Problem Class Reference
#include <ql/Optimization/problem.hpp>
Detailed Description
Constrained optimization problem.
Public Member Functions | |
Problem (CostFunction &f, Constraint &c, OptimizationMethod &meth) | |
default constructor | |
Real | value (const Array &x) const |
call cost function computation and increment evaluation counter | |
Disposable< Array > | values (const Array &x) const |
call cost values computation and increment evaluation counter | |
void | gradient (Array &grad_f, const Array &x) const |
call cost function gradient computation and increment | |
Real | valueAndGradient (Array &grad_f, const Array &x) const |
call cost function computation and it gradient | |
OptimizationMethod & | method () const |
Constrained optimization method. | |
Constraint & | constraint () const |
Constraint. | |
CostFunction & | costFunction () const |
Cost function. | |
void | minimize () const |
Minimization. | |
Array & | minimumValue () const |
Protected Attributes | |
CostFunction & | costFunction_ |
Unconstrained cost function. | |
Constraint & | constraint_ |
Constraint. | |
OptimizationMethod & | method_ |
constrained optimization method |