ConjugateGradient Class Reference

### A free/open-source library for quantitative finance

Public Member Functions
ConjugateGradient Class Reference

Multi-dimensional Conjugate Gradient class. More...

`#include <ql/math/optimization/conjugategradient.hpp>`

Inherits LineSearchBasedMethod.

List of all members.

## Public Member Functions
| ConjugateGradient (const boost::shared_ptr< LineSearch > &lineSearch=boost::shared_ptr< LineSearch >())

## Detailed Description

Multi-dimensional Conjugate Gradient class.

Fletcher-Reeves-Polak-Ribiere algorithm adapted from Numerical Recipes in C, 2nd edition.

User has to provide line-search method and optimization end criteria. Search direction where and