QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
|
This is the complete list of members for LineSearchBasedMethod, including all inherited members.
getUpdatedDirection(const Problem &P, Real gold2, const Array &gradient)=0 | LineSearchBasedMethod | protectedpure virtual |
lineSearch_ | LineSearchBasedMethod | protected |
LineSearchBasedMethod(ext::shared_ptr< LineSearch > lSearch=ext::shared_ptr< LineSearch >()) | LineSearchBasedMethod | explicit |
minimize(Problem &P, const EndCriteria &endCriteria) override | LineSearchBasedMethod | virtual |
~LineSearchBasedMethod() override=default | LineSearchBasedMethod | |
~OptimizationMethod()=default | OptimizationMethod | virtual |