QuantLib: OptimizationMethod Class Reference

### A free/open-source library for quantitative finance

# OptimizationMethod Class Reference

`#include <ql/math/optimization/method.hpp>`

Inheritance diagram for OptimizationMethod:

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List of all members.

## Detailed Description

Abstract class for constrained optimization method.

## Public Member Functions
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria)=0
| minimize the optimization problem P