| Classes | |
| class | ConjugateGradient | 
| Multi-dimensional Conjugate Gradient class.  More... | |
| class | DifferentialEvolution | 
| Differential Evolution configuration object.  More... | |
| class | LevenbergMarquardt | 
| Levenberg-Marquardt optimization method.  More... | |
| class | Simplex | 
| Multi-dimensional simplex class.  More... | |
| class | SimulatedAnnealing< RNG > | 
The optimization framework (corresponding to the ql/Optimization directory) implements some multi-dimensional minimizing methods. The function to be minimized is to be derived from the QuantLib::CostFunction base class (if the gradient is not analytically implemented, it will be computed numerically).