LineSearch Class Reference

#include <ql/math/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=0.0)
 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() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini)=0
 Perform line search.
Real update (Array &params, const Array &direction, Real beta, const Constraint &constraint)
const ArraysearchDirection () const
 current value of the search direction
ArraysearchDirection ()

Protected Attributes

Array searchDirection_
 current values of the search direction
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