org.jquantlib.math.optimization

Class ConjugateGradient

java.lang.Object

org.jquantlib.math.optimization.OptimizationMethod

org.jquantlib.math.optimization.LineSearchBasedMethod

org.jquantlib.math.optimization.ConjugateGradient

public class ConjugateGradient
extends LineSearchBasedMethod

Constructor Summary

Constructors

Constructor and Description
ConjugateGradient()
ConjugateGradient(LineSearch lineSearch)

Method Summary

Modifier and Type	Method and Description
EndCriteria.Type	minimize(Problem P, EndCriteria endCriteria)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ConjugateGradient

public ConjugateGradient()

ConjugateGradient

public ConjugateGradient(LineSearch lineSearch)

Method Detail

minimize

public EndCriteria.Type minimize(Problem P,
                                 EndCriteria endCriteria)

Specified by:

minimize in class OptimizationMethod