QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
LineSearch Member List

This is the complete list of members for LineSearch, including all inherited members.

gradient_ (defined in LineSearch)LineSearchprotected
lastFunctionValue() constLineSearch
lastGradient()LineSearch
lastGradientNorm2() constLineSearch
lastX()LineSearch
LineSearch(Real=0.0)LineSearchexplicit
operator()(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini)=0LineSearchpure virtual
qpt_ (defined in LineSearch)LineSearchprotected
qt_LineSearchprotected
searchDirection() constLineSearch
searchDirection() (defined in LineSearch)LineSearch
searchDirection_LineSearchprotected
succeed() const (defined in LineSearch)LineSearch
succeed_LineSearchprotected
update(Array &params, const Array &direction, Real beta, const Constraint &constraint) (defined in LineSearch)LineSearch
xtd_LineSearchprotected
~LineSearch()LineSearchvirtual