- QuantLib
- ArmijoLineSearch
| ArmijoLineSearch(Real eps=1e-8, Real alpha=0.05, Real beta=0.65) | ArmijoLineSearch | |
| gradient_ (defined in LineSearch) | LineSearch | [protected] |
| lastFunctionValue() | LineSearch | |
| lastGradient() | LineSearch | |
| lastGradientNorm2() | LineSearch | |
| lastX() | LineSearch | |
| LineSearch(Real=0.0) | LineSearch | |
| operator()(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, const Real t_ini) | ArmijoLineSearch | [virtual] |
| qpt_ (defined in LineSearch) | LineSearch | [protected] |
| qt_ | LineSearch | [protected] |
| searchDirection() const | LineSearch | |
| searchDirection() (defined in LineSearch) | LineSearch | |
| searchDirection_ | 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] |
| ~LineSearch() | LineSearch | [virtual] |