SteepestDescent Class Reference

Multi-dimensional steepest-descent class. More...

#include <ql/math/optimization/steepestdescent.hpp>

Inheritance diagram for SteepestDescent:

Public Member Functions
	SteepestDescent (const ext::shared_ptr< LineSearch > &lineSearch=ext::shared_ptr< LineSearch >())
Public Member Functions inherited from LineSearchBasedMethod
	LineSearchBasedMethod (const ext::shared_ptr< LineSearch > &lSearch=ext::shared_ptr< LineSearch >())
virtual EndCriteria::Type	minimize (Problem &P, const EndCriteria &endCriteria)
	minimize the optimization problem P

Additional Inherited Members
Protected Attributes inherited from LineSearchBasedMethod
ext::shared_ptr< LineSearch >	lineSearch_
	line search

Detailed Description

Multi-dimensional steepest-descent class.

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

search direction \( = - f'(x) \)