QuantLib: Simplex Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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Simplex Class Reference

Multi-dimensional simplex class. More...

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

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

## Detailed Description

Multi-dimensional simplex class.

## Constructor & Destructor Documentation

Simplex | ( | Real | lambda | ) |

Constructor taking as input the characteristic length