- QuantLib
- SteepestDescent
Multi-dimensional steepest-descent class. More...
#include <ql/math/optimization/steepestdescent.hpp>
Inherits LineSearchBasedMethod.
Public Member Functions | |
SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >()) |
Multi-dimensional steepest-descent class.
User has to provide line-search method and optimization end criteria
search direction