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virtual DynamicVector< RealType > | getUpdatedDirection (const Problem &P, RealType gold2, const DynamicVector< RealType > &gradient)=0 |
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Definition at line 36 of file LineSearchBasedMethod.hpp.
◆ LineSearchBasedMethod()
QuantLib::LineSearchBasedMethod::LineSearchBasedMethod |
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LineSearch * | lSearch = NULL | ) |
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◆ ~LineSearchBasedMethod()
QuantLib::LineSearchBasedMethod::~LineSearchBasedMethod |
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◆ minimize()
EndCriteria::Type QuantLib::LineSearchBasedMethod::minimize |
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Problem & | P, |
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const EndCriteria & | endCriteria, |
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RealType | initialStepSize ) |
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◆ lineSearch_
LineSearch* QuantLib::LineSearchBasedMethod::lineSearch_ |
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The documentation for this class was generated from the following files: