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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
/*
Copyright (C) 2006, 2007 Ferdinando Ametrano
Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
Copyright (C) 2007 François du Vignaud
This file is part of QuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://quantlib.org/
QuantLib is free software: you can redistribute it and/or modify it
under the terms of the QuantLib license. You should have received a
copy of the license along with this program; if not, please email
<quantlib-dev@lists.sf.net>. The license is also available online at
<http://quantlib.org/license.shtml>.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
*/
/*! \file method.hpp
\brief Abstract optimization method class
*/
#ifndef quantlib_optimization_method_h
#define quantlib_optimization_method_h
#include <ql/math/optimization/endcriteria.hpp>
namespace QuantLib {
class Problem;
//! Abstract class for constrained optimization method
class OptimizationMethod {
public:
virtual ~OptimizationMethod() = default;
//! minimize the optimization problem P
virtual EndCriteria::Type minimize(Problem& P,
const EndCriteria& endCriteria) = 0;
};
}
#endif
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