LevenbergMarquardt Class Reference
#include <ql/Optimization/levenbergmarquardt.hpp>
Inheritance diagram for LevenbergMarquardt:

Detailed Description
Levenberg-Marquardt optimization method.This implementation is based on MINPACK (<http://www.netlib.org/minpack>, <http://www.netlib.org/cephes/linalg.tgz>)
- Examples:
Public Member Functions | |
| LevenbergMarquardt (Real epsfcn=1e-8, Real ftol=1e-8, Real xtol=1e-8, Real gtol=1e-8, Size maxfev=400) | |
| void | minimize (const Problem &P) const |
| minimize the optimization problem P | |
| virtual Integer | getInfo () const |
Static Public Member Functions | |
| static void | fcn (int m, int n, double *x, double *fvec, int *iflag) |
Constructor & Destructor Documentation
| LevenbergMarquardt | ( | Real | epsfcn = 1e-8, |
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| Real | ftol = 1e-8, |
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| Real | xtol = 1e-8, |
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| Real | gtol = 1e-8, |
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| Size | maxfev = 400 | |||
| ) |
Constructor taking as input the characteristic length and tolerance