QuantLib: Member List

A free/open-source library for quantitative finance Reference manual - version 1.20

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) | LineSearch | protected
lastFunctionValue() const | LineSearch |
lastGradient() | LineSearch |
lastGradientNorm2() const | LineSearch |
lastX() | LineSearch |
LineSearch(Real=0.0) | LineSearch | explicit
operator()(Problem &P, EndCriteria::Type &ecType, const EndCriteria &, Real t_ini) | ArmijoLineSearch | virtual
qpt_ (defined in LineSearch) | LineSearch | protected
qt_ | LineSearch | protected
searchDirection() const | LineSearch |
searchDirection() (defined in LineSearch) | LineSearch |
searchDirection_ | LineSearch | protected
succeed() const (defined in LineSearch) | LineSearch |
succeed_ | LineSearch | protected
update(Array &params, const Array &direction, Real beta, const Constraint &constraint) (defined in LineSearch) | LineSearch |
xtd_ | LineSearch | protected
~LineSearch() | LineSearch | virtual