- QuantLib
- Simplex
 
Multi-dimensional simplex class. More...
#include <ql/math/optimization/simplex.hpp>

| Public Member Functions | |
| Simplex (Real lambda) | |
| virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) | 
| minimize the optimization problem P | |
Multi-dimensional simplex class.