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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2006 Klaus Spanderen

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file levenbergmarquardt.hpp
    \brief Levenberg-Marquardt optimization method

#ifndef quantlib_optimization_levenberg_marquardt_hpp
#define quantlib_optimization_levenberg_marquardt_hpp

#include <ql/Optimization/problem.hpp>

namespace QuantLib {

    //! Levenberg-Marquardt optimization method
    /*! This implementation is based on MINPACK
00036     class LevenbergMarquardt : public OptimizationMethod {
        /*! Constructor taking as input the characteristic length and
        LevenbergMarquardt(Real epsfcn = 1e-8, Real ftol = 1e-8,
                           Real xtol = 1e-8, Real gtol = 1e-8,
                           Size maxfev = 400);

        void minimize(const Problem& P) const;
        virtual Integer getInfo() const;
        static void fcn(int m, int n,
                        double* x, double* fvec, int* iflag);

        static const Problem* _thisP;
        static Array _initCostValues;

        mutable Integer info_;

        const Size maxfev_;
        const Real epsfcn_, ftol_, xtol_, gtol_;



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