ConjugateGradient Class Reference
#include <ql/Optimization/conjugategradient.hpp>
Inheritance diagram for ConjugateGradient:

Detailed Description
Multi-dimensional Conjugate Gradient class.User has to provide line-search method and optimization end criteria
search direction
where
and
Public Member Functions | |
| ConjugateGradient (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >()) | |
| default constructor | |
| ConjugateGradient (const EndCriteria &endCriteria, const Array &initialValue, const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >()) | |
| void | minimize (const Problem &P) const |
| minimize the optimization problem P | |