26#ifndef quantlib_optimization_conjugate_gradient_h
27#define quantlib_optimization_conjugate_gradient_h
50 ext::shared_ptr<LineSearch>())
1-D array used in linear algebra.
Multi-dimensional Conjugate Gradient class.
ConjugateGradient(const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >())
Array getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) override
computes the new search direction
Line search based method.
Constrained optimization problem.
Abstract optimization method class.