OptimizationMethod Class Reference

Abstract class for constrained optimization method. More...

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

Inheritance diagram for OptimizationMethod:

Public Member Functions
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P

Detailed Description

Abstract class for constrained optimization method.

Examples

GlobalOptimizer.cpp.

Member Function Documentation

minimize()

virtual EndCriteria::Type minimize ( Problem & P, const EndCriteria & endCriteria )

pure virtual

minimize the optimization problem P

Implemented in DifferentialEvolution, FireflyAlgorithm, HybridSimulatedAnnealing< Sampler, Probability, Temperature, Reannealing >, HybridSimulatedAnnealing< SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingFiniteDifferences >, HybridSimulatedAnnealing< SamplerGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >, HybridSimulatedAnnealing< SamplerLogNormal, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >, HybridSimulatedAnnealing< SamplerMirrorGaussian, ProbabilityBoltzmannDownhill, TemperatureExponential, ReannealingTrivial >, HybridSimulatedAnnealing< SamplerVeryFastAnnealing, ProbabilityBoltzmannDownhill, TemperatureVeryFastAnnealing, ReannealingFiniteDifferences >, HybridSimulatedAnnealing< SamplerVeryFastAnnealing, ProbabilityBoltzmannDownhill, TemperatureVeryFastAnnealing, ReannealingTrivial >, LevenbergMarquardt, LineSearchBasedMethod, ParticleSwarmOptimization, Simplex, and SimulatedAnnealing< RNG >.

Examples

GlobalOptimizer.cpp.