Loading [MathJax]/extensions/tex2jax.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
GoldsteinLineSearch Member List

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

alpha_GoldsteinLineSearchprivate
beta_GoldsteinLineSearchprivate
extrapolation_GoldsteinLineSearchprivate
GoldsteinLineSearch(Real eps=1e-8, Real alpha=0.05, Real beta=0.65, Real extrapolation=1.5)GoldsteinLineSearch
gradient_LineSearchprotected
lastFunctionValue() constLineSearch
lastGradient()LineSearch
lastGradientNorm2() constLineSearch
lastX()LineSearch
LineSearch(Real=0.0)LineSearchexplicit
operator()(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini) overrideGoldsteinLineSearchvirtual
qpt_LineSearchprotected
qt_LineSearchprotected
searchDirection() constLineSearch
searchDirection()LineSearch
searchDirection_LineSearchprotected
succeed() constLineSearch
succeed_LineSearchprotected
update(Array &params, const Array &direction, Real beta, const Constraint &constraint)LineSearch
xtd_LineSearchprotected
~LineSearch()=defaultLineSearchvirtual