QuantLibAddin::ArmijoLineSearch Class Reference
#include <qlo/optimization.hpp>
Inheritance diagram for QuantLibAddin::ArmijoLineSearch:
Collaboration diagram for QuantLibAddin::ArmijoLineSearch:
Public Member Functions | |
ArmijoLineSearch (const boost::shared_ptr< ObjectHandler::ValueObject > &properties, QuantLib::Real eps, QuantLib::Real alpha, QuantLib::Real beta, bool permanent) | |
Constructor & Destructor Documentation
◆ ArmijoLineSearch()
QuantLibAddin::ArmijoLineSearch::ArmijoLineSearch | ( | const boost::shared_ptr< ObjectHandler::ValueObject > & | properties, |
QuantLib::Real | eps, | ||
QuantLib::Real | alpha, | ||
QuantLib::Real | beta, | ||
bool | permanent | ||
) |
The documentation for this class was generated from the following file: