Line search based method. More...
#include <ql/math/optimization/linesearchbasedmethod.hpp>
Inheritance diagram for LineSearchBasedMethod:
Collaboration diagram for LineSearchBasedMethod:
Public Member Functions | |
| LineSearchBasedMethod (ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >()) | |
| ~LineSearchBasedMethod () override=default | |
| EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria) override |
| minimize the optimization problem P More... | |
| Public Member Functions inherited from OptimizationMethod | |
| virtual | ~OptimizationMethod ()=default |
| virtual EndCriteria::Type | minimize (Problem &P, const EndCriteria &endCriteria)=0 |
| minimize the optimization problem P More... | |
Protected Member Functions | |
| virtual Array | getUpdatedDirection (const Problem &P, Real gold2, const Array &gradient)=0 |
| computes the new search direction More... | |
Protected Attributes | |
| ext::shared_ptr< LineSearch > | lineSearch_ |
| line search More... | |
Detailed Description
Line search based method.
Definition at line 37 of file linesearchbasedmethod.hpp.
Constructor & Destructor Documentation
◆ LineSearchBasedMethod()
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explicit |
Definition at line 29 of file linesearchbasedmethod.cpp.
◆ ~LineSearchBasedMethod()
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overridedefault |
Member Function Documentation
◆ minimize()
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overridevirtual |
minimize the optimization problem P
Implements OptimizationMethod.
Definition at line 36 of file linesearchbasedmethod.cpp.
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◆ getUpdatedDirection()
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protectedpure virtual |
computes the new search direction
Implemented in BFGS, ConjugateGradient, and SteepestDescent.
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Member Data Documentation
◆ lineSearch_
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protected |
line search
Definition at line 51 of file linesearchbasedmethod.hpp.