| # | Line 32 | Line 32 | namespace QuantLib { | |
|---|---|---|
| 32 | Constraint& constraint = P.constraint(); | |
| 33 | succeed_=true; | |
| 34 | bool maxIter = false; | |
| 35 | < | RealType qtold, t = t_ini; |
| 36 | < | size_t loopNumber = 0; |
| 35 | > | RealType t = t_ini; |
| 36 | > | |
| 37 | ||
| 38 | RealType q0 = P.functionValue(); | |
| 39 | RealType qp0 = P.gradientNormValue(); | |
| # | Line 51 | Line 51 | namespace QuantLib { | |
| 51 | ||
| 52 | // Enter in the loop if the criterion is not satisfied | |
| 53 | if ((qt_-q0) > -alpha_*t*qpt_) { | |
| 54 | + | RealType qtold; |
| 55 | + | size_t loopNumber = 0; |
| 56 | do { | |
| 57 | loopNumber++; | |
| 58 | // Decrease step | |
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