ql/math/optimization/bfgs.hpp File Reference
Broyden-Fletcher-Goldfarb-Shanno optimization method. More...
#include <ql/math/optimization/linesearchbasedmethod.hpp>
#include <ql/math/matrix.hpp>
Include dependency graph for bfgs.hpp:

Classes | |
class | BFGS |
Broyden-Fletcher-Goldfarb-Shanno algorithm. More... |
Detailed Description
Broyden-Fletcher-Goldfarb-Shanno optimization method.