[QuantLibAddin-cvs] QuantLibAddin/qlo optimization.hpp,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/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv9276/qlo Modified Files: optimization.hpp Log Message: 1) default is positiveOptimization = true 2) ConjugateGradient new consructor 3) exported LineSearch Index: optimization.hpp =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/optimization.hpp,v retrieving revision 1.1 retrieving revision 1.2 diff -C2 -d -r1.1 -r1.2 *** optimization.hpp 14 Jul 2006 17:35:30 -0000 1.1 --- optimization.hpp 18 Jul 2006 16:01:08 -0000 1.2 *************** *** 21,24 **** --- 21,25 ---- #include <oh/objhandler.hpp> #include <ql/Optimization/method.hpp> + #include <ql/Optimization/linesearch.hpp> namespace QuantLibAddin { *************** *** 38,42 **** { public: ! ConjugateGradient(); }; --- 39,45 ---- { public: ! ConjugateGradient(const QuantLib::EndCriteria& endCriteria, ! const QuantLib::Array& initialValue, ! const boost::shared_ptr<QuantLib::LineSearch>& lineSearch); }; *************** *** 59,62 **** --- 62,76 ---- SteepestDescent(); }; + + class LineSearch : public ObjHandler::LibraryObject< + QuantLib::LineSearch> {}; + + class ArmijoLineSearch : public LineSearch + { + public: + ArmijoLineSearch(double eps, + double alpha, + double beta); + }; } |