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Re: Simplex

Posted by Luigi Ballabio on May 21, 2013; 3:39pm
URL: http://quantlib.414.s1.nabble.com/Simplex-tp14248p14270.html

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
>
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