bfgs.hpp File Reference

Broyden-Fletcher-Goldfarb-Shanno optimization method. More...

Include dependency graph for bfgs.hpp:

Classes

class  BFGS
 Broyden-Fletcher-Goldfarb-Shanno algorithm. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Broyden-Fletcher-Goldfarb-Shanno optimization method.