Logo Search packages:      
Sourcecode: quantlib version File versions  Download package


steepestdescent.hpp File Reference

Steepest descent optimization method. More...

#include <ql/Optimization/armijo.hpp>
Include dependency graph for steepestdescent.hpp:
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.


class  QuantLib::SteepestDescent
 Multi-dimensional steepest-descent class. More...

Detailed Description

Steepest descent optimization method.

Definition in file steepestdescent.hpp.

Generated by  Doxygen 1.6.0   Back to index