OptimizationMethod_MT Class Reference

Abstract class for constrained optimization method. More...

#include <qle/math/method_mt.hpp>

Inheritance diagram for OptimizationMethod_MT:

Public Member Functions
virtual EndCriteria::Type	minimize (Problem_MT &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P
EndCriteria::Type	minimize (Problem &, const EndCriteria &) override

Detailed Description

Abstract class for constrained optimization method.

Member Function Documentation

minimize()

virtual EndCriteria::Type minimize ( Problem_MT & P, const EndCriteria & endCriteria )

pure virtual

minimize the optimization problem P

Implemented in DifferentialEvolution_MT.