QuantLib: OptimizationMethod Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
OptimizationMethod Class Referenceabstract

Abstract class for constrained optimization method. More...

`#include <ql/math/optimization/method.hpp>`

Inheritance diagram for OptimizationMethod:
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## Public Member Functions
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria)=0
| minimize the optimization problem P

## Detailed Description

Abstract class for constrained optimization method.