LineSearchBasedMethod Class Reference

Line search based method. More...

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

Inheritance diagram for LineSearchBasedMethod:

Public Member Functions
	LineSearchBasedMethod (ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >())
EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria) override
	minimize the optimization problem P

Protected Member Functions
virtual 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

Detailed Description

Line search based method.

Member Function Documentation

minimize()

EndCriteria::Type minimize ( Problem & P, const EndCriteria & endCriteria )

overridevirtual

minimize the optimization problem P

Implements OptimizationMethod.