SteepestDescent Class Reference
#include <ql/math/optimization/steepestdescent.hpp>
Detailed Description
Multi-dimensional steepest-descent class.User has to provide line-search method and optimization end criteria
search direction
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 |