LineSearch Class Reference
#include <ql/math/optimization/linesearch.hpp>
Inheritance diagram for LineSearch:

Detailed Description
Base class for line search.Public Member Functions | |
| LineSearch (Real=0.0) | |
| Default constructor. | |
| virtual | ~LineSearch () |
| Destructor. | |
| const Array & | lastX () |
| return last x value | |
| Real | lastFunctionValue () |
| return last cost function value | |
| const Array & | lastGradient () |
| return last gradient | |
| Real | lastGradientNorm2 () |
| return square norm of last gradient | |
| bool | succeed () |
| virtual Real | operator() (Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini)=0 |
| Perform line search. | |
| Real | update (Array ¶ms, const Array &direction, Real beta, const Constraint &constraint) |
| const Array & | searchDirection () const |
| current value of the search direction | |
| Array & | searchDirection () |
Protected Attributes | |
| Array | searchDirection_ |
| current values of the search direction | |
| Array | xtd_ |
| new x and its gradient | |
| Array | gradient_ |
| Real | qt_ |
| cost function value and gradient norm corresponding to xtd_ | |
| Real | qpt_ |
| bool | succeed_ |
| flag to know if linesearch succeed | |