Simplex

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Simplex

Aaron Elmquist
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

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Re: Simplex

Luigi Ballabio
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
>

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