Simplex (3) Linux Manual Page
QuantLib::Simplex – Multi-dimensional simplex class.
Synopsis
#include <ql/math/optimization/simplex.hpp>
Inherits QuantLib::OptimizationMethod.
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
Author
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