QuantLib: SteepestDescent Class Reference

A free/open-source library for quantitative finance Reference manual - version 1.12

Public Member Functions | List of all members
SteepestDescent Class Reference

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 >())

## Detailed Description

Multi-dimensional steepest-descent class.

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

search direction \( = - f'(x) \)