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/LineSearch.hpp"
#include "optimization/Problem.hpp"
 
namespace QuantLib {
 
  DynamicVector<RealType> SteepestDescent::getUpdatedDirection(
      const Problem&, RealType, const DynamicVector<RealType>&) {
    return -lineSearch_->lastGradient();
  }
 
}  // namespace QuantLib