Line search based method. More...
#include <ql/math/optimization/linesearchbasedmethod.hpp>
Public Member Functions | |
LineSearchBasedMethod (const ext::shared_ptr< LineSearch > &lSearch=ext::shared_ptr< LineSearch >()) | |
virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) |
minimize the optimization problem P | |
Protected Member Functions | |
virtual Disposable< Array > | getUpdatedDirection (const Problem &P, Real gold2, const Array &gradient)=0 |
computes the new search direction | |
Protected Attributes | |
ext::shared_ptr< LineSearch > | lineSearch_ |
line search | |
Line search based method.