Simplex solve non linear problem i.e FittedBondDiscountCurve::FittingMethod::FittingCost

[SteveGe]

Simplex is for LP problem. But it also used for non linear problem. One example I notice is below.
FittedBondDiscountCurve::FittingMethod::FittingCost

Is it correct to use Simplex for non linear problem ? or my understanding of LP is wrong ?

Thanks in advance.

[Peter Caspers-4]

Hi,

Simplex in QuantLib is this one here

http://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method

while you are referring to

http://en.wikipedia.org/wiki/Simplex_algorithm

best regards
Peter

On 8 October 2014 09:04, SteveGe <[hidden email]> wrote:

> Simplex is for LP problem. But it also used for non linear problem. One
> example I notice is below.
> FittedBondDiscountCurve::FittingMethod::FittingCost
>
> Is it correct to use Simplex for non linear problem ? or my understanding of
> LP is wrong ?
>
> Thanks in advance.
>
>
>
> --
> View this message in context: http://quantlib.10058.n7.nabble.com/Simplex-solve-non-linear-problem-i-e-FittedBondDiscountCurve-FittingMethod-FittingCost-tp15951.html
> Sent from the quantlib-users mailing list archive at Nabble.com.
>
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[SteveGe]

Got it. Thanks Peter.