/*
Copyright (C) 2009 Ueli Hofstetter
This source code is release under the BSD License.
This file is part of JQuantLib, a free-software/open-source library
for financial quantitative analysts and developers - http://jquantlib.org/
JQuantLib is free software: you can redistribute it and/or modify it
under the terms of the JQuantLib license. You should have received a
copy of the license along with this program; if not, please email
. The license is also available online at
.
This program is distributed in the hope that it will be useful, but WITHOUT
ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE. See the license for more details.
JQuantLib is based on QuantLib. http://quantlib.org/
When applicable, the original copyright notice follows this notice.
*/
package org.jquantlib.math.optimization;
import org.jquantlib.QL;
public abstract class LineSearchBasedMethod extends OptimizationMethod {
protected LineSearch lineSearch_;
protected LineSearchBasedMethod() {
QL.validateExperimentalMode();
}
public LineSearchBasedMethod(final LineSearch lineSearch){
QL.validateExperimentalMode();
lineSearch_ = lineSearch;
//FIXME: is this correct
if(lineSearch_ == null){
lineSearch_ = new ArmijoLineSearch();
}
}
}
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