ql/math/optimization/constraint.hpp File Reference

Abstract constraint class. More...

#include <ql/math/array.hpp>

Include dependency graph for constraint.hpp:

Classes
class	Constraint
	Base constraint class. More...

class	Constraint::Impl
	Base class for constraint implementations. More...

class	NoConstraint
	No constraint. More...

class	PositiveConstraint
	Constraint imposing positivity to all arguments More...

class	BoundaryConstraint
	Constraint imposing all arguments to be in [low,high] More...

class	CompositeConstraint
	Constraint enforcing both given sub-constraints More...

class	NonhomogeneousBoundaryConstraint
	Constraint imposing i-th argument to be in [low_i,high_i] for all i More...

Detailed Description

Abstract constraint class.