QuantLib_SteepestDescent man page

SteepestDescent — Multi-dimensional steepest-descent class.


#include <ql/math/optimization/steepestdescent.hpp>

Inherits LineSearchBasedMethod.

Public Member Functions

SteepestDescent (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >())

Detailed Description

Multi-dimensional steepest-descent class.

User has to provide line-search method and optimization end criteria

search direction $ = - f'(x) $


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Referenced By

SteepestDescent(3) is an alias of QuantLib_SteepestDescent(3).

Fri Sep 23 2016 Version 1.8.1 QuantLib