SteepestDescent Class Reference

#include <ql/Optimization/steepestdescent.hpp>

Inheritance diagram for SteepestDescent:

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Detailed Description

Multi-dimensional steepest-descent class.

User has to provide line-search method and optimization end criteria

search direction $ = - f'(x) $


Public Member Functions

 SteepestDescent ()
 default default constructor (msvc bug)

 SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch)
 default constructor

virtual ~SteepestDescent ()
 destructor

virtual void minimize (const Problem &P) const
 minimize the optimization problem P


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