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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_projected_cost_function.html">ProjectedCostFunction</a></li> </ul>
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<p>Parameterized cost function.
<a href="class_quant_lib_1_1_projected_cost_function.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/projectedcostfunction.hpp></code></p>
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<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for ProjectedCostFunction:</div>
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<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="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:a712093e976b14d0d33b5adf304a891c3"><td class="memItemLeft" align="right" valign="top"><a id="a712093e976b14d0d33b5adf304a891c3"></a>
 </td><td class="memItemRight" valign="bottom"><b>ProjectedCostFunction</b> (const <a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> &costFunction, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &parameterValues, const std::vector< bool > &fixParameters)</td></tr>
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<tr class="memitem:a03b1e74a62645d2f5275b46d2f6a4159"><td class="memItemLeft" align="right" valign="top"><a id="a03b1e74a62645d2f5275b46d2f6a4159"></a>
 </td><td class="memItemRight" valign="bottom"><b>ProjectedCostFunction</b> (const <a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a> &costFunction, const Projection &projection)</td></tr>
<tr class="separator:a03b1e74a62645d2f5275b46d2f6a4159"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="inherit_header pub_methods_class_quant_lib_1_1_cost_function"><td colspan="2" onclick="javascript:toggleInherit('pub_methods_class_quant_lib_1_1_cost_function')"><img src="closed.png" alt="-"/> Public Member Functions inherited from <a class="el" href="class_quant_lib_1_1_cost_function.html">CostFunction</a></td></tr>
<tr class="memitem:a80752c7cecbf7f90c457b21161727457 inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ad86f2d2f633334596a16304a1843e410 inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:ac23de857fba340d34e49747499aa6f79 inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:ac23de857fba340d34e49747499aa6f79 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a49ee28675cc6062fa775b1708a2ec2dc inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute J_f, the jacobian of <br /></td></tr>
<tr class="separator:a49ee28675cc6062fa775b1708a2ec2dc inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aec7babe30f3cdc537fd88dff07f7b8cf inherit pub_methods_class_quant_lib_1_1_cost_function"><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 inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="mdescLeft"> </td><td class="mdescRight">Default epsilon for finite difference method : <br /></td></tr>
<tr class="separator:aec7babe30f3cdc537fd88dff07f7b8cf inherit pub_methods_class_quant_lib_1_1_cost_function"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="member-group"></a>
CostFunction interface</h2></td></tr>
<tr class="memitem:a807056f1097fdf8561eb9b73db59b956"><td class="memItemLeft" align="right" valign="top"><a id="a807056f1097fdf8561eb9b73db59b956"></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_projected_cost_function.html#a807056f1097fdf8561eb9b73db59b956">value</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &freeParameters) const</td></tr>
<tr class="memdesc:a807056f1097fdf8561eb9b73db59b956"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function value in x <br /></td></tr>
<tr class="separator:a807056f1097fdf8561eb9b73db59b956"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a76586a39177defe2247e1b1eeb977cd1"><td class="memItemLeft" align="right" valign="top"><a id="a76586a39177defe2247e1b1eeb977cd1"></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_projected_cost_function.html#a76586a39177defe2247e1b1eeb977cd1">values</a> (const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &freeParameters) const</td></tr>
<tr class="memdesc:a76586a39177defe2247e1b1eeb977cd1"><td class="mdescLeft"> </td><td class="mdescRight">method to overload to compute the cost function values in x <br /></td></tr>
<tr class="separator:a76586a39177defe2247e1b1eeb977cd1"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Parameterized cost function. </p>
<p>This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed) </p>
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