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

 /*

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

 Copyright (C) 2007 Ferdinando Ametrano

 Copyright (C) 2007 Marco Bianchetti

 Copyright (C) 2007 François du Vignaud

 Copyright (C) 2009 Frédéric Degraeve

 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

 <https://www.quantlib.org/license.shtml>.

 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.

*/

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

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

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

namespace QuantLib {

    Array ConjugateGradient::getUpdatedDirection(const Problem& P,

                                                 Real gold2,

                                                 const Array&) {

        return -lineSearch_->lastGradient() +

            (P.gradientNormValue() / gold2) * lineSearch_->searchDirection();

    }

}