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ConcreteSobolSearch Class Reference

#include <Optimizer.h>

Inheritance diagram for ConcreteSobolSearch:

SobolSearch Optimizer List of all members.

Detailed Description

SobolSearch with particular objective function given by a function pointer.

Definition at line 571 of file Optimizer.h.

Public Member Functions

 ConcreteSobolSearch (Real(*f)(const RealArray1D &), const RealArray1D &x, int nVals, const RealArray1D &delta, bool verbose=false)
Real f (const RealArray1D &x)


Constructor & Destructor Documentation

ConcreteSobolSearch::ConcreteSobolSearch Real(*    f)(const RealArray1D &),
const RealArray1D   x,
int    nVals,
const RealArray1D   delta,
bool    verbose = false
[inline]
 

Parameters:
f pointer to objective function.

Definition at line 580 of file Optimizer.h.

References SobolSearch::verbose, and SobolSearch::x.


Member Function Documentation

Real ConcreteSobolSearch::f const RealArray1D   x [inline, virtual]
 

The objective function.

Implements Optimizer.

Definition at line 586 of file Optimizer.h.

References Real.


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3