SteepestDescent Class Reference
#include <ql/Optimization/steepestdescent.hpp>
Inheritance diagram for SteepestDescent:

Detailed Description
Multi-dimensional steepest-descent class.User has to provide line-search method and optimization end criteria
search direction
Public Member Functions | |
SteepestDescent () | |
default default constructor (msvc bug) | |
SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch) | |
default constructor | |
void | minimize (const Problem &P) const |
minimize the optimization problem P |