QuantLib: a free/open-source library for quantitative finance
Reference manual - version 1.40
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Constraint Class Reference

Base constraint class. More...

#include <ql/math/optimization/constraint.hpp>

Inheritance diagram for Constraint:

Classes

class  Impl
 Base class for constraint implementations. More...

Public Member Functions

bool empty () const
bool test (const Array &p) const
Array upperBound (const Array &params) const
Array lowerBound (const Array &params) const
Real update (Array &p, const Array &direction, Real beta) const
 Constraint (ext::shared_ptr< Impl > impl=ext::shared_ptr< Impl >())

Protected Attributes

ext::shared_ptr< Implimpl_

Detailed Description

Base constraint class.

Examples
GlobalOptimizer.cpp.