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Sourcecode: quantlib version File versions

steepestdescent.hpp File Reference


Detailed Description

Steepest descent optimization method.

Definition in file steepestdescent.hpp.

#include <ql/math/optimization/linesearchbasedmethod.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

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


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