QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.6
ArmijoLineSearch Member List

This is the complete list of members for ArmijoLineSearch, including all inherited members.

ArmijoLineSearch(Real eps=1e-8, Real alpha=0.05, Real beta=0.65)ArmijoLineSearch
gradient_ (defined in LineSearch)LineSearchprotected
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)ArmijoLineSearchvirtual
qpt_ (defined in LineSearch)LineSearchprotected
qt_LineSearchprotected
searchDirection() const LineSearch
searchDirection() (defined in LineSearch)LineSearch
searchDirection_LineSearchprotected
succeed() (defined in LineSearch)LineSearch
succeed_LineSearchprotected
update(Array &params, const Array &direction, Real beta, const Constraint &constraint) (defined in LineSearch)LineSearch
xtd_LineSearchprotected
~LineSearch()LineSearchvirtual