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Sorry, new to this and C++.
I am using the Simplex optimizer. Is it possible, how do I specify multiple initial guesses for the parameters in the constructor. Aaron ------------------------------------------------------------------------------ Learn Graph Databases - Download FREE O'Reilly Book "Graph Databases" is the definitive new guide to graph databases and their applications. This 200-page book is written by three acclaimed leaders in the field. The early access version is available now. Download your free book today! http://p.sf.net/sfu/neotech_d2d_may _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hello Aaron,
apologies for the delay. You can specify an array of guesses (that is, one for each parameter) inside the Problem instance you pass to the Simplex constructor; you can look at test-suite/optimizers.cpp for an example, hoping that it's clear enough for one new to C++. If you want to specify multiple guesses per parameter, instead, that's not supported. You'll have to run multiple optimizations manually. Luigi On Tue, May 7, 2013 at 5:13 PM, Aaron Elmquist <[hidden email]> wrote: > Sorry, new to this and C++. > > I am using the Simplex optimizer. Is it possible, how do I specify multiple > initial guesses for the parameters in the constructor. > > Aaron > > ------------------------------------------------------------------------------ > Learn Graph Databases - Download FREE O'Reilly Book > "Graph Databases" is the definitive new guide to graph databases and > their applications. This 200-page book is written by three acclaimed > leaders in the field. The early access version is available now. > Download your free book today! http://p.sf.net/sfu/neotech_d2d_may > _______________________________________________ > QuantLib-users mailing list > [hidden email] > https://lists.sourceforge.net/lists/listinfo/quantlib-users > ... [show rest of quote] ------------------------------------------------------------------------------ Try New Relic Now & We'll Send You this Cool Shirt New Relic is the only SaaS-based application performance monitoring service that delivers powerful full stack analytics. Optimize and monitor your browser, app, & servers with just a few lines of code. Try New Relic and get this awesome Nerd Life shirt! http://p.sf.net/sfu/newrelic_d2d_may _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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