Re: Hi, I'm the user of QuantLib

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Hi-I-m-the-user-of-QuantLib-tp13330p13333.html

On Mon, 2011-03-28 at 10:17 +0800, 蔡宗儒-風險管理處-銀行 wrote:
>     Can you tell me LevenbergMarquardt  in Qunatlib is goal to find
> min or root?

It should be the min, but I'm afraid that the MINPACK routine it calls
stops at a root because it minimizes the sum of squares.
LevenbergMarquardt is probably not the right optimizer for your problem;
I suggest you use another.

Luigi


--

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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