1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
|
<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Transitional//EN" "http://www.w3.org/TR/xhtml1/DTD/xhtml1-transitional.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
<meta http-equiv="Content-Type" content="text/xhtml;charset=UTF-8"/>
<meta http-equiv="X-UA-Compatible" content="IE=9"/>
<meta name="generator" content="Doxygen 1.8.20"/>
<meta name="viewport" content="width=device-width, initial-scale=1"/>
<title>QuantLib: LineSearch Class Reference</title>
<link href='https://fonts.googleapis.com/css?family=Merriweather+Sans:800' rel='stylesheet' type='text/css'>
<link href="tabs.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="jquery.js"></script>
<script type="text/javascript" src="dynsections.js"></script>
<link href="search/search.css" rel="stylesheet" type="text/css"/>
<script type="text/javascript" src="search/searchdata.js"></script>
<script type="text/javascript" src="search/search.js"></script>
<script type="text/x-mathjax-config">
MathJax.Hub.Config({
extensions: ["tex2jax.js"],
jax: ["input/TeX","output/HTML-CSS"],
});
</script>
<script type="text/javascript" async="async" src="https://cdnjs.cloudflare.com/ajax/libs/mathjax/2.7.5/MathJax.js"></script>
<link href="doxygen.css" rel="stylesheet" type="text/css" />
<link href="quantlibextra.css" rel="stylesheet" type="text/css"/>
</head>
<body>
<div id="top"><!-- do not remove this div, it is closed by doxygen! -->
<div id="titlearea">
<table cellspacing="0" cellpadding="0">
<tbody>
<tr style="height: 56px;">
<td id="projectalign" style="padding-left: 0.5em;">
<div id="projectname"><a href="http://quantlib.org">
<img alt="QuantLib" src="QL-title.jpg"></a>
<div id="projectbrief">A free/open-source library for quantitative finance</div>
<div id="projectnumber">Reference manual - version 1.20</div>
</div>
</td>
</tr>
</tbody>
</table>
</div>
<!-- end header part -->
<!-- Generated by Doxygen 1.8.20 -->
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
var searchBox = new SearchBox("searchBox", "search",false,'Search');
/* @license-end */
</script>
<script type="text/javascript" src="menudata.js"></script>
<script type="text/javascript" src="menu.js"></script>
<script type="text/javascript">
/* @license magnet:?xt=urn:btih:cf05388f2679ee054f2beb29a391d25f4e673ac3&dn=gpl-2.0.txt GPL-v2 */
$(function() {
initMenu('',true,false,'search.php','Search');
$(document).ready(function() { init_search(); });
});
/* @license-end */</script>
<div id="main-nav"></div>
<!-- window showing the filter options -->
<div id="MSearchSelectWindow"
onmouseover="return searchBox.OnSearchSelectShow()"
onmouseout="return searchBox.OnSearchSelectHide()"
onkeydown="return searchBox.OnSearchSelectKey(event)">
</div>
<!-- iframe showing the search results (closed by default) -->
<div id="MSearchResultsWindow">
<iframe src="javascript:void(0)" frameborder="0"
name="MSearchResults" id="MSearchResults">
</iframe>
</div>
<div id="nav-path" class="navpath">
<ul>
<li class="navelem"><a class="el" href="namespace_quant_lib.html">QuantLib</a></li><li class="navelem"><a class="el" href="class_quant_lib_1_1_line_search.html">LineSearch</a></li> </ul>
</div>
</div><!-- top -->
<div class="header">
<div class="summary">
<a href="#pub-methods">Public Member Functions</a> |
<a href="#pro-attribs">Protected Attributes</a> |
<a href="class_quant_lib_1_1_line_search-members.html">List of all members</a> </div>
<div class="headertitle">
<div class="title">LineSearch Class Reference<span class="mlabels"><span class="mlabel">abstract</span></span></div> </div>
</div><!--header-->
<div class="contents">
<p>Base class for line search.
