QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
Public Member Functions | List of all members
Simplex Class Reference

Multi-dimensional simplex class. More...

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

+ Inheritance diagram for Simplex:

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