae39da683560b564e2" args="() const" -->
void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#4fe4c41bd39bc1ae39da683560b564e2">minimize</a> () const</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Minimization. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5816d3ef404a36aef5cc6c671fcb0c24"></a><!-- doxytag: member="QuantLib::Problem::minimumValue" ref="5816d3ef404a36aef5cc6c671fcb0c24" args="() const" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>minimumValue</b> () const</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1172b404ecd012087022709b0a80a1d1"></a><!-- doxytag: member="QuantLib::Problem::costFunction_" ref="1172b404ecd012087022709b0a80a1d1" args="" -->
<a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#1172b404ecd012087022709b0a80a1d1">costFunction_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Unconstrained cost function. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="99de11981890ee039f574235d33748f8"></a><!-- doxytag: member="QuantLib::Problem::constraint_" ref="99de11981890ee039f574235d33748f8" args="" -->
<a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#99de11981890ee039f574235d33748f8">constraint_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a>. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="4c24112b3cd82af2b74d0c77cd15059d"></a><!-- doxytag: member="QuantLib::Problem::method_" ref="4c24112b3cd82af2b74d0c77cd15059d" args="" -->
<a class="el" href="class_quant_lib_1_1_optimization_method.html">OptimizationMethod</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_problem.html#4c24112b3cd82af2b74d0c77cd15059d">method_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">constrained optimization method <br></td></tr>
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