ConjugateGradient example

Posted by Vadim Ogranovich-3 on Aug 26, 2002; 5:39pm
URL: http://quantlib.414.s1.nabble.com/ConjugateGradient-example-tp2150.html

Hi,

Could anyone please share a stand alone example of using the Optimization
framework (preferably one with ConjugateGradient), or give a sketch of how
it is supposed to work?

Also, I'd like to get an idea of how big an optimization problem it can
(practically) solve. Do you have a success/failure story you are willing to
tell?

Thanks,
Vadim

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