LineSearch Class Reference

Base class for line search. More...

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

Inheritance diagram for LineSearch:

List of all members.

Public Member Functions
	LineSearch (Real=0.0)
	Default constructor.
virtual	~LineSearch ()
	Destructor.
const Array &	lastX ()
	return last x value
Real	lastFunctionValue ()
	return last cost function value
const Array &	lastGradient ()
	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 Array &	searchDirection () const
	current value of the search direction
Array &	searchDirection ()
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

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Detailed Description

Base class for line search.