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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.38
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This is the complete list of members for BFGS, including all inherited members.
| BFGS(const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >()) | BFGS | |
| getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) override | BFGS | privatevirtual |
| inverseHessian_ | BFGS | private |
| lineSearch_ | LineSearchBasedMethod | protected |
| LineSearchBasedMethod(ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >()) | LineSearchBasedMethod | explicit |
| minimize(Problem &P, const EndCriteria &endCriteria) override | LineSearchBasedMethod | virtual |
| ~LineSearchBasedMethod() override=default | LineSearchBasedMethod | |
| ~OptimizationMethod()=default | OptimizationMethod | virtual |