[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata optimization.xml, 1.1, 1.2
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From: Giorgio F. <gi...@us...> - 2006-07-18 16:01:14
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Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9276/gensrc/metadata Modified Files: optimization.xml Log Message: 1) default is positiveOptimization = true 2) ConjugateGradient new consructor 3) exported LineSearch Index: optimization.xml =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/optimization.xml,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** optimization.xml 14 Jul 2006 17:35:30 -0000 1.1 --- optimization.xml 18 Jul 2006 16:01:08 -0000 1.2 *************** *** 37,41 **** <libraryFunction>setPositiveOptimization</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> <ReturnValue> --- 37,47 ---- <libraryFunction>setPositiveOptimization</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name="isPositive"> ! <type>bool</type> ! <tensorRank>scalar</tensorRank> ! <description>TRUE for positive optimization</description> ! </Parameter> ! </Parameters> </ParameterList> <ReturnValue> *************** *** 59,63 **** <!-- OptimizationMethod base class interface --> ! <Member name='qlOptSetInitialValue' libraryClass='OptimizationMethod'> <description>Set initial value guess to the OptimizationMethod object</description> <libraryFunction>setInitialValue</libraryFunction> --- 65,69 ---- <!-- OptimizationMethod base class interface --> ! <Member name='qlOptimizationSetInitialValue' libraryClass='OptimizationMethod'> <description>Set initial value guess to the OptimizationMethod object</description> <libraryFunction>setInitialValue</libraryFunction> *************** *** 77,86 **** </Member> ! <Member name='qlOptSetEndCriteria' libraryClass='OptimizationMethod'> <description>Set EndCriteria to the OptimizationMethod object</description> <libraryFunction>setEndCriteria</libraryFunction> <ParameterList> <Parameters> ! <Parameter name="guess" libraryClass='EndCriteria' getUnderlying='true'> <type>string</type> <tensorRank>scalar</tensorRank> --- 83,92 ---- </Member> ! <Member name='qlOptimizationSetEndCriteria' libraryClass='OptimizationMethod'> <description>Set EndCriteria to the OptimizationMethod object</description> <libraryFunction>setEndCriteria</libraryFunction> <ParameterList> <Parameters> ! <Parameter name="endCriteria" libraryClass='EndCriteria' getUnderlying='true'> <type>string</type> <tensorRank>scalar</tensorRank> *************** *** 95,104 **** </Member> ! <!-- OptimizationMethod derived classes' consructors --> <Constructor name='qlConjugateGradient'> <libraryFunction>ConjugateGradient</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> </Constructor> --- 101,126 ---- </Member> ! <!-- OptimizationMethod derived classes' constructors --> <Constructor name='qlConjugateGradient'> <libraryFunction>ConjugateGradient</libraryFunction> <ParameterList> ! <Parameters> ! <Parameter name="endCriteria" libraryClass='EndCriteria' getUnderlying='true'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>EndCriteria object ID</description> ! </Parameter> ! <Parameter name="initialValue" libraryType='QuantLib::Array'> ! <type>double</type> ! <tensorRank>vector</tensorRank> ! <description>initial value (i.e. initial guess)</description> ! </Parameter> ! <Parameter name="lineSearch" libraryClass='LineSearch'> ! <type>string</type> ! <tensorRank>scalar</tensorRank> ! <description>LineSearch object ID</description> ! </Parameter> ! </Parameters> </ParameterList> </Constructor> *************** *** 107,111 **** <libraryFunction>LevenbergMarquardt</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> </Constructor> --- 129,133 ---- <libraryFunction>LevenbergMarquardt</libraryFunction> <ParameterList> ! <Parameters/> </ParameterList> </Constructor> *************** *** 135,138 **** --- 157,185 ---- </ParameterList> </Constructor> + + <!-- LineSearch derived classes' constructors --> + + <Constructor name='qlArmijoLineSearch'> + <libraryFunction>ArmijoLineSearch</libraryFunction> + <ParameterList> + <Parameters> + <Parameter name="epsilon"> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>epsilon</description> + </Parameter> + <Parameter name="alpha"> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>alpha</description> + </Parameter> + <Parameter name="beta"> + <type>double</type> + <tensorRank>scalar</tensorRank> + <description>beta</description> + </Parameter> + </Parameters> + </ParameterList> + </Constructor> </Functions> |