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bfgs.hpp
Langue: en
Version: 377740 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/math/optimization/bfgs.hpp -Broyden-Fletcher-Goldfarb-Shanno optimization method.
SYNOPSIS
#include <ql/math/optimization/linesearchbasedmethod.hpp>
#include <ql/math/matrix.hpp>
Classes
class BFGS
Broyden-Fletcher-Goldfarb-Shanno algorithm.
Detailed Description
Broyden-Fletcher-Goldfarb-Shanno optimization method.
Author
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