Abstract class for constrained optimization method. More...
#include <qle/math/method_mt.hpp>
Public Member Functions | |
virtual EndCriteria::Type | minimize (Problem_MT &P, const EndCriteria &endCriteria)=0 |
minimize the optimization problem P | |
EndCriteria::Type | minimize (Problem &, const EndCriteria &) override |
Abstract class for constrained optimization method.