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

Detailed Description
Multi-dimensional simplex class.Public Member Functions | |
| Simplex (Real lambda) | |
| virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) |
| minimize the optimization problem P | |
Constructor & Destructor Documentation