1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: Constraint Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#nested-classes">Classes</a> |
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> |
<a href="class_quant_lib_1_1_constraint-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">Constraint Class Reference</div> </div>
</div><!--header-->
<div class="contents">
<p>Base constraint class.
<a href="class_quant_lib_1_1_constraint.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/constraint.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for Constraint:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_constraint__inherit__graph.png" border="0" usemap="#a_constraint_inherit__map" alt="Inheritance graph"/></div>
<map name="_constraint_inherit__map" id="a_constraint_inherit__map">
<area shape="rect" title="Base constraint class." alt="" coords="5,107,88,133"/>
<area shape="rect" href="class_quant_lib_1_1_boundary_constraint.html" title="Constraint imposing all arguments to be in [low,high]" alt="" coords="189,5,326,32"/>
<area shape="rect" href="class_quant_lib_1_1_composite_constraint.html" title="Constraint enforcing both given sub-constraints" alt="" coords="185,56,330,83"/>
<area shape="rect" href="class_quant_lib_1_1_no_constraint.html" title="No constraint." alt="" coords="208,107,307,133"/>
<area shape="rect" href="class_quant_lib_1_1_nonhomogeneous_boundary_constraint.html" title="Constraint imposing i-th argument to be in [low_i,high_i] for all i" alt="" coords="136,157,379,184"/>
<area shape="rect" href="class_quant_lib_1_1_positive_constraint.html" title="Constraint imposing positivity to all arguments" alt="" coords="193,208,322,235"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr class="memitem:"><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a></td></tr>
<tr class="memdesc:"><td class="mdescLeft"> </td><td class="mdescRight">Base class for constraint implementations. <a href="class_quant_lib_1_1_constraint_1_1_impl.html#details">More...</a><br /></td></tr>
<tr class="separator:"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="memItemLeft" align="right" valign="top"><a id="a644718bb2fb240de962dc3c9a1fdf0dc"></a>
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const</td></tr>
<tr class="separator:a644718bb2fb240de962dc3c9a1fdf0dc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a3286c254042be62fa8622ef76a3b373f"><td class="memItemLeft" align="right" valign="top"><a id="a3286c254042be62fa8622ef76a3b373f"></a>
bool </td><td class="memItemRight" valign="bottom"><b>test</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &p) const</td></tr>
<tr class="separator:a3286c254042be62fa8622ef76a3b373f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:adf8bf01919c073f6b04c6cf2c8c41af5"><td class="memItemLeft" align="right" valign="top"><a id="adf8bf01919c073f6b04c6cf2c8c41af5"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>upperBound</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &params) const</td></tr>
<tr class="separator:adf8bf01919c073f6b04c6cf2c8c41af5"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad5654c14b32c9ed52b1164acd78d0eb8"><td class="memItemLeft" align="right" valign="top"><a id="ad5654c14b32c9ed52b1164acd78d0eb8"></a>
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>lowerBound</b> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &params) const</td></tr>
<tr class="separator:ad5654c14b32c9ed52b1164acd78d0eb8"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a776e34e7c97642cef0062f87d4b7f338"><td class="memItemLeft" align="right" valign="top"><a id="a776e34e7c97642cef0062f87d4b7f338"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>update</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &p, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &direction, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta) const</td></tr>
<tr class="separator:a776e34e7c97642cef0062f87d4b7f338"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad0d62f1ab5502641171b2178f69dd414"><td class="memItemLeft" align="right" valign="top"><a id="ad0d62f1ab5502641171b2178f69dd414"></a>
 </td><td class="memItemRight" valign="bottom"><b>Constraint</b> (const ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> > &impl=ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> >())</td></tr>
<tr class="separator:ad0d62f1ab5502641171b2178f69dd414"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr class="memitem:ac29a938cdc70db8abcde7a84fe62f9b4"><td class="memItemLeft" align="right" valign="top"><a id="ac29a938cdc70db8abcde7a84fe62f9b4"></a>
ext::shared_ptr< <a class="el" href="class_quant_lib_1_1_constraint_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
<tr class="separator:ac29a938cdc70db8abcde7a84fe62f9b4"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Base constraint class. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_global_optimizer_8cpp-example.html#_a9">GlobalOptimizer.cpp</a>.</dd>
</dl>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
