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<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_cost_function.html">CostFunction</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">CostFunction Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<p>Cost function abstract class for optimization problem.
<a href="class_quant_lib_1_1_cost_function.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/costfunction.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for CostFunction:</div>
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<area shape="rect" title="Cost function abstract class for optimization problem." alt="" coords="115,5,215,32"/>
<area shape="rect" href="class_quant_lib_1_1_least_square_function.html" title="Cost function for least-square problems." alt="" coords="5,80,151,107"/>
<area shape="rect" href="class_quant_lib_1_1_projected_cost_function.html" title="Parameterized cost function." alt="" coords="175,80,330,107"/>
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<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:a448261ddc3fd24f425d98dae63b89c16"><td class="memItemLeft" align="right" valign="top"><a id="a448261ddc3fd24f425d98dae63b89c16"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#a448261ddc3fd24f425d98dae63b89c16">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:a448261ddc3fd24f425d98dae63b89c16"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function value in x <br /></td></tr>
<tr class="separator:a448261ddc3fd24f425d98dae63b89c16"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a81d6a6e85cd18eea72bb0b7d6c6fd8ff"><td class="memItemLeft" align="right" valign="top"><a id="a81d6a6e85cd18eea72bb0b7d6c6fd8ff"></a>
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#a81d6a6e85cd18eea72bb0b7d6c6fd8ff">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const =0</td></tr>
<tr class="memdesc:a81d6a6e85cd18eea72bb0b7d6c6fd8ff"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br /></td></tr>
<tr class="separator:a81d6a6e85cd18eea72bb0b7d6c6fd8ff"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a80752c7cecbf7f90c457b21161727457"><td class="memItemLeft" align="right" valign="top"><a id="a80752c7cecbf7f90c457b21161727457"></a>
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#a80752c7cecbf7f90c457b21161727457">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 class="memdesc:a80752c7cecbf7f90c457b21161727457"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute grad_f, the first derivative of <br /></td></tr>
<tr class="separator:a80752c7cecbf7f90c457b21161727457"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad86f2d2f633334596a16304a1843e410"><td class="memItemLeft" align="right" valign="top"><a id="ad86f2d2f633334596a16304a1843e410"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#ad86f2d2f633334596a16304a1843e410">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 class="memdesc:ad86f2d2f633334596a16304a1843e410"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute grad_f, the first derivative of <br /></td></tr>
<tr class="separator:ad86f2d2f633334596a16304a1843e410"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac23de857fba340d34e49747499aa6f79"><td class="memItemLeft" align="right" valign="top"><a id="ac23de857fba340d34e49747499aa6f79"></a>
virtual void </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#ac23de857fba340d34e49747499aa6f79">jacobian</a> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &jac, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:ac23de857fba340d34e49747499aa6f79"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:ac23de857fba340d34e49747499aa6f79"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a49ee28675cc6062fa775b1708a2ec2dc"><td class="memItemLeft" align="right" valign="top"><a id="a49ee28675cc6062fa775b1708a2ec2dc"></a>
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#a49ee28675cc6062fa775b1708a2ec2dc">valuesAndJacobian</a> (<a class="el" href="class_quant_lib_1_1_matrix.html">Matrix</a> &jac, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &x) const</td></tr>
<tr class="memdesc:a49ee28675cc6062fa775b1708a2ec2dc"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:a49ee28675cc6062fa775b1708a2ec2dc"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aec7babe30f3cdc537fd88dff07f7b8cf"><td class="memItemLeft" align="right" valign="top"><a id="aec7babe30f3cdc537fd88dff07f7b8cf"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_cost_function.html#aec7babe30f3cdc537fd88dff07f7b8cf">finiteDifferenceEpsilon</a> () const</td></tr>
<tr class="memdesc:aec7babe30f3cdc537fd88dff07f7b8cf"><td class="mdescLeft"> </td><td class="mdescRight">Default epsilon for finite difference method : <br /></td></tr>
<tr class="separator:aec7babe30f3cdc537fd88dff07f7b8cf"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Cost function abstract class for optimization problem. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_global_optimizer_8cpp-example.html#_a6">GlobalOptimizer.cpp</a>.</dd>
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