gradient (3) Linux Manual Page
NAME QuantLib::CostFunction – Cost function abstract class for optimization problem. SYNOPSIS #include <ql/math/optimization/costfunction.hpp> Inherited by AbcdError, SABRError, FrobeniusCostFunction, LeastSquareFunction, PenaltyFunction< Curve >, and ProjectedCostFunction. Public Member Functions virtual Real value (const Array &x) const =0 method to overload to compute the cost function value in x virtual Disposable< Array > values (const Array &x) const…
