SteepestDescent Class Reference

#include <ql/math/optimization/steepestdescent.hpp>

List of all members.


Detailed Description

Multi-dimensional steepest-descent class.

User has to provide line-search method and optimization end criteria

search direction $ = - f'(x) $


Public Member Functions

 SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >())
virtual EndCriteria::Type minimize (Problem &P, const EndCriteria &endCriteria)
 minimize the optimization problem P