LeastSquareFunction Class Reference

### A free/open-source library for quantitative finance

Public Member Functions | Protected Attributes
LeastSquareFunction Class Reference

Cost function for least-square problems. More...

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

Inheritance diagram for LeastSquareFunction:
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List of all members.

## Public Member Functions
| LeastSquareFunction (LeastSquareProblem &lsp)
| Default constructor.
virtual | ~LeastSquareFunction ()
| Destructor.
virtual Real | value (const Array &x) const
| compute value of the least square function
virtual Disposable< Array > | values (const Array &) const
| method to overload to compute the cost function values in x
virtual void | gradient (Array &grad_f, const Array &x) const
| compute vector of derivatives of the least square function
virtual Real | valueAndGradient (Array &grad_f, const Array &x) const
| compute value and gradient of the least square function
## Protected Attributes
LeastSquareProblem & | lsp_
| least square problem

## Detailed Description

Cost function for least-square problems.

Implements a cost function using the interface provided by the LeastSquareProblem class.