<a href="class_quant_lib_1_1_line_search.html#details">More...</a></p>
<p><code>#include <ql/math/optimization/linesearch.hpp></code></p>
<div id="dynsection-0" onclick="return toggleVisibility(this)" class="dynheader closed" style="cursor:pointer;">
<img id="dynsection-0-trigger" src="closed.png" alt="+"/> Inheritance diagram for LineSearch:</div>
<div id="dynsection-0-summary" class="dynsummary" style="display:block;">
</div>
<div id="dynsection-0-content" class="dyncontent" style="display:none;">
<div class="center"><img src="class_quant_lib_1_1_line_search__inherit__graph.png" border="0" usemap="#a_line_search_inherit__map" alt="Inheritance graph"/></div>
<map name="_line_search_inherit__map" id="a_line_search_inherit__map">
<area shape="rect" title="Base class for line search." alt="" coords="24,5,111,32"/>
<area shape="rect" href="class_quant_lib_1_1_armijo_line_search.html" title="Armijo line search." alt="" coords="5,80,129,107"/>
</map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr class="memitem:abf6329e7e510004f936417b572cd3feb"><td class="memItemLeft" align="right" valign="top"><a id="abf6329e7e510004f936417b572cd3feb"></a>
 </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#abf6329e7e510004f936417b572cd3feb">LineSearch</a> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a>=0.0)</td></tr>
<tr class="memdesc:abf6329e7e510004f936417b572cd3feb"><td class="mdescLeft"> </td><td class="mdescRight">Default constructor. <br /></td></tr>
<tr class="separator:abf6329e7e510004f936417b572cd3feb"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa1525d9d1f8f851f1371337be8d9a587"><td class="memItemLeft" align="right" valign="top"><a id="aa1525d9d1f8f851f1371337be8d9a587"></a>
virtual </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#aa1525d9d1f8f851f1371337be8d9a587">~LineSearch</a> ()</td></tr>
<tr class="memdesc:aa1525d9d1f8f851f1371337be8d9a587"><td class="mdescLeft"> </td><td class="mdescRight">Destructor. <br /></td></tr>
<tr class="separator:aa1525d9d1f8f851f1371337be8d9a587"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a73029249454596185357bd919ecc66e7"><td class="memItemLeft" align="right" valign="top"><a id="a73029249454596185357bd919ecc66e7"></a>
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#a73029249454596185357bd919ecc66e7">lastX</a> ()</td></tr>
<tr class="memdesc:a73029249454596185357bd919ecc66e7"><td class="mdescLeft"> </td><td class="mdescRight">return last x value <br /></td></tr>
<tr class="separator:a73029249454596185357bd919ecc66e7"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acb191c566a812e3e7d1406977c0fb9dd"><td class="memItemLeft" align="right" valign="top"><a id="acb191c566a812e3e7d1406977c0fb9dd"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#acb191c566a812e3e7d1406977c0fb9dd">lastFunctionValue</a> () const</td></tr>
<tr class="memdesc:acb191c566a812e3e7d1406977c0fb9dd"><td class="mdescLeft"> </td><td class="mdescRight">return last cost function value <br /></td></tr>
<tr class="separator:acb191c566a812e3e7d1406977c0fb9dd"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a0a99d489f61c963d573fb9eb2a404c1d"><td class="memItemLeft" align="right" valign="top"><a id="a0a99d489f61c963d573fb9eb2a404c1d"></a>
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#a0a99d489f61c963d573fb9eb2a404c1d">lastGradient</a> ()</td></tr>
<tr class="memdesc:a0a99d489f61c963d573fb9eb2a404c1d"><td class="mdescLeft"> </td><td class="mdescRight">return last gradient <br /></td></tr>
<tr class="separator:a0a99d489f61c963d573fb9eb2a404c1d"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aaaca9b17704b9a7356e394a6e56be66a"><td class="memItemLeft" align="right" valign="top"><a id="aaaca9b17704b9a7356e394a6e56be66a"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#aaaca9b17704b9a7356e394a6e56be66a">lastGradientNorm2</a> () const</td></tr>
<tr class="memdesc:aaaca9b17704b9a7356e394a6e56be66a"><td class="mdescLeft"> </td><td class="mdescRight">return square norm of last gradient <br /></td></tr>
<tr class="separator:aaaca9b17704b9a7356e394a6e56be66a"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:acf96853903414c5ad66169f291938f4c"><td class="memItemLeft" align="right" valign="top"><a id="acf96853903414c5ad66169f291938f4c"></a>
bool </td><td class="memItemRight" valign="bottom"><b>succeed</b> () const</td></tr>
<tr class="separator:acf96853903414c5ad66169f291938f4c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8ef8347f08702bb4619fb41a05ba4691"><td class="memItemLeft" align="right" valign="top"><a id="a8ef8347f08702bb4619fb41a05ba4691"></a>
virtual <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#a8ef8347f08702bb4619fb41a05ba4691">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> &, <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> t_ini)=0</td></tr>
