bfgs.hpp

Langue: en

Version: 377740 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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

Generated automatically by Doxygen for QuantLib from the source code.