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/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */

 Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré

 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/

 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at

 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.

/*! \file conjugategradient.hpp
    \brief Conjugate gradient optimization method

#ifndef quantlib_optimization_conjugate_gradient_h
#define quantlib_optimization_conjugate_gradient_h

#include <ql/Optimization/armijo.hpp>

namespace QuantLib {

    //! Multi-dimensional Conjugate Gradient class
    /*! User has to provide line-search method and
        optimization end criteria

        search direction \f$ d_i = - f'(x_i) + c_i*d_{i-1} \f$
        where \f$ c_i = ||f'(x_i)||^2/||f'(x_{i-1})||^2 \f$
        and \f$ d_1 = - f'(x_1) \f$
00039     class ConjugateGradient: public OptimizationMethod {
        //! default constructor
00042         ConjugateGradient(const boost::shared_ptr<LineSearch>& lineSearch =
        : lineSearch_(lineSearch) {
            if (!lineSearch_)
                lineSearch_ = boost::shared_ptr<LineSearch>(
                                                     new ArmijoLineSearch);

        ConjugateGradient(const EndCriteria& endCriteria,
                          const Array& initialValue,
                          const boost::shared_ptr<LineSearch>& lineSearch =
        : OptimizationMethod(endCriteria, initialValue),
          lineSearch_(lineSearch) {
            if (!lineSearch_)
                lineSearch_ = boost::shared_ptr<LineSearch>(
                                                     new ArmijoLineSearch);

        //! minimize the optimization problem P
        void minimize(const Problem& P) const;
        //! line search
00065         boost::shared_ptr<LineSearch> lineSearch_;



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