Package org.jquantlib.math.optimization

Interface Summary

Interface	Description
ParametersTransformation

Class Summary

Class	Description
ArmijoLineSearch
BoundaryConstraint	Constraint imposing all arguments to be in [low,high]
CompositeConstraint	Constraint enforcing both given sub-constraints
ConjugateGradient
Constraint	Base constraint class
CostFunction	Cost function abstract class for optimization problem.
EndCriteria	Criteria to end optimization process
LeastSquareFunction
LeastSquareProblem
LevenbergMarquardt	Levenberg-Marquardt optimization method
LineSearch
LineSearchBasedMethod
Minpack	This class provides linear algebra optimization algorithms.
NoConstraint	No constraint
NonLinearLeastSquare
OptimizationMethod
PositiveConstraint	Constraint imposing positivity to all arguments
Problem	Constrained optimization problem
ProjectedCostFunction
Simplex	The implementation of the algorithm was highly inspired by "Numerical Recipes in C", 2nd edition, Press, Teukolsky, Vetterling, Flannery, chapter 10.
SphereCylinderOptimizer
SteepestDescent

Enum Summary

Enum	Description
EndCriteria.Type