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SteepestDescent Class Template Reference

#include <sd.h>

Inheritance diagram for SteepestDescent::

List of all members.

Public Methods
	SteepestDescent ()
	default default constructor (msvc bug).
	SteepestDescent (QuantLib::Handle< LineSearch< V > > &lineSearch)
	default constructor.
virtual	~SteepestDescent ()
	destructor.
virtual void	Minimize (OptimizationProblem< V > &P)
	minimize the optimization problem P.
Private Attributes
QuantLib::Handle< LineSearch< V > >	lineSearch_
	line search.

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Detailed Description

template<class V>
class SteepestDescent< V >

Multi-dimensionnal Steepest Descend class User has to provide line-search method and optimization end criteria

search direction = - f'(x)

Definition at line 36 of file sd.h.

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

• sd.h

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