Re: Optimizer Discussion
Posted by
Dimathematician on
URL: http://quantlib.414.s1.nabble.com/Optimizer-Discussion-tp13001p13007.html
I'll try to code an alternative for one of the existing optimizers. This will take
a while though since I've realized that they are tightly coupled with other classes
such as Problem/EndCriteria, which makes it difficult to recode....I'll try to set up
something simple and will post an example as soon as I have it.
2009/9/24 Luigi Ballabio
<[hidden email]>
Dima,
looks ok. Would you be willing to code the new design? We could add it
in a future release.
Luigi
On Sun, 2009-09-13 at 13:10 +0200, Dima wrote:
> 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>
fix, n.,v.
What one does when a problem has been reported too many times
to be ignored.
-- the Jargon file
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