differentialevolution.hpp File Reference

Differential Evolution optimization method. More...

#include <ql/math/optimization/constraint.hpp>
#include <ql/math/optimization/problem.hpp>
#include <ql/math/randomnumbers/mt19937uniformrng.hpp>

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Classes
class	DifferentialEvolution
	Differential Evolution configuration object. More...
struct	DifferentialEvolution::Candidate
class	DifferentialEvolution::Configuration

Namespaces
namespace	QuantLib

Detailed Description

Differential Evolution optimization method.

Definition in file differentialevolution.hpp.