SteepestDescent Class Reference

Multi-dimensional steepest-descent class. More...

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

Inherits LineSearchBasedMethod.

Public Member Functions
	SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >())
Public Member Functions inherited from LineSearchBasedMethod
	LineSearchBasedMethod (const boost::shared_ptr< LineSearch > &lSearch=boost::shared_ptr< LineSearch >())
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)
Public Member Functions inherited from OptimizationMethod
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)=0
	minimize the optimization problem P

Additional Inherited Members
Protected Member Functions inherited from LineSearchBasedMethod
virtual Disposable< Array >	getUpdatedDirection (const Problem &P, Real gold2, const Array &gradient)=0
	computes the new search direction
Protected Attributes inherited from LineSearchBasedMethod
boost::shared_ptr< LineSearch >	lineSearch_
	line search

Detailed Description

Multi-dimensional steepest-descent class.

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

search direction