gradientEvaluation (3) Linux Manual Page
QuantLib::Problem – Constrained optimization problem. Synopsis #include <ql/math/optimization/problem.hpp> Public Member Functions Problem (CostFunction &costFunction, Constraint &constraint, const Array &initialValue=Array()) default constructor void reset () Real value (const Array &x) call cost function computation and increment evaluation counter Disposable< Array > values (const Array &x) call cost values computation and increment evaluation counter void gradient (Array…
