QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
Public Member Functions | Protected Member Functions | Protected Attributes | List of all members
LineSearchBasedMethod Class Referenceabstract

Line search based method. More...

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

+ Inheritance diagram for LineSearchBasedMethod:

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< ArraygetUpdatedDirection (const Problem &P, Real gold2, const Array &gradient)=0
 computes the new search direction
 

Protected Attributes

ext::shared_ptr< LineSearchlineSearch_
 line search
 

Detailed Description

Line search based method.