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

Constraint imposing i-th argument to be in [low_i,high_i] for all i More...

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

Inheritance diagram for NonhomogeneousBoundaryConstraint:

Public Member Functions

 NonhomogeneousBoundaryConstraint (const Array &low, const Array &high)
Public Member Functions inherited from Constraint
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 >())

Additional Inherited Members

Protected Attributes inherited from Constraint
ext::shared_ptr< Implimpl_

Detailed Description

Constraint imposing i-th argument to be in [low_i,high_i] for all i

Examples
GlobalOptimizer.cpp.