Multi-dimensional steepest-descent class. More...
#include <ql/math/optimization/steepestdescent.hpp>
Inheritance diagram for SteepestDescent:Public Member Functions | |
| SteepestDescent (const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >()) | |
Public Member Functions inherited from LineSearchBasedMethod | |
| 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 | |
Additional Inherited Members | |
Protected Attributes inherited from LineSearchBasedMethod | |
| ext::shared_ptr< LineSearch > | lineSearch_ |
| line search | |
Multi-dimensional steepest-descent class.
User has to provide line-search method and optimization end criteria
search direction \( = - f'(x) \)