Optimization and curve fitting

Posted by Nicolas Di Césaré on Nov 06, 2001; 7:30am
URL: http://quantlib.414.s1.nabble.com/Optimization-and-curve-fitting-tp1797.html

Hi All,

Here is an example (build in Examples directory) of curve fitting
(CurveFitting.cpp).

The directory contains some abstract classes to treat unconstrained
optimization problems (optimizer.h,linesearch.h,costfunction.h)and some classes
to implement steepest Descent, conjugate gradient and least square (using
conjugate gradient) methods (sd.h, cg.h, leastsquare.h).

The documentation need to be enhanced, thus send me your questions?

bye,

Nico

PS: Luigi, I didn't forget the proposal but I need time to present
things "clearly" ;-)

--
Nicolas Di Césaré
http://acm.emath.fr/~dicesare