LineSearch Class Reference

#include <ql/Optimization/linesearch.hpp>

Inheritance diagram for LineSearch:

Inheritance graph
[legend]
List of all members.

Detailed Description

Base class for line search.


Public Member Functions

 LineSearch (Real eps=1e-8)
 Default constructor.
virtual ~LineSearch ()
 Destructor.
const ArraylastX ()
 return last x value
Real lastFunctionValue ()
 return last cost function value
const ArraylastGradient ()
 return last gradient
Real lastGradientNorm2 ()
 return square norm of last gradient
bool succeed ()
virtual Real operator() (const Problem &P, Real t_ini)=0
 Perform line search.
Real update (Array &params, const Array &direction, Real beta, const Constraint &constraint)

Protected Attributes

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