Loading [MathJax]/jax/output/HTML-CSS/config.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
BFGS Member List

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

BFGS(const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >())BFGS
getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) overrideBFGSprivatevirtual
inverseHessian_BFGSprivate
lineSearch_LineSearchBasedMethodprotected
LineSearchBasedMethod(ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >())LineSearchBasedMethodexplicit
minimize(Problem &P, const EndCriteria &endCriteria) overrideLineSearchBasedMethodvirtual
~LineSearchBasedMethod() override=defaultLineSearchBasedMethod
~OptimizationMethod()=defaultOptimizationMethodvirtual