CostFunction Class Reference

#include <ql/Optimization/costfunction.hpp>

Inheritance diagram for CostFunction:

Inheritance graph
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List of all members.

Detailed Description

Cost function abstract class for optimization problem.


Public Member Functions

virtual Real value (const Array &x) const =0
 method to overload to compute the cost functon value in x

virtual void gradient (Array &grad, const Array &x) const
 method to overload to compute grad_f, the first derivative of

virtual Real valueAndGradient (Array &grad, const Array &x) const
 method to overload to compute grad_f, the first derivative of

virtual Real finiteDifferenceEpsilon () const
 Default epsilon for finite difference method :.


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