OpenMD  2.5
Molecular Dynamics in the Open
QuantLib::SteepestDescent Class Reference

Multi-dimensional steepest-descent class. More...

#include <SteepestDescent.hpp>

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

Public Member Functions

 SteepestDescent (LineSearch *lineSearch=NULL)
 
- Public Member Functions inherited from QuantLib::LineSearchBasedMethod
 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 ()
 

Private Member Functions

LineSearchBasedMethod interface
DynamicVector< RealType > getUpdatedDirection (const Problem &P, RealType gold2, const DynamicVector< RealType > &oldGradient)
 computes the new search direction More...
 

Additional Inherited Members

- Protected Attributes inherited from QuantLib::LineSearchBasedMethod
LineSearchlineSearch_
 line search More...
 

Detailed Description

Multi-dimensional steepest-descent class.

User has to provide line-search method and optimization end criteria

search direction $ = - f'(x) $

Definition at line 37 of file SteepestDescent.hpp.

Constructor & Destructor Documentation

◆ SteepestDescent()

QuantLib::SteepestDescent::SteepestDescent ( LineSearch lineSearch = NULL)
inline

Definition at line 39 of file SteepestDescent.hpp.

References getUpdatedDirection().

Member Function Documentation

◆ getUpdatedDirection()

DynamicVector< RealType > QuantLib::SteepestDescent::getUpdatedDirection ( const Problem P,
RealType  gold2,
const DynamicVector< RealType > &  gradient 
)
privatevirtual

computes the new search direction

Implements QuantLib::LineSearchBasedMethod.

Definition at line 27 of file SteepestDescent.cpp.

References QuantLib::LineSearch::lastGradient(), and QuantLib::LineSearchBasedMethod::lineSearch_.

Referenced by SteepestDescent().


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