Main Page   Namespace List   Class Hierarchy   Alphabetical List   Compound List   File List   Namespace Members   Compound Members   File Members  

Optimizer Class Reference

#include <Optimizer.h>

Inheritance diagram for Optimizer:

BFGS DownhillSimplex SobolSearch ConcreteBFGS ConcreteDownhillSimplex ConcreteSobolSearch SobolLiborCalibrationOptimizer List of all members.

Detailed Description

Interface to all optimizers.

Definition at line 70 of file Optimizer.h.

Public Member Functions

virtual Real f (const RealArray1D &x)=0
virtual const RealArray1Dsearch ()=0
 Optimizer (int n_)
virtual ~Optimizer ()

Protected Attributes

int n


Constructor & Destructor Documentation

Optimizer::Optimizer int    n_ [inline]
 

Parameters:
n_ dimension of argument vector.

Definition at line 92 of file Optimizer.h.

virtual Optimizer::~Optimizer   [inline, virtual]
 

Definition at line 93 of file Optimizer.h.


Member Function Documentation

virtual Real Optimizer::f const RealArray1D   x [pure virtual]
 

The objective function.

Implemented in SobolLiborCalibrationOptimizer, ConcreteDownhillSimplex, ConcreteBFGS, and ConcreteSobolSearch.

virtual const RealArray1D& Optimizer::search   [pure virtual]
 

Search for vector x minimizing the function f(x).

Returns:
the minimizing vector x.

Implemented in DownhillSimplex, BFGS, and SobolSearch.


Member Data Documentation

int Optimizer::n [protected]
 

Definition at line 74 of file Optimizer.h.

Referenced by BFGS::getDimension().


The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:33 2003 for Libor-Library by doxygen1.3-rc3