25#ifndef quantlib_optimization_steepest_descent_h
26#define quantlib_optimization_steepest_descent_h
40 ext::shared_ptr<LineSearch>())
1-D array used in linear algebra.
Line search based method.
Constrained optimization problem.
Multi-dimensional steepest-descent class.
SteepestDescent(const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >())
Array getUpdatedDirection(const Problem &P, Real gold2, const Array &oldGradient) override
computes the new search direction
Abstract optimization method class.