24#include <ql/math/optimization/conjugategradient.hpp>
25#include <ql/math/optimization/problem.hpp>
26#include <ql/math/optimization/linesearch.hpp>
1-D array used in linear algebra.
Array getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) override
computes the new search direction
ext::shared_ptr< LineSearch > lineSearch_
line search
Constrained optimization problem.
Real gradientNormValue() const
value of cost function gradient norm