C# (CSharp) QLCore LineSearch Examples

Example #1

File: LineSearchBasedMethod.cs Project: OpenDerivatives/QLCore

 public LineSearchBasedMethod(LineSearch lineSearch = null)
 {
     lineSearch_ = lineSearch ?? new ArmijoLineSearch();
 }

Example #2

File: Bfgs.cs Project: OpenDerivatives/QLCore

 public BFGS(LineSearch lineSearch = null)
     : base(lineSearch)
 {
     inverseHessian_ = new Matrix();
 }