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ConcreteBFGS Class Reference

#include <Optimizer.h>

Inheritance diagram for ConcreteBFGS:

BFGS Optimizer List of all members.

Detailed Description

BFGS with particular objective function given by a function pointer.

Definition at line 494 of file Optimizer.h.

Public Member Functions

 ConcreteBFGS (Real(*f)(const RealArray1D &), RealArray1D &x, int nVals, Real stepmax, RealArray1D &h, int nRestarts=3, bool verbose=false)
Real f (const RealArray1D &x)

Constructor & Destructor Documentation

ConcreteBFGS::ConcreteBFGS Real(*    f)(const RealArray1D &),
RealArray1D   x,
int    nVals,
Real    stepmax,
RealArray1D   h,
int    nRestarts = 3,
bool    verbose = false

f pointer to objective function.

Definition at line 503 of file Optimizer.h.

References BFGS::h, BFGS::nRestarts, BFGS::nVals, Real, BFGS::setInitialConditions(), BFGS::stepmax, BFGS::verbose, and BFGS::x.

Member Function Documentation

Real ConcreteBFGS::f const RealArray1D   x [inline, virtual]

The objective function.

Implements Optimizer.

Definition at line 512 of file Optimizer.h.

References Real.

The documentation for this class was generated from the following file:
Generated on Mon Sep 22 02:16:32 2003 for Libor-Library by doxygen1.3-rc3