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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a></div>
<h1>CostFunction Class Reference</h1><!-- doxytag: class="QuantLib::CostFunction" --><code>#include <ql/math/optimization/costfunction.hpp></code>
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Inheritance diagram for CostFunction:</div>
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<area shape="rect" href="class_quant_lib_1_1_least_square_function.html" title="Cost function for least-square problems." alt="" coords="5,84,163,111"><area shape="rect" href="class_quant_lib_1_1_projected_cost_function.html" title="Parameterized cost function." alt="" coords="187,84,352,111"></map>
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<a href="class_quant_lib_1_1_cost_function-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Cost function abstract class for optimization problem. <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="132cbe03016a6e22c2ad3eaef6baf6a1"></a><!-- doxytag: member="QuantLib::CostFunction::value" ref="132cbe03016a6e22c2ad3eaef6baf6a1" args="(const Array &x) const =0" -->
virtual <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_cost_function.html#132cbe03016a6e22c2ad3eaef6baf6a1">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function value in x <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="81d6a6e85cd18eea72bb0b7d6c6fd8ff"></a><!-- doxytag: member="QuantLib::CostFunction::values" ref="81d6a6e85cd18eea72bb0b7d6c6fd8ff" args="(const Array &x) const =0" -->
virtual <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_cost_function.html#81d6a6e85cd18eea72bb0b7d6c6fd8ff">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const =0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b6eb1b006aa9ceb4327ec7d4dd56f899"></a><!-- doxytag: member="QuantLib::CostFunction::gradient" ref="b6eb1b006aa9ceb4327ec7d4dd56f899" args="(Array &grad, const Array &x) const " -->
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#b6eb1b006aa9ceb4327ec7d4dd56f899">gradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad, 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">method to overload to compute grad_f, the first derivative of <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="74bd7b501afc6cf31871d208ef57fe0a"></a><!-- doxytag: member="QuantLib::CostFunction::valueAndGradient" ref="74bd7b501afc6cf31871d208ef57fe0a" args="(Array &grad, const Array &x) const " -->
virtual <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_cost_function.html#74bd7b501afc6cf31871d208ef57fe0a">valueAndGradient</a> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &grad, 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">method to overload to compute grad_f, the first derivative of <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="66ef2bf7179eda5017589d6f8fc90ed7"></a><!-- doxytag: member="QuantLib::CostFunction::finiteDifferenceEpsilon" ref="66ef2bf7179eda5017589d6f8fc90ed7" args="() const " -->
virtual <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_cost_function.html#66ef2bf7179eda5017589d6f8fc90ed7">finiteDifferenceEpsilon</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Default epsilon for finite difference method :. <br></td></tr>
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