epsfcn
Key epsfcn in Optimization refers to the epsfcn input as used by QuantLib in the construction of the Levenberg-Marquardt optimization method.
In particular, it is an input variable used in determining a suitable step length for the forward-difference approximation.
This approximation assumes that the relative errors in the functions are of the order of epsfcn.
If epsfcn is less than the machine precision, it is assumed that the relative errors in the functions are of the order of the machine precision.
