Levenberg-Marquardt optimization method. More...
#include <ql/math/optimization/levenbergmarquardt.hpp>
Public Member Functions | |
LevenbergMarquardt (Real epsfcn=1.0e-8, Real xtol=1.0e-8, Real gtol=1.0e-8) | |
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) |
minimize the optimization problem P | |
virtual Integer | getInfo () const |
void | fcn (int m, int n, double *x, double *fvec, int *iflag) |
Levenberg-Marquardt optimization method.
This implementation is based on MINPACK (http://www.netlib.org/minpack, http://www.netlib.org/cephes/linalg.tgz)