- QuantLib
- LineSearch
 
Base class for line search. More...
#include <ql/math/optimization/linesearch.hpp>

| Public Member Functions | |
| LineSearch (Real=0.0) | |
| Default constructor. | |
| virtual | ~LineSearch () | 
| Destructor. | |
| const Array & | lastX () | 
| return last x value | |
| Real | lastFunctionValue () | 
| return last cost function value | |
| const Array & | lastGradient () | 
| return last gradient | |
| Real | lastGradientNorm2 () | 
| return square norm of last gradient | |
| bool | succeed () | 
| virtual Real | operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini)=0 | 
| Perform line search. | |
| Real | update (Array ¶ms, const Array &direction, Real beta, const Constraint &constraint) | 
| const Array & | searchDirection () const | 
| current value of the search direction | |
| Array & | searchDirection () | 
| Protected Attributes | |
| Array | searchDirection_ | 
| current values of the search direction | |
| Array | xtd_ | 
| new x and its gradient | |
| Array | gradient_ | 
| Real | qt_ | 
| cost function value and gradient norm corresponding to xtd_ | |
| Real | qpt_ | 
| bool | succeed_ | 
| flag to know if linesearch succeed | |
Base class for line search.