problem.hpp File Reference

Abstract optimization problem class. More...

#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/costfunction.hpp>
#include <ql/math/optimization/method.hpp>
#include <utility>

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Classes
class	Problem
	Constrained optimization problem. More...

Namespaces
namespace	QuantLib

Detailed Description

Abstract optimization problem class.

Definition in file problem.hpp.