- QuantLib
- Constraint
Base constraint class. More...
#include <ql/math/optimization/constraint.hpp>
Classes | |
class | Impl |
Base class for constraint implementations. More... | |
Public Member Functions | |
bool | empty () const |
bool | test (const Array &p) const |
Real | update (Array &p, const Array &direction, Real beta) |
Constraint (const boost::shared_ptr< Impl > &impl=boost::shared_ptr< Impl >()) | |
Protected Attributes | |
boost::shared_ptr< Impl > | impl_ |
Base constraint class.