QuantLib::Simplex

Simplex Class Reference

#include <ql/Optimization/simplex.hpp>

Inheritance diagram for Simplex:

Inheritance graph

[legend]List of all members.

Detailed Description

Multi-dimensional simplex class.

Public Member Functions

Simplex (Real lambda, Real tol)

virtual void minimize (const Problem &P) const

minimize the optimization problem P

Constructor & Destructor Documentation

Simplex ( Real lambda,

Real tol

)

Constructor taking as input the characteristic length and tolerance