QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
LineSearchBasedMethod Member List

This is the complete list of members for LineSearchBasedMethod, including all inherited members.

getUpdatedDirection(const Problem &P, Real gold2, const Array &gradient)=0LineSearchBasedMethodprotectedpure virtual
lineSearch_LineSearchBasedMethodprotected
LineSearchBasedMethod(const ext::shared_ptr< LineSearch > &lSearch=ext::shared_ptr< LineSearch >()) (defined in LineSearchBasedMethod)LineSearchBasedMethodexplicit
minimize(Problem &P, const EndCriteria &endCriteria)LineSearchBasedMethodvirtual
~LineSearchBasedMethod() (defined in LineSearchBasedMethod)LineSearchBasedMethodvirtual
~OptimizationMethod() (defined in OptimizationMethod)OptimizationMethodvirtual