<tr class="memdesc:a8ef8347f08702bb4619fb41a05ba4691"><td class="mdescLeft"> </td><td class="mdescRight">Perform line search. <br /></td></tr>
<tr class="separator:a8ef8347f08702bb4619fb41a05ba4691"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a5014094d4595b63fad08d361f70bea98"><td class="memItemLeft" align="right" valign="top"><a id="a5014094d4595b63fad08d361f70bea98"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">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#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> beta, const <a class="el" href="class_quant_lib_1_1_constraint.html">Constraint</a> &constraint)</td></tr>
<tr class="separator:a5014094d4595b63fad08d361f70bea98"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aa84d8a98a895f6cf2dce4fd113140c60"><td class="memItemLeft" align="right" valign="top"><a id="aa84d8a98a895f6cf2dce4fd113140c60"></a>
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#aa84d8a98a895f6cf2dce4fd113140c60">searchDirection</a> () const</td></tr>
<tr class="memdesc:aa84d8a98a895f6cf2dce4fd113140c60"><td class="mdescLeft"> </td><td class="mdescRight">current value of the search direction <br /></td></tr>
<tr class="separator:aa84d8a98a895f6cf2dce4fd113140c60"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a8925a1dc9b83be8f1181b1c638804a1f"><td class="memItemLeft" align="right" valign="top"><a id="a8925a1dc9b83be8f1181b1c638804a1f"></a>
<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 class="separator:a8925a1dc9b83be8f1181b1c638804a1f"><td class="memSeparator" colspan="2"> </td></tr>
</table><table class="memberdecls">
<tr class="heading"><td colspan="2"><h2 class="groupheader"><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr class="memitem:a2279b9a5a0693be810780a356ce2593f"><td class="memItemLeft" align="right" valign="top"><a id="a2279b9a5a0693be810780a356ce2593f"></a>
<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#a2279b9a5a0693be810780a356ce2593f">searchDirection_</a></td></tr>
<tr class="memdesc:a2279b9a5a0693be810780a356ce2593f"><td class="mdescLeft"> </td><td class="mdescRight">current values of the search direction <br /></td></tr>
<tr class="separator:a2279b9a5a0693be810780a356ce2593f"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a633de5cce68edbe62dcc0104c92e69c1"><td class="memItemLeft" align="right" valign="top"><a id="a633de5cce68edbe62dcc0104c92e69c1"></a>
<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#a633de5cce68edbe62dcc0104c92e69c1">xtd_</a></td></tr>
<tr class="memdesc:a633de5cce68edbe62dcc0104c92e69c1"><td class="mdescLeft"> </td><td class="mdescRight">new x and its gradient <br /></td></tr>
<tr class="separator:a633de5cce68edbe62dcc0104c92e69c1"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a28dad9f0113c33c5641f4c87b6c5208c"><td class="memItemLeft" align="right" valign="top"><a id="a28dad9f0113c33c5641f4c87b6c5208c"></a>
<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 class="separator:a28dad9f0113c33c5641f4c87b6c5208c"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:af784d8fad068c2fcb91696bd7a7346c3"><td class="memItemLeft" align="right" valign="top"><a id="af784d8fad068c2fcb91696bd7a7346c3"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#af784d8fad068c2fcb91696bd7a7346c3">qt_</a></td></tr>
<tr class="memdesc:af784d8fad068c2fcb91696bd7a7346c3"><td class="mdescLeft"> </td><td class="mdescRight">cost function value and gradient norm corresponding to xtd_ <br /></td></tr>
<tr class="separator:af784d8fad068c2fcb91696bd7a7346c3"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:aca10938722a51a63857d6bc7bc1f4717"><td class="memItemLeft" align="right" valign="top"><a id="aca10938722a51a63857d6bc7bc1f4717"></a>
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>qpt_</b></td></tr>
<tr class="separator:aca10938722a51a63857d6bc7bc1f4717"><td class="memSeparator" colspan="2"> </td></tr>
<tr class="memitem:a1bdb6aaa82b6a980db5312bcc3c86c3a"><td class="memItemLeft" align="right" valign="top"><a id="a1bdb6aaa82b6a980db5312bcc3c86c3a"></a>
bool </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_line_search.html#a1bdb6aaa82b6a980db5312bcc3c86c3a">succeed_</a></td></tr>
<tr class="memdesc:a1bdb6aaa82b6a980db5312bcc3c86c3a"><td class="mdescLeft"> </td><td class="mdescRight">flag to know if linesearch succeed <br /></td></tr>
<tr class="separator:a1bdb6aaa82b6a980db5312bcc3c86c3a"><td class="memSeparator" colspan="2"> </td></tr>
</table>
<a name="details" id="details"></a><h2 class="groupheader">Detailed Description</h2>
<div class="textblock"><p>Base class for line search. </p>
</div></div><!-- contents -->
<!-- HTML footer for doxygen 1.8.9.1-->
<!-- start footer part -->
<hr class="footer"/><address class="footer"><small>
Generated by <a href="http://www.doxygen.org/index.html">Doxygen</a>
1.8.20
</small></address>
</body>
</html>
|
