ConjugateGradient example

[Vadim Ogranovich-3]

Hi,

Could anyone please share a stand alone example of using the Optimization
framework (preferably one with ConjugateGradient), or give a sketch of how
it is supposed to work?

Also, I'd like to get an idea of how big an optimization problem it can
(practically) solve. Do you have a success/failure story you are willing to
tell?

Thanks,
Vadim

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[Kris .]

Vadim :

Two thoughts

i) when u say how big it can solve what do you mean? complexity wise?, i can try running it on G2/G3 problem and share the results with you.

ii) Technically conjugate gradient can solve any problem with a few tweaks as long as you know what space you are on , which is hard.
Becos we live in 4-d world and haven't had a chance to imagine a 52-d space. Also you run into this time-space aspect in optimization, given enough time u can solve all problems with any lousy/good optimizer, or given enough computing horsepower u can solve it in shunya (zilch)time

i am eager to know what sort of problem you are optimizing ?.

thanks
kris



----- Original Message -----
From: Vadim Ogranovich <[hidden email]>
Date: Mon, 26 Aug 2002 18:38:41 -0500
To: "'[hidden email]'" <[hidden email]>
Subject: [Quantlib-users] ConjugateGradient example

> Hi,
>
> Could anyone please share a stand alone example of using the Optimization
> framework (preferably one with ConjugateGradient), or give a sketch of how
> it is supposed to work?
>
> Also, I'd like to get an idea of how big an optimization problem it can
> (practically) solve. Do you have a success/failure story you are willing to
> tell?
>
> Thanks,
> Vadim
>
> --------------------------------------------------
> DISCLAIMER
> This e-mail, and any attachments thereto, is intended only for use by the
> addressee(s) named herein and may contain legally privileged and/or
> confidential information.  If you are not the intended recipient of this
> e-mail, you are hereby notified that any dissemination, distribution or
> copying of this e-mail, and any attachments thereto, is strictly prohibited.
> If you have received this e-mail in error, please immediately notify me and
> permanently delete the original and any copy of any e-mail and any printout
> thereof.
>
> E-mail transmission cannot be guaranteed to be secure or error-free.  The
> sender therefore does not accept liability for any errors or omissions in
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