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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_optimization_method.html">OptimizationMethod</a></li> </ul>
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<a href="#pub-methods">Public Member Functions</a> |
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<div class="title">OptimizationMethod Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
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<p>Abstract class for constrained optimization method.
<a href="class_quant_lib_1_1_optimization_method.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/method.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for OptimizationMethod:</div>
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<area shape="rect" title="Abstract class for constrained optimization method." alt="" coords="5,212,144,239"/>
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<area shape="rect" href="class_quant_lib_1_1_b_f_g_s.html" title="Broyden-Fletcher-Goldfarb-Shanno algorithm." alt="" coords="467,187,525,213"/>
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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>
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virtual EndCriteria::Type </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_optimization_method.html#a6bf9f0581475e7a28bdf478f941f116e">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)=0</td></tr>
<tr class="memdesc:a6bf9f0581475e7a28bdf478f941f116e"><td class="mdescLeft"> </td><td class="mdescRight">minimize the optimization problem P <br /></td></tr>
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<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Abstract class for constrained optimization method. </p>
<dl class="section examples"><dt>Examples</dt><dd><a class="el" href="_global_optimizer_8cpp-example.html#_a7">GlobalOptimizer.cpp</a>.</dd>
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