QuantLib: Constraint Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.20

Classes | Public Member Functions | Protected Attributes | List of all members
Constraint Class Reference

Base constraint class. More...

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

Inheritance diagram for Constraint:
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## Classes
class | Impl
| Base class for constraint implementations. More...

## Public Member Functions
bool | empty () const
bool | test (const Array &p) const
Array | upperBound (const Array &params) const
Array | lowerBound (const Array &params) const
Real | update (Array &p, const Array &direction, Real beta) const
| Constraint (const ext::shared_ptr< Impl > &impl=ext::shared_ptr< Impl >())

## Protected Attributes
ext::shared_ptr< Impl > | impl_

## Detailed Description

Base constraint class.

Examples
  GlobalOptimizer.cpp.