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

/*

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

 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.

*/

/*! \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$

    */

    class SteepestDescent : public LineSearchBasedMethod {

      public:

        SteepestDescent(const ext::shared_ptr<LineSearch>& lineSearch =

                                            ext::shared_ptr<LineSearch>())

        : LineSearchBasedMethod(lineSearch) {}

      private:

        //! \name LineSearchBasedMethod interface

        //@{

        Array getUpdatedDirection(const Problem& P, Real gold2, const Array& oldGradient) override;

        //@}

    };

}

#endif