Steepest Descent
Subtype of MethodCorresponds to the SteepestDescent optimization method in QuantLib.
Multi-dimensional steepest-descent class.
The user has to provide line-search method and optimization end criteria.
Corresponds to the SteepestDescent optimization method in QuantLib.
Multi-dimensional steepest-descent class.
The user has to provide line-search method and optimization end criteria.