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quantlib.js
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"ql/math/optimization/linesearchbasedmethod"
LineSearchBasedMethod
Class LineSearchBasedMethod
Hierarchy
OptimizationMethod
LineSearchBasedMethod
ConjugateGradient
BFGS
SteepestDescent
Index
Constructors
constructor
Properties
_line
Search
Accessors
is
Disposed
Methods
dispose
get
Updated
Direction
minimize
Constructors
constructor
new
Line
Search
Based
Method
(
lSearch
:
LineSearch
)
:
LineSearchBasedMethod
Parameters
lSearch:
LineSearch
Returns
LineSearchBasedMethod
Properties
Protected
_line
Search
_line
Search
:
LineSearch
Accessors
is
Disposed
get
isDisposed
(
)
:
boolean
Returns
boolean
Methods
dispose
dispose
(
)
:
void
Returns
void
Protected
get
Updated
Direction
get
Updated
Direction
(
p
:
Problem
, gold2
:
Real
, gradient
:
Real
[]
)
:
Real
[]
computes the new search direction
Parameters
p:
Problem
gold2:
Real
gradient:
Real
[]
Returns
Real
[]
minimize
minimize
(
P
:
Problem
, endCriteria
:
EndCriteria
)
:
Type
Parameters
P:
Problem
endCriteria:
EndCriteria
Returns
Type
Globals
"ql/math/optimization/linesearchbasedmethod"
Line
Search
Based
Method
constructor
_line
Search
is
Disposed
dispose
get
Updated
Direction
minimize
computes the new search direction