25#ifndef quantlib_line_search_based_optimization_method_h
26#define quantlib_line_search_based_optimization_method_h
40 ext::shared_ptr<LineSearch> lSearch = ext::shared_ptr<LineSearch>());
49 const Array& gradient) = 0;
1-D array used in linear algebra.
1-D array used in linear algebra.
Criteria to end optimization process:
Line search based method.
virtual Array getUpdatedDirection(const Problem &P, Real gold2, const Array &gradient)=0
computes the new search direction
~LineSearchBasedMethod() override=default
ext::shared_ptr< LineSearch > lineSearch_
line search
EndCriteria::Type minimize(Problem &P, const EndCriteria &endCriteria) override
minimize the optimization problem P
Abstract class for constrained optimization method.
Constrained optimization problem.
Abstract optimization method class.
Maps shared_ptr to either the boost or std implementation.