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QuantLib: a free/open-source library for quantitative finance
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ArmijoLineSearch Member List

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

alpha_ArmijoLineSearchprivate
ArmijoLineSearch(Real eps=1e-8, Real alpha=0.05, Real beta=0.65)ArmijoLineSearch
beta_ArmijoLineSearchprivate
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) overrideArmijoLineSearchvirtual
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