CostFunction Class Reference#include <ql/Optimization/costfunction.hpp>
Inheritance diagram for CostFunction:
[legend]List of all members.
Detailed Description
Cost function abstract class for optimization problem.
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Public Member Functions |
virtual Real | value (const Array &x) const =0 |
| method to overload to compute the cost functon value in x
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virtual void | gradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of
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virtual Real | valueAndGradient (Array &grad, const Array &x) const |
| method to overload to compute grad_f, the first derivative of
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virtual Real | finiteDifferenceEpsilon () const |
| Default epsilon for finite difference method :.
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