Patches item #2421551, was opened at 2008-12-12 10:43
Message generated for change (Tracker Item Submitted) made by Item Submitter
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2421551&group_id=12740Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Slava Mazur (shlagbaum)
Assigned to: Nobody/Anonymous (nobody)
Summary: Fix to simplex optimization method
Initial Comment:
Current implementation has a possibility to get to an endless loop if the current approximation reaches a constraint boundary or by erroneous client's settings. The proposed patch fixes this.
----------------------------------------------------------------------
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=2421551&group_id=12740------------------------------------------------------------------------------
SF.Net email is Sponsored by MIX09, March 18-20, 2009 in Las Vegas, Nevada.
The future of the web can't happen without you. Join us at MIX09 to help
pave the way to the Next Web now. Learn more and register at
http://ad.doubleclick.net/clk;208669438;13503038;i?http://2009.visitmix.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev