- QuantLib
- LeastSquareFunction
Cost function for least-square problems. More...
#include <ql/math/optimization/leastsquare.hpp>

Public Member Functions | |
| LeastSquareFunction (LeastSquareProblem &lsp) | |
| Default constructor. | |
| virtual | ~LeastSquareFunction () |
| Destructor. | |
| virtual Real | value (const Array &x) const |
| compute value of the least square function | |
| virtual Disposable< Array > | values (const Array &) const |
| method to overload to compute the cost function values in x | |
| virtual void | gradient (Array &grad_f, const Array &x) const |
| compute vector of derivatives of the least square function | |
| virtual Real | valueAndGradient (Array &grad_f, const Array &x) const |
| compute value and gradient of the least square function | |
Protected Attributes | |
| LeastSquareProblem & | lsp_ |
| least square problem | |
Cost function for least-square problems.
Implements a cost function using the interface provided by the LeastSquareProblem class.