Cost function abstract class for optimization problem. More...
#include <ql/math/optimization/costfunction.hpp>
 Inheritance diagram for CostFunction:
 Inheritance diagram for CostFunction:| Public Member Functions | |
| virtual Real | value (const Array &x) const | 
| method to overload to compute the cost function value in x | |
| virtual Disposable< Array > | values (const Array &x) const =0 | 
| method to overload to compute the cost function values in x | |
| 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 : | |
Cost function abstract class for optimization problem.