Posted by
Dimathematician on
URL: http://quantlib.414.s1.nabble.com/Optimizer-Discussion-tp13001p13005.html
I'm not sure. I'm not happy with the whole setup, I think it is to tightly
coupled. I'd prefer a design which is similar to the root solvers: you
don't need a class for an optimizer whith a "value" function. As in the
root solver, it should be a template that has an operator(...), e.g. a functor
or a boost function. Anything. Makes it much more convenient to use.
The optimizing criteria could go into the constructor, which takes only the
criteria which it really uses. The start value could go into a optimize function,
which takes a template. If we have a multidimensional setup as in the LM
case, the template should return a std::vector<Real>
2009/9/11 Luigi Ballabio
<[hidden email]>
On Sep 11, 2009, at 8:13 PM, Dima wrote:
Why exception? It has its use when LM is used. Or do you
want to make it virtual and throw an exception if its not
overwritten?
Luigi
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