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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html">LevenbergMarquardt</a> </li>
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<div class="title">LevenbergMarquardt Class Reference</div> </div>
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<!-- doxytag: class="QuantLib::LevenbergMarquardt" --><!-- doxytag: inherits="QuantLib::OptimizationMethod" -->
<p>Levenberg-Marquardt optimization method.
<a href="class_quant_lib_1_1_levenberg_marquardt.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/levenbergmarquardt.hpp></code></p>
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Inheritance diagram for LevenbergMarquardt:</div>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a25b3a603b8afafa6e17f5951e504eadf"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::LevenbergMarquardt" ref="a25b3a603b8afafa6e17f5951e504eadf" args="(Real epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8)" -->
 </td><td class="memItemRight" valign="bottom"><b>LevenbergMarquardt</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8d7f680b62c4b7cf2aa17eb818688a"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::minimize" ref="a3b8d7f680b62c4b7cf2aa17eb818688a" args="(Problem &P, const EndCriteria &endCriteria)" -->
virtual EndCriteria::Type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_levenberg_marquardt.html#a3b8d7f680b62c4b7cf2aa17eb818688a">minimize</a> (<a class="el" href="class_quant_lib_1_1_problem.html">Problem</a> &P, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &endCriteria)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">minimize the optimization problem P <br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a30cf1478e47879465dc409bf772d341c"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::getInfo" ref="a30cf1478e47879465dc409bf772d341c" args="() const " -->
virtual <a class="el" href="group__types.html#gab9c87440c314438e51a899a03d2442d0">Integer</a> </td><td class="memItemRight" valign="bottom"><b>getInfo</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af5b3cbcb77cf6a5577918d83e848e415"></a><!-- doxytag: member="QuantLib::LevenbergMarquardt::fcn" ref="af5b3cbcb77cf6a5577918d83e848e415" args="(int m, int n, double *x, double *fvec, int *iflag)" -->
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/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Levenberg-Marquardt optimization method. </p>
<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>>) </p>
<dl><dt><b>Examples: </b></dt><dd><a class="el" href="_bermudan_swaption_8cpp-example.html#_a2">BermudanSwaption.cpp</a>.</dd>
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