QuantLib 0.3.7
http://quantlib.org
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The QuantLib group
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Simplex Member List
This is the complete list of members for
Simplex
, including all inherited members.
endCriteria
() const
OptimizationMethod
endCriteria_
OptimizationMethod
[mutable, protected]
functionEvaluation
() const
OptimizationMethod
functionEvaluation_
OptimizationMethod
[mutable, protected]
functionValue
() const
OptimizationMethod
functionValue_
OptimizationMethod
[mutable, protected]
gradientEvaluation
() const
OptimizationMethod
gradientEvaluation_
OptimizationMethod
[mutable, protected]
gradientNormValue
() const
OptimizationMethod
initialValue_
OptimizationMethod
[protected]
iterationNumber
() const
OptimizationMethod
iterationNumber_
OptimizationMethod
[mutable, protected]
minimize
(const Problem &P) const
Simplex
[virtual]
OptimizationMethod
() (defined in
OptimizationMethod
)
OptimizationMethod
searchDirection
() const
OptimizationMethod
searchDirection_
OptimizationMethod
[mutable, protected]
setEndCriteria
(const EndCriteria &endCriteria)
OptimizationMethod
setInitialValue
(const Array &initialValue)
OptimizationMethod
Simplex
(Real lambda, Real tol)
Simplex
squaredNorm_
OptimizationMethod
[mutable, protected]
x
() const
OptimizationMethod
x_
OptimizationMethod
[mutable, protected]
~OptimizationMethod
() (defined in
OptimizationMethod
)
OptimizationMethod
[virtual]
~Simplex
() (defined in
Simplex
)
Simplex
[virtual]
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