QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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This is the complete list of members for ArmijoLineSearch, including all inherited members.
alpha_ | ArmijoLineSearch | private |
ArmijoLineSearch(Real eps=1e-8, Real alpha=0.05, Real beta=0.65) | ArmijoLineSearch | |
beta_ | ArmijoLineSearch | private |
gradient_ | LineSearch | protected |
lastFunctionValue() const | LineSearch | |
lastGradient() | LineSearch | |
lastGradientNorm2() const | LineSearch | |
lastX() | LineSearch | |
LineSearch(Real=0.0) | LineSearch | explicit |
operator()(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini) override | ArmijoLineSearch | virtual |
qpt_ | LineSearch | protected |
qt_ | LineSearch | protected |
searchDirection() const | LineSearch | |
searchDirection() | LineSearch | |
searchDirection_ | LineSearch | protected |
succeed() const | LineSearch | |
succeed_ | LineSearch | protected |
update(Array ¶ms, const Array &direction, Real beta, const Constraint &constraint) | LineSearch | |
xtd_ | LineSearch | protected |
~LineSearch()=default | LineSearch | virtual |