Simplex Class Reference

Multi-dimensional simplex class. More...

#include <ql/math/optimization/simplex.hpp>

Inheritance diagram for Simplex:

List of all members.

Public Member Functions

 Simplex (Real lambda)
virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)
 minimize the optimization problem P


Detailed Description

Multi-dimensional simplex class.

Constructor & Destructor Documentation

Simplex ( Real  lambda  ) 

Constructor taking as input the characteristic length