ql/math/optimization/levenbergmarquardt.hpp File Reference
Detailed Description
Levenberg-Marquardt optimization method.
#include <ql/math/optimization/problem.hpp>
Include dependency graph for levenbergmarquardt.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | LevenbergMarquardt |
| Levenberg-Marquardt optimization method. More... | |