OpenMD  2.5
Molecular Dynamics in the Open
QuantLib::LineSearchBasedMethod Class Referenceabstract

#include <LineSearchBasedMethod.hpp>

Inheritance diagram for QuantLib::LineSearchBasedMethod:
QuantLib::OptimizationMethod QuantLib::BFGS QuantLib::ConjugateGradient QuantLib::SteepestDescent

Public Member Functions

 LineSearchBasedMethod (LineSearch *lSearch=NULL)
 
virtual ~LineSearchBasedMethod ()
 
virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)
 minimize the optimization problem P More...
 
- Public Member Functions inherited from QuantLib::OptimizationMethod
virtual ~OptimizationMethod ()
 

Protected Member Functions

virtual DynamicVector< RealType > getUpdatedDirection (const Problem &P, RealType gold2, const DynamicVector< RealType > &gradient)=0
 computes the new search direction More...
 

Protected Attributes

LineSearchlineSearch_
 line search More...
 

Detailed Description

Definition at line 36 of file LineSearchBasedMethod.hpp.

Constructor & Destructor Documentation

◆ LineSearchBasedMethod()

QuantLib::LineSearchBasedMethod::LineSearchBasedMethod ( LineSearch lSearch = NULL)

Definition at line 29 of file LineSearchBasedMethod.cpp.

References lineSearch_.

◆ ~LineSearchBasedMethod()

virtual QuantLib::LineSearchBasedMethod::~LineSearchBasedMethod ( )
inlinevirtual

Definition at line 39 of file LineSearchBasedMethod.hpp.

Member Function Documentation

◆ getUpdatedDirection()

virtual DynamicVector<RealType> QuantLib::LineSearchBasedMethod::getUpdatedDirection ( const Problem P,
RealType  gold2,
const DynamicVector< RealType > &  gradient 
)
protectedpure virtual

computes the new search direction

Implemented in QuantLib::ConjugateGradient, QuantLib::BFGS, and QuantLib::SteepestDescent.

Referenced by minimize().

◆ minimize()

Member Data Documentation

◆ lineSearch_


The documentation for this class was generated from the following files: