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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_simplex.html">Simplex</a> </li>
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<!-- doxytag: class="QuantLib::Simplex" --><!-- doxytag: inherits="QuantLib::OptimizationMethod" -->
<p>Multi-dimensional simplex class.
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<p><code>#include <ql/math/optimization/simplex.hpp></code></p>
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Inheritance diagram for Simplex:</div>
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Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_simplex.html#ae15567fc9f817266ba4916db54df9013">Simplex</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> lambda)</td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3b8d7f680b62c4b7cf2aa17eb818688a"></a><!-- doxytag: member="QuantLib::Simplex::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_simplex.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>
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<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>Multi-dimensional simplex class. </p>
</div><hr/><h2>Constructor & Destructor Documentation</h2>
<a class="anchor" id="ae15567fc9f817266ba4916db54df9013"></a><!-- doxytag: member="QuantLib::Simplex::Simplex" ref="ae15567fc9f817266ba4916db54df9013" args="(Real lambda)" -->
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<td class="memname"><a class="el" href="class_quant_lib_1_1_simplex.html">Simplex</a> </td>
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<td class="paramtype"><a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td>
<td class="paramname"><em>lambda</em></td><td>)</td>
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<p>Constructor taking as input the characteristic length </p>
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