/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*

 Copyright (C) 2006, 2007 Ferdinando Ametrano

 Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré

 Copyright (C) 2007 François du Vignaud

 This file is part of QuantLib, a free-software/open-source library

 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it

 under the terms of the QuantLib license.  You should have received a

 copy of the license along with this program; if not, please email

 <quantlib-dev@lists.sf.net>. The license is also available online at

 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT

 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS

 FOR A PARTICULAR PURPOSE.  See the license for more details.

*/

/*! \file method.hpp

    \brief Abstract optimization method class

*/

#ifndef quantlib_optimization_method_h

#define quantlib_optimization_method_h

#include <ql/math/optimization/endcriteria.hpp>

namespace QuantLib {

    class Problem;

    //! Abstract class for constrained optimization method

    class OptimizationMethod {

      public:

        virtual ~OptimizationMethod() = default;

        //! minimize the optimization problem P

        virtual EndCriteria::Type minimize(Problem& P,

                                           const EndCriteria& endCriteria) = 0;

    };

}

#endif