ConjugateGradient Class Reference
#include <ql/Optimization/conjugategradient.hpp>
Inheritance diagram for ConjugateGradient:

Detailed Description
Multi-dimensional Conjugate Gradient class.User has to provide line-search method and optimization end criteria
search direction where
and
Public Member Functions | |
ConjugateGradient (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >()) | |
default constructor | |
ConjugateGradient (const EndCriteria &endCriteria, const Array &initialValue, const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >()) | |
void | minimize (const Problem &P) const |
minimize the optimization problem P |