QuantLib 0.3.7
http://quantlib.org
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ArmijoLineSearch Member List
This is the complete list of members for
ArmijoLineSearch
, including all inherited members.
ArmijoLineSearch
(Real eps=1e-8, Real alpha=0.5, Real beta=0.65)
ArmijoLineSearch
gradient_
LineSearch
[protected]
lastFunctionValue
()
LineSearch
lastGradient
()
LineSearch
lastGradientNorm2
()
LineSearch
lastX
()
LineSearch
LineSearch
(Real eps=1e-8)
LineSearch
operator()
(const Problem &P, Real t_ini)
ArmijoLineSearch
[virtual]
qpt_
LineSearch
[protected]
qt_
LineSearch
[protected]
succeed
() (defined in
LineSearch
)
LineSearch
succeed_
LineSearch
[protected]
update
(Array ¶ms, const Array &direction, Real beta, const Constraint &constraint) (defined in
LineSearch
)
LineSearch
xtd_
LineSearch
[protected]
~ArmijoLineSearch
()
ArmijoLineSearch
[virtual]
~LineSearch
()
LineSearch
[virtual]
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