QuantLib 0.3.6 http://quantlib.org User manual Introduction to QuantLib Introduction Project overview Where to get QuantLib Installation Usage Version history Additional resources The QuantLib group Copyright and license QuantLib components Core classes Date and time calculations Lattice methods The finite differences framework The Monte Carlo framework Short-rate models Currencies and FX rates Instruments and pricers Math tools Design patterns Term structures Utilities Examples Reference manual Modules Class Hierarchy Compound List File List Compound Members File Members Todo List Known Bugs Deprecated Features

LineSearch Class Reference #include <ql/Optimization/linesearch.hpp> Inheritance diagram for LineSearch: [legend]List of all members. Detailed Description Base class for line search. Public Member Functions   LineSearch (double eps=1e-8)   Default constructor. virtual  ~LineSearch ()   Destructor. const Array &  lastX ()   return last x value double  lastFunctionValue ()   return last cost function value const Array &  lastGradient ()   return last gradient double  lastGradientNorm2 ()   return square norm of last gradient bool  succeed () virtual double  operator() (const Problem &P, double t_ini)=0   Perform line search. double  update (Array &params, const Array &direction, double beta, const Constraint &constraint) Protected Attributes Array  xtd_   new x and its gradient Array  gradient_   new x and its gradient double  qt_   cost function value and gradient norm corresponding to xtd_ double  qpt_   cost function value and gradient norm corresponding to xtd_ bool  succeed_   flag to know if linesearch succeed

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