LineSearch Class Reference

Base class for line search. More...

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

Inheritance diagram for LineSearch:

Public Member Functions
	LineSearch (Real=0.0)
	Default constructor.
virtual	~LineSearch ()=default
	Destructor.
const Array &	lastX ()
	return last x value
Real	lastFunctionValue () const
	return last cost function value
const Array &	lastGradient ()
	return last gradient
Real	lastGradientNorm2 () const
	return square norm of last gradient
bool	succeed () const
virtual Real	operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini)=0
	Perform line search.
Real	update (Array &params, const Array &direction, Real beta, const Constraint &constraint)
const Array &	searchDirection () const
	current value of the search direction
Array &	searchDirection ()

Protected Attributes
Array	searchDirection_
	current values of the search direction
Array	xtd_
	new x and its gradient
Array	gradient_
Real	qt_ = 0.0
	cost function value and gradient norm corresponding to xtd_
Real	qpt_ = 0.0
bool	succeed_ = true
	flag to know if linesearch succeed

Detailed Description

Base class for line search.

Member Function Documentation

operator()()

virtual Real operator() ( Problem & P, EndCriteria::Type & ecType, const EndCriteria & , Real t_ini )

pure virtual

Perform line search.

Implemented in ArmijoLineSearch.