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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 steepestdescent.hpp
    \brief Steepest descent optimization method

#ifndef quantlib_optimization_steepest_descent_h
#define quantlib_optimization_steepest_descent_h

#include <ql/math/optimization/linesearchbasedmethod.hpp>

namespace QuantLib {

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

        search direction \f$ = - f'(x) \f$
00036     class SteepestDescent : public LineSearchBasedMethod {
        SteepestDescent(const boost::shared_ptr<LineSearch>& lineSearch =
        : LineSearchBasedMethod(lineSearch) {}
        //! minimize the optimization problem P
        virtual EndCriteria::Type minimize(Problem& P,
                                           const EndCriteria& endCriteria //= EndCriteria()



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