src/optimization/SteepestDescent.cpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

/*
 Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
 Copyright (C) 2009 Frédéric Degraeve

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/

#include "optimization/SteepestDescent.hpp"
#include "optimization/Problem.hpp"
#include "optimization/LineSearch.hpp"

namespace QuantLib {
    
    DynamicVector<RealType> SteepestDescent::getUpdatedDirection(const Problem&,
                                                                 RealType,
                                                                 const DynamicVector<RealType>&) {
        return -lineSearch_->lastGradient();
    }
    
}
Revision:	1782
Committed:	Wed Aug 22 02:28:28 2012 UTC (13 years, 2 months ago) by gezelter
File size:	1313 byte(s)
Log Message:	MERGE OpenMD development branch 1465:1781 into trunk
#	Content
1	/* -- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -- */
2
3	/*
4	Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré
5	Copyright (C) 2009 Frédéric Degraeve
6
7	This file is part of QuantLib, a free-software/open-source library
8	for financial quantitative analysts and developers - http://quantlib.org/
9
10	QuantLib is free software: you can redistribute it and/or modify it
11	under the terms of the QuantLib license. You should have received a
12	copy of the license along with this program; if not, please email
13	<quantlib-dev@lists.sf.net>. The license is also available online at
14	<http://quantlib.org/license.shtml>.
15
16	This program is distributed in the hope that it will be useful, but WITHOUT
17	ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
18	FOR A PARTICULAR PURPOSE. See the license for more details.
19	*/
20
21	#include "optimization/SteepestDescent.hpp"
22	#include "optimization/Problem.hpp"
23	#include "optimization/LineSearch.hpp"
24
25	namespace QuantLib {
26
27	DynamicVector<RealType> SteepestDescent::getUpdatedDirection(const Problem&,
28	RealType,
29	const DynamicVector<RealType>&) {
30	return -lineSearch_->lastGradient();
31	}
32
33	}