QuantLib 0.3.3 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Supported platforms Version history Todo list Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Namespace List Class Hierarchy Compound List File List Namespace Members Compound Members File Members Unstable Features Deprecated List

ConjugateGradient Class Reference #include <conjugategradient.hpp> Inheritance diagram for ConjugateGradient: [legend]List of all members. Detailed Description Multi-dimensionnal Conjugate Gradient class. User has to provide line-search method and optimization end criteria search direction where and Public Member Functions   ConjugateGradient ()   default constructor   ConjugateGradient (const Handle< LineSearch > &lineSearch) virtual  ~ConjugateGradient ()   destructor virtual void  minimize (const Problem &P) const   minimize the optimization problem P The documentation for this class was generated from the following files: ql/Optimization/conjugategradient.hpp ql/Optimization/conjugategradient.cpp

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