QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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ConjugateGradient Member List

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

ConjugateGradient(const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >())ConjugateGradient
getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) overrideConjugateGradientprivatevirtual
lineSearch_LineSearchBasedMethodprotected
LineSearchBasedMethod(ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >())LineSearchBasedMethodexplicit
minimize(Problem &P, const EndCriteria &endCriteria) overrideLineSearchBasedMethodvirtual
~LineSearchBasedMethod() override=defaultLineSearchBasedMethod
~OptimizationMethod()=defaultOptimizationMethodvirtual