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

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

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)=0LineSearchpure virtual
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