Parameterized cost function. More...
#include <ql/math/optimization/projectedcostfunction.hpp>
 Inheritance diagram for ProjectedCostFunction:
 Inheritance diagram for ProjectedCostFunction:| Public Member Functions | |
| ProjectedCostFunction (const CostFunction &costFunction, const Array ¶meterValues, const std::vector< bool > &fixParameters) | |
| ProjectedCostFunction (const CostFunction &costFunction, const Projection &projection) | |
| CostFunction interface | |
| virtual Real | value (const Array &freeParameters) const | 
| method to overload to compute the cost function value in x | |
| virtual Disposable< Array > | values (const Array &freeParameters) const | 
| method to overload to compute the cost function values in x | |
|  Public Member Functions inherited from CostFunction | |
| virtual void | gradient (Array &grad, const Array &x) const | 
| method to overload to compute grad_f, the first derivative of | |
| virtual Real | valueAndGradient (Array &grad, const Array &x) const | 
| method to overload to compute grad_f, the first derivative of | |
| virtual void | jacobian (Matrix &jac, const Array &x) const | 
| method to overload to compute J_f, the jacobian of | |
| virtual Disposable< Array > | valuesAndJacobian (Matrix &jac, const Array &x) const | 
| method to overload to compute J_f, the jacobian of | |
| virtual Real | finiteDifferenceEpsilon () const | 
| Default epsilon for finite difference method : | |
Parameterized cost function.
This class creates a proxy cost function which can depend on any arbitrary subset of parameters (the other being fixed)