OptimizationMethod Class Reference
#include <ql/Optimization/method.hpp>
Inheritance diagram for OptimizationMethod:

Detailed Description
Abstract class for constrained optimization method.
Public Member Functions | |
void | setInitialValue (const Array &initialValue) |
Set initial value. | |
void | setEndCriteria (const EndCriteria &endCriteria) |
Set optimization end criteria. | |
Integer & | iterationNumber () const |
current iteration number | |
EndCriteria & | endCriteria () const |
optimization end criteria | |
Integer & | functionEvaluation () const |
number of evaluation of cost function | |
Integer & | gradientEvaluation () const |
number of evaluation of cost function gradient | |
Real & | functionValue () const |
value of cost function | |
Real & | gradientNormValue () const |
value of cost function gradient norm | |
Array & | x () const |
current value of the local minimum | |
Array & | searchDirection () const |
current value of the search direction | |
virtual void | minimize (const Problem &P) const =0 |
minimize the optimization problem P | |
Protected Attributes | |
Array | initialValue_ |
initial value of unknowns | |
Integer | iterationNumber_ |
current iteration step in the Optimization process | |
EndCriteria | endCriteria_ |
optimization end criteria | |
Integer | functionEvaluation_ |
number of evaluation of cost function and its gradient | |
Integer | gradientEvaluation_ |
Real | functionValue_ |
function and gradient norm values of the last step | |
Real | squaredNorm_ |
Array | x_ |
current values of the local minimum and the search direction | |
Array | searchDirection_ |