Re: [QuantLib-svn] SF.net SVN: quantlib:[16097] trunk/QuantLib

[Ferdinando Ametrano-4]

On Tue, Mar 31, 2009 at 2:39 PM,  <[hidden email]> wrote:

> Revision: 16097
>          http://quantlib.svn.sourceforge.net/quantlib/?rev=16097&view=rev
> Author:   lballabio
> Date:     2009-03-31 12:39:24 +0000 (Tue, 31 Mar 2009)
>
> Log Message:
> -----------
> Added BFGS optimizer (thanks to Frederic Degraeve)
>
> Modified Paths:
> --------------
>    trunk/QuantLib/ql/math/optimization/conjugategradient.cpp
>    trunk/QuantLib/ql/math/optimization/conjugategradient.hpp
>    trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.cpp
>    trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.hpp
>    trunk/QuantLib/ql/math/optimization/steepestdescent.cpp
>    trunk/QuantLib/ql/math/optimization/steepestdescent.hpp

 has Frederic also fixed the erratic behaviour of the line-search based methods?

ciao -- Nando

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[Luigi Ballabio]

On Wed, 2009-04-01 at 22:38 +0200, Ferdinando Ametrano wrote:

> > Modified Paths:
> > --------------
> >    trunk/QuantLib/ql/math/optimization/conjugategradient.cpp
> >    trunk/QuantLib/ql/math/optimization/conjugategradient.hpp
> >    trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.cpp
> >    trunk/QuantLib/ql/math/optimization/linesearchbasedmethod.hpp
> >    trunk/QuantLib/ql/math/optimization/steepestdescent.cpp
> >    trunk/QuantLib/ql/math/optimization/steepestdescent.hpp
>
>  has Frederic also fixed the erratic behaviour of the line-search based methods?

No. There was some refactoring, but the resulting figures were the same.

Luigi


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Don't let school get in the way of your education.
-- Mark Twain



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