Simplex Class Reference
#include <ql/Optimization/simplex.hpp>
Inheritance diagram for Simplex:

Detailed Description
Multi-dimensional simplex class.
Public Member Functions | |
| Simplex (Real lambda, Real tol) | |
| void | minimize (const Problem &P) const |
| minimize the optimization problem P | |
Constructor & Destructor Documentation
| Simplex | ( | Real | lambda, | |
| Real | tol | |||
| ) |
Constructor taking as input the characteristic length and tolerance