Optimizers
Math tools

## Classes

class | ConjugateGradient
| Multi-dimensional Conjugate Gradient class. More...
class | DifferentialEvolution
| Differential Evolution configuration object. More...
class | LevenbergMarquardt
| Levenberg-Marquardt optimization method. More...
class | Simplex
| Multi-dimensional simplex class. More...
class | SimulatedAnnealing< RNG >
| Simulated Annealing. More...

## Detailed Description

The optimization framework (corresponding to the ql/Optimization directory) implements some multi-dimensional minimizing methods. The function to be minimized is to be derived from the QuantLib::CostFunction base class (if the gradient is not analytically implemented, it will be computed numerically).