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<title>QuantLib: LineSearch Class Reference</title>
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<h3 class="subtitle">A free/open-source library for quantitative finance</h3>
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<a class="el" href="namespace_quant_lib.html">QuantLib</a>::<a class="el" href="class_quant_lib_1_1_line_search.html">LineSearch</a></div>
<h1>LineSearch Class Reference</h1><!-- doxytag: class="QuantLib::LineSearch" --><code>#include <ql/math/optimization/linesearch.hpp></code>
<p>
<div class="dynheader">
Inheritance diagram for LineSearch:</div>
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<p><center><img src="class_quant_lib_1_1_line_search__inherit__graph.png" border="0" usemap="#_line_search__inherit__map" alt="Inheritance graph"></center>
<map name="_line_search__inherit__map">
<area shape="rect" href="class_quant_lib_1_1_armijo_line_search.html" title="Armijo line search." alt="" coords="5,84,139,111"></map>
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<a href="class_quant_lib_1_1_line_search-members.html">List of all members.</a><hr><a name="_details"></a><h2>Detailed Description</h2>
Base class for line search. <table border="0" cellpadding="0" cellspacing="0">
<tr><td></td></tr>
<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bf6329e7e510004f936417b572cd3feb"></a><!-- doxytag: member="QuantLib::LineSearch::LineSearch" ref="bf6329e7e510004f936417b572cd3feb" args="(Real=0.0)" -->
</td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#bf6329e7e510004f936417b572cd3feb">LineSearch</a> (<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>=0.0)</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="a1525d9d1f8f851f1371337be8d9a587"></a><!-- doxytag: member="QuantLib::LineSearch::~LineSearch" ref="a1525d9d1f8f851f1371337be8d9a587" args="()" -->
virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#a1525d9d1f8f851f1371337be8d9a587">~LineSearch</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Destructor. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="73029249454596185357bd919ecc66e7"></a><!-- doxytag: member="QuantLib::LineSearch::lastX" ref="73029249454596185357bd919ecc66e7" args="()" -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#73029249454596185357bd919ecc66e7">lastX</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return last x value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f69b05a05ba75aa93dad2aa580f192d0"></a><!-- doxytag: member="QuantLib::LineSearch::lastFunctionValue" ref="f69b05a05ba75aa93dad2aa580f192d0" args="()" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#f69b05a05ba75aa93dad2aa580f192d0">lastFunctionValue</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return last cost function value <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0a99d489f61c963d573fb9eb2a404c1d"></a><!-- doxytag: member="QuantLib::LineSearch::lastGradient" ref="0a99d489f61c963d573fb9eb2a404c1d" args="()" -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#0a99d489f61c963d573fb9eb2a404c1d">lastGradient</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return last gradient <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="54f1c9dd805235c94fb4145a860411d4"></a><!-- doxytag: member="QuantLib::LineSearch::lastGradientNorm2" ref="54f1c9dd805235c94fb4145a860411d4" args="()" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#54f1c9dd805235c94fb4145a860411d4">lastGradientNorm2</a> ()</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">return square norm of last gradient <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="493a40ac48f746089050c94b6b01ca52"></a><!-- doxytag: member="QuantLib::LineSearch::succeed" ref="493a40ac48f746089050c94b6b01ca52" args="()" -->
bool </td><td class="memItemRight" valign="bottom"><b>succeed</b> ()</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="97d8cb294aaa9a7bc88678370e80f31e"></a><!-- doxytag: member="QuantLib::LineSearch::operator()" ref="97d8cb294aaa9a7bc88678370e80f31e" args="(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini)=0" -->
virtual <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#97d8cb294aaa9a7bc88678370e80f31e">operator()</a> (<a class="el" href="class_quant_lib_1_1_problem.html">Problem</a> &P, EndCriteria::Type &ecType, const <a class="el" href="class_quant_lib_1_1_end_criteria.html">EndCriteria</a> &, const <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t_ini)=0</td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">Perform line search. <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5014094d4595b63fad08d361f70bea98"></a><!-- doxytag: member="QuantLib::LineSearch::update" ref="5014094d4595b63fad08d361f70bea98" args="(Array &params, const Array &direction, Real beta, const Constraint &constraint)" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>update</b> (<a class="el" href="class_quant_lib_1_1_array.html">Array</a> &params, const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> &direction, <a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint)</td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b43e31a0f04f11a616b9a1b08dbac7c7"></a><!-- doxytag: member="QuantLib::LineSearch::searchDirection" ref="b43e31a0f04f11a616b9a1b08dbac7c7" args="() const " -->
const <a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#b43e31a0f04f11a616b9a1b08dbac7c7">searchDirection</a> () const </td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">current value of the search direction <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8925a1dc9b83be8f1181b1c638804a1f"></a><!-- doxytag: member="QuantLib::LineSearch::searchDirection" ref="8925a1dc9b83be8f1181b1c638804a1f" args="()" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> & </td><td class="memItemRight" valign="bottom"><b>searchDirection</b> ()</td></tr>
<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="2279b9a5a0693be810780a356ce2593f"></a><!-- doxytag: member="QuantLib::LineSearch::searchDirection_" ref="2279b9a5a0693be810780a356ce2593f" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#2279b9a5a0693be810780a356ce2593f">searchDirection_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">current values of the search direction <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="633de5cce68edbe62dcc0104c92e69c1"></a><!-- doxytag: member="QuantLib::LineSearch::xtd_" ref="633de5cce68edbe62dcc0104c92e69c1" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#633de5cce68edbe62dcc0104c92e69c1">xtd_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">new x and its gradient <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="28dad9f0113c33c5641f4c87b6c5208c"></a><!-- doxytag: member="QuantLib::LineSearch::gradient_" ref="28dad9f0113c33c5641f4c87b6c5208c" args="" -->
<a class="el" href="class_quant_lib_1_1_array.html">Array</a> </td><td class="memItemRight" valign="bottom"><b>gradient_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="f784d8fad068c2fcb91696bd7a7346c3"></a><!-- doxytag: member="QuantLib::LineSearch::qt_" ref="f784d8fad068c2fcb91696bd7a7346c3" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#f784d8fad068c2fcb91696bd7a7346c3">qt_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">cost function value and gradient norm corresponding to xtd_ <br></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ca10938722a51a63857d6bc7bc1f4717"></a><!-- doxytag: member="QuantLib::LineSearch::qpt_" ref="ca10938722a51a63857d6bc7bc1f4717" args="" -->
<a class="el" href="group__types.html#g4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qpt_</b></td></tr>
<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1bdb6aaa82b6a980db5312bcc3c86c3a"></a><!-- doxytag: member="QuantLib::LineSearch::succeed_" ref="1bdb6aaa82b6a980db5312bcc3c86c3a" args="" -->
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#1bdb6aaa82b6a980db5312bcc3c86c3a">succeed_</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">flag to know if linesearch succeed <br></td></tr>
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