lsp_ (3) Linux Manual Page
QuantLib::LeastSquareFunction – Cost function for least-square problems.
Synopsis
#include <ql/math/optimization/leastsquare.hpp>Inherits QuantLib::CostFunction.
Public Member Functions
LeastSquareFunction (LeastSquareProblem &lsp)Default constructor.
virtual ~LeastSquareFunction ()
Destructor.
virtual Real value (const Array &x) const
compute value of the least square function
virtual Disposable< Array > values (const Array &) const
method to overload to compute the cost function values in x
virtual void gradient (Array &grad_f, const Array &x) const
compute vector of derivatives of the least square function
virtual Real valueAndGradient (Array &grad_f, const Array &x) const
compute value and gradient of the least square function
Protected Attributes
LeastSquareProblem & lsp_least square problem
Detailed Description
Cost function for least-square problems.Implements a cost function using the interface provided by the LeastSquareProblem class.