Simplex Class Reference

#include <ql/Optimization/simplex.hpp>

Inheritance diagram for Simplex:

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Detailed Description

Multi-dimensional simplex class.


Public Member Functions

 Simplex (Real lambda, Real tol)
void minimize (const Problem &P) const
 minimize the optimization problem P


Constructor & Destructor Documentation

Simplex ( Real  lambda,
Real  tol 
)

Constructor taking as input the characteristic length and tolerance