Problem Class Reference
#include <ql/Optimization/problem.hpp>
Detailed Description
Constrained optimization problem.
Public Member Functions | |
| Problem (CostFunction &f, Constraint &c, OptimizationMethod &meth) | |
| default constructor | |
| Real | value (const Array &x) const |
| call cost function computation and increment evaluation counter | |
| Disposable< Array > | values (const Array &x) const |
| call cost values computation and increment evaluation counter | |
| void | gradient (Array &grad_f, const Array &x) const |
| call cost function gradient computation and increment | |
| Real | valueAndGradient (Array &grad_f, const Array &x) const |
| call cost function computation and it gradient | |
| OptimizationMethod & | method () const |
| Constrained optimization method. | |
| Constraint & | constraint () const |
| Constraint. | |
| CostFunction & | costFunction () const |
| Cost function. | |
| void | minimize () const |
| Minimization. | |
| Array & | minimumValue () const |
Protected Attributes | |
| CostFunction & | costFunction_ |
| Unconstrained cost function. | |
| Constraint & | constraint_ |
| Constraint. | |
| OptimizationMethod & | method_ |
| constrained optimization method | |