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levenbergmarquardt.hpp File Reference


Detailed Description

Levenberg-Marquardt optimization method.

Definition in file levenbergmarquardt.hpp.

#include <ql/Optimization/problem.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::LevenbergMarquardt
 Levenberg-Marquardt optimization method. More...


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