#include <sd.h>
Inheritance diagram for SteepestDescent::
Public Methods | |
SteepestDescent () | |
default default constructor (msvc bug). | |
SteepestDescent (QuantLib::Handle< LineSearch< V > > &lineSearch) | |
default constructor. | |
virtual | ~SteepestDescent () |
destructor. | |
virtual void | Minimize (OptimizationProblem< V > &P) |
minimize the optimization problem P. | |
Private Attributes | |
QuantLib::Handle< LineSearch< V > > | lineSearch_ |
line search. |
search direction = - f'(x)
Definition at line 36 of file sd.